Author Page for David S. Jones

1.

Industry Practices in Credit Risk Modeling and Internal Capital Allocations: Implications for a Models-Based Regulatory Capital Standard: Summary of Presentation

Economic Policy Review, Vol. 4, No. 3, October 1998

Number of pages: 8 Posted: 11 Nov 2007

David S. Jones and John Mingo

Northwestern University - Department of Economics and Promontory Financial Group

Downloads 775 (80,216)

Citation 18

Abstract:

2.

Expected Inflation and Equity Prices: A Structural Econometric Approach

NBER Working Paper No. w0542

Number of pages: 50 Posted: 27 Dec 2001 Last Revised: 26 Dec 2022

David S. Jones

Northwestern University - Department of Economics

Downloads 72 (860,052)

Abstract:

3.

Consistent Simple Sum Aggregation Over Assets

NBER Working Paper No. w0573

Number of pages: 27 Posted: 27 Mar 2001 Last Revised: 28 Jul 2022

David S. Jones

Northwestern University - Department of Economics

Downloads 57 (989,921)

Abstract:

4.

Rational Expectations, the Expectations Hypothesis, and Treasury Bill Yields: An Econometric Analysis

NBER Working Paper No. w0869

Number of pages: 34 Posted: 28 Jun 2004 Last Revised: 18 Nov 2022

David S. Jones and V. Vance Roley

Northwestern University - Department of Economics and University of Hawaii at Manoa - Shidler College of Business

Downloads 54 (1,020,567)

Abstract:

5.

The Efficiency of Decentralized Investment Management Systems

NBER Working Paper No. w0719

Number of pages: 31 Posted: 18 Aug 2004 Last Revised: 21 Dec 2022

David S. Jones

Northwestern University - Department of Economics

Downloads 51 (1,052,702)

Abstract:

6.

Symmetric Substitution Matrices in Asset Demand Systsems

NBER Working Paper No. w0574

Number of pages: 18 Posted: 04 Jul 2004 Last Revised: 29 Jul 2022

David S. Jones

Northwestern University - Department of Economics

Downloads 44 (1,133,231)

David S. Jones

Northwestern University - Department of Economics

National Bureau of Economic Research (NBER)

6

1,053

18

Scholarly Papers (6)

Industry Practices in Credit Risk Modeling and Internal Capital Allocations: Implications for a Models-Based Regulatory Capital Standard: Summary of Presentation

Abstract:

Expected Inflation and Equity Prices: A Structural Econometric Approach

Abstract:

Consistent Simple Sum Aggregation Over Assets

Abstract:

Rational Expectations, the Expectations Hypothesis, and Treasury Bill Yields: An Econometric Analysis

Abstract:

The Efficiency of Decentralized Investment Management Systems

Abstract:

Symmetric Substitution Matrices in Asset Demand Systsems

Abstract: