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V. Vance Roley

University of Hawaii at Manoa - Shidler College of Business

Dean

2404 Maile Way

Honolulu, HI 96822

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • University of Hawaii at Manoa - Shidler College of Business

SCHOLARLY PAPERS

26

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1,642

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in Total Papers Citations

47

Scholarly Papers (26)

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1.

Stock Prices and Economic News

NBER Working Paper No. w1296
Number of pages: 30 Posted: 04 Jul 2004 Last Revised: 18 Jul 2022
Douglas K. Pearce and V. Vance Roley
North Carolina State University and University of Hawaii at Manoa - Shidler College of Business
Downloads 151 (491,334)
Citation 10

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2.

Stock Prices, News, and Business Conditions

NBER Working Paper No. w3520
Number of pages: 45 Posted: 13 Nov 2007 Last Revised: 15 Aug 2022
Grant Richard McQueen and V. Vance Roley
Brigham Young University - Department of Business Management and University of Hawaii at Manoa - Shidler College of Business
Downloads 147 (502,974)
Citation 2

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3.

The Reaction of Stock Prices to Unanticipated Changes in Money

NBER Working Paper No. w0958
Number of pages: 32 Posted: 14 Feb 2002 Last Revised: 15 Aug 2022
Douglas K. Pearce and V. Vance Roley
North Carolina State University and University of Hawaii at Manoa - Shidler College of Business
Downloads 135 (540,814)
Citation 2

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4.

Firm Characteristics, Unanticipated Inflation, and Stock Returns

NBER Working Paper No. w2366
Number of pages: 31 Posted: 06 Apr 2007 Last Revised: 21 Dec 2022
Douglas K. Pearce and V. Vance Roley
North Carolina State University and University of Hawaii at Manoa - Shidler College of Business
Downloads 94 (720,278)
Citation 7

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5.

Structural Models of Interest Rate Determination and Portfolio Behavior in the Corporate and Government Bond Markets

NBER Working Paper No. w0205
Number of pages: 11 Posted: 04 Jul 2004 Last Revised: 25 Jul 2022
Benjamin M. Friedman and V. Vance Roley
Harvard University - Department of Economics and University of Hawaii at Manoa - Shidler College of Business
Downloads 81 (796,622)

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6.

News from the U. S. And Japan: Which Moves the Yen/Dollar Exchange Rate?

NBER Working Paper No. w1853
Number of pages: 47 Posted: 19 Jun 2004 Last Revised: 27 Jul 2022
Takatoshi Ito and V. Vance Roley
University of Tokyo - Faculty of Economics and University of Hawaii at Manoa - Shidler College of Business
Downloads 73 (852,604)
Citation 9

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7.

Intraday Yen/Dollar Exchange Rate Movements: News or Noise?

NBER Working Paper No. w2703
Number of pages: 34 Posted: 23 Aug 2000 Last Revised: 21 Nov 2022
Takatoshi Ito and V. Vance Roley
University of Tokyo - Faculty of Economics and University of Hawaii at Manoa - Shidler College of Business
Downloads 68 (891,180)
Citation 1

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8.

Money Demand Predictability

NBER Working Paper No. w1580
Number of pages: 69 Posted: 23 Aug 2000 Last Revised: 29 Oct 2022
V. Vance Roley
University of Hawaii at Manoa - Shidler College of Business
Downloads 61 (951,658)

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9.

Aspects of Investor Behavior Under Risk

NBER Working Paper No. w1611
Number of pages: 41 Posted: 24 Jul 2001 Last Revised: 29 May 2022
Benjamin M. Friedman and V. Vance Roley
Harvard University - Department of Economics and University of Hawaii at Manoa - Shidler College of Business
Downloads 60 (961,006)

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10.

Bliss Points in Mean-Variance Portfolio Models

NBER Working Paper No. t0019
Number of pages: 33 Posted: 29 Dec 2006 Last Revised: 23 Jul 2023
David S Jones and V. Vance Roley
Board of Governors of the Federal Reserve System and University of Hawaii at Manoa - Shidler College of Business
Downloads 57 (989,921)

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11.

Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements

NBER Working Paper No. w1181
Number of pages: 41 Posted: 18 Jun 2004 Last Revised: 25 Sep 2022
V. Vance Roley and Carl E. Walsh
University of Hawaii at Manoa - Shidler College of Business and University of California at Santa Cruz
Downloads 57 (989,921)

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12.

A Note on the Derivation of Linear Homogeneous Asset Demand Functions

NBER Working Paper No. w0345
Number of pages: 12 Posted: 09 Jul 2000 Last Revised: 12 Dec 2022
Benjamin M. Friedman and V. Vance Roley
Harvard University - Department of Economics and University of Hawaii at Manoa - Shidler College of Business
Downloads 57 (989,921)
Citation 3

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13.

The Response of Short-Term Interest Rates to Weekly Money Announcements

NBER Working Paper No. w1001
Number of pages: 32 Posted: 16 Jul 2004 Last Revised: 28 Sep 2022
V. Vance Roley
University of Hawaii at Manoa - Shidler College of Business
Downloads 54 (1,020,567)
Citation 1

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14.

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)

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15.

Asset Substitutability and the Impact of Federal Deficits

NBER Working Paper No. w1082
Number of pages: 44 Posted: 04 Apr 2004 Last Revised: 18 Dec 2022
V. Vance Roley
University of Hawaii at Manoa - Shidler College of Business
Downloads 54 (1,020,567)

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16.

A Disaggregated Structural Model of the Treasury Securities, Corporate Bond, and Equity Markets: Estimation and Simulation Results

NBER Working Paper No. t0007
Number of pages: 51 Posted: 01 Feb 2001 Last Revised: 10 Jul 2023
V. Vance Roley
University of Hawaii at Manoa - Shidler College of Business
Downloads 51 (1,052,702)

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17.

The Effect of Federal Debt Management Policy on Corporate Bond and Equity Yields

NBER Working Paper No. w0586
Number of pages: 38 Posted: 07 Jul 2004 Last Revised: 10 Aug 2022
V. Vance Roley
University of Hawaii at Manoa - Shidler College of Business
Downloads 48 (1,086,013)
Citation 7

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18.

Identifying Identical Distributed Lag Structures by the Use of Prior Sumconstraints

NBER Working Paper No. w0179
Number of pages: 28 Posted: 26 May 2004 Last Revised: 30 Dec 2022
Benjamin M. Friedman and V. Vance Roley
Harvard University - Department of Economics and University of Hawaii at Manoa - Shidler College of Business
Downloads 48 (1,086,013)

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19.

The Response of Interest Rates to Money Announcements Under Alternative Operating Prosedures and Reserve Requirement Systems

NBER Working Paper No. w1812
Number of pages: 38 Posted: 16 Jul 2004 Last Revised: 16 Dec 2022
V. Vance Roley
University of Hawaii at Manoa - Shidler College of Business
Downloads 46 (1,109,210)

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20.

U.S. Monetary Policy Regimes and U.S.-Japan Financial Relations

NBER Working Paper No. w1858
Number of pages: 36 Posted: 05 Jul 2004 Last Revised: 30 Jan 2022
V. Vance Roley
University of Hawaii at Manoa - Shidler College of Business
Downloads 46 (1,109,210)

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21.

Unanticipated Money and Interest Rates

NBER Working Paper No. w1278
Number of pages: 15 Posted: 05 Jul 2004 Last Revised: 31 Dec 2022
V. Vance Roley and Carl E. Walsh
University of Hawaii at Manoa - Shidler College of Business and University of California at Santa Cruz
Downloads 44 (1,133,231)

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22.

Symmetry Restrictions in a System of Financial Asset Demands: A Theoretical and Empirical Analysis

NBER Working Paper No. w0593
Number of pages: 25 Posted: 04 Jul 2004 Last Revised: 17 Aug 2022
V. Vance Roley
University of Hawaii at Manoa - Shidler College of Business
Downloads 41 (1,170,409)
Citation 3

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23.

Investors' Portfolio Behavior Under Alternative Models of Long-Term Interest Rate Expectations: Unitary, Rational, or Autoregressive

NBER Working Paper No. w0178
Number of pages: 23 Posted: 08 Jun 2004 Last Revised: 29 Dec 2022
Benjamin M. Friedman and V. Vance Roley
Harvard University - Department of Economics and University of Hawaii at Manoa - Shidler College of Business
Downloads 39 (1,196,171)
Citation 2

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24.

Temporal Variation in the Interest-Rate Response to Money Announcements

NBER Working Paper No. w3471
Number of pages: 37 Posted: 04 Jul 2004 Last Revised: 28 Dec 2022
V. Vance Roley and Simon M. Wheatley
University of Hawaii at Manoa - Shidler College of Business and University of Melbourne - Department of Finance
Downloads 38 (1,209,354)

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25.

Federal Reserve Behavior Since 1980: a Financial Markets Perspective

NBER Working Paper No. w2608
Number of pages: 24 Posted: 23 Apr 2004 Last Revised: 19 Aug 2022
William C. Melton and V. Vance Roley
Independent and University of Hawaii at Manoa - Shidler College of Business
Downloads 38 (1,209,354)

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26.

Monetary Policy Actions, Intervention, and Exchange Rates: A Re-Examination of the Empirical Relationships Using Federal Funds Rate Target Data

Journal of Business, Vol. 71, No. 2 (April 1998)
Posted: 21 Apr 1998
Catherine Bonser-Neal, Gordon H. Sellon and V. Vance Roley
Indiana University - Kelley School of Business - Department of Finance, Federal Reserve Bank of Kansas City - Research Department and University of Hawaii at Manoa - Shidler College of Business

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