Search Results

SORT BY: PREVIOUS / NEXT
Author:Becketti, Sean 

Journal Article
Understanding loan sales

Financial Letters , Issue Apr

Journal Article
The truth about junk bonds

Economic Review , Volume 75 , Issue Jul , Pages 45-54

Working Paper
The prepayment experience of FNMA mortgage-backed securities

Research Working Paper , Paper 90-01

Journal Article
Are bank loans still special?

Economic Review , Volume 77 , Issue Q III , Pages 71-84

Journal Article
Does money still forecast economic activity?

Economic Review , Volume 77 , Issue Q IV , Pages 65-77

Working Paper
Exchange rates in the long run

If Purchasing Power Parity holds in the long run, then real exchange rates are mean stationary. To test this hypothesis, monthly data on bilateral real exchange rates between the United States and five countries extending back to the 1920s are calculated. The null hypothesis of mean stationarity is tested against a variety of nonstationary alternatives. Our results strongly favor mean stationarity over models that permit long-run trends in real exchange rates. The data also favor stationarity over a unit root process with no drift. We show that the realized path of the real exchange rate lies ...
Research Working Paper , Paper 95-14

Journal Article
The prepayment risk of mortgage-backed securities

Economic Review , Volume 74 , Issue Feb , Pages 43-57

Journal Article
Will increased regulation of stock index futures reduce stock market volatility?

Economic Review , Volume 75 , Issue Nov , Pages 33-46

Journal Article
Loan sales: another step in the evolution of the short-term credit market

Economic Review , Volume 72 , Issue Nov , Pages 22-31

Working Paper
Does money matter anymore? A comment on Friedman and Kuttner

Research Working Paper , Paper 92-07

PREVIOUS / NEXT