NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by V. Vance Roley

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

November 1990Stock Prices, News, and Business Conditions
with Grant McQueen: w3520
October 1990Temporal Variation in the Interest-Rate Response to Money Announcements
with Simon M. Wheatley: w3471
September 1988Intraday Yen/Dollar Exchange Rate Movements: News or Noise?
with Takatoshi Ito: w2703
June 1988Federal Reserve Behavior Since 1980: A Financial Markets Perspective
with William C. Melton: w2608
August 1987Firm Characteristics, Unanticipated Inflation, and Stock Returns
with Douglas K. Pearce: w2366
March 1986News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate?
with Takatoshi Ito: w1853
U.S. Monetary Policy Regimes and U.S.-Japan Financial Relations
w1858
1986The Response of Interest Rates to Money Announcements under Alternative Operating Prosedures and Reserve Requirement Systems
w1812
April 1985Stock Prices and Economic News
with Douglas K. Pearce: w1296
Aspects of Investor Behavior Under Risk
with Benjamin M. Friedman: w1611
March 1985Money Demand Predictability
w1580
February 1984Unanticipated Money and Interest Rates
with Carl E. Walsh: w1278
August 1983Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements
with Carl E. Walsh: w1181
February 1983Asset Substitutability and the Impact of Federal Deficits
w1082
October 1982The Response of Short-Term Interest Rates to Weekly Money Announcements
w1001
August 1982The Reaction of Stock Prices to Unanticipated Changes in Money
with Douglas K. Pearce: w0958
March 1982Rational Expectations, the Expectations Hypothesis, and Treasury Bill Yields: An Econometric Analysis
with David S. Jones: w0869
December 1981Bliss Points in Mean-Variance Portfolio Models
with David S. Jones: t0019
1981Structural Models of Interest Rate Determination and Portfolio Behavior in the Corporate and Government Bond Markets
with Benjamin M. Friedman: w0205
December 1980A Disaggregated Structural Model of the Treasury Securities, Corporate Bond, and Equity Markets: Estimation and Simulation Results
t0007
The Effect of Federal Debt Management Policy on Corporate Bond and Equity Yields
w0586
Symmetry Restrictions in a System of Financial Asset Demands: A Theoretical and Empirical Analysis
w0593
April 1980Investors' Portfolio Behavior Under Alternative Models of Long-Term Interest Rate Expectations: Unitary, Rational, or Autoregressive
with Benjamin M. Friedman: w0178
May 1979A Note on the Derivation of Linear Homogeneous Asset Demand Functions
with Benjamin M. Friedman: w0345
April 1977Identifying Identical Distributed Lag Structures by the Use of Prior SumConstraints
with Benjamin M. Friedman: w0179

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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