NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by V. Vance Roley

Contact and additional information for this author • All publications • Working Papers only

Working Papers and Chapters

March 1991Intraday Yen/Dollar Exchange Rate Movements: News or Noise?
with Takatoshi Ito: w2703
January 1991Federal Reserve Behavior Since 1980: A Financial Markets Perspective
with William C. Melton: w2608
December 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
February 1989Firm Characteristics, Unanticipated Inflation, and Stock Returns
with Douglas K. Pearce: w2366
1988The Response of Interest Rates to Money Announcements under Alternative Operating Prosedures and Reserve Requirement Systems
w1812
October 1987Aspects of Investor Behavior Under Risk
with Benjamin M. Friedman: w1611
August 1987News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate?
with Takatoshi Ito: w1853
May 1987U.S. Monetary Policy Regimes and U.S.-Japan Financial Relations
w1858
August 1986Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements
with Carl E. Walsh: w1181
March 1986Money Demand Predictability
w1580
April 1985Stock Prices and Economic News
with Douglas K. Pearce: w1296
February 1984Rational Expectations, the Expectations Hypothesis, and Treasury Bill Yields: An Econometric Analysis
with David S. Jones: w0869
The Reaction of Stock Prices to Unanticipated Changes in Money
with Douglas K. Pearce: w0958
Unanticipated Money and Interest Rates
with Carl E. Walsh: w1278
December 1983The Response of Short-Term Interest Rates to Weekly Money Announcements
w1001
September 1983Symmetry Restrictions in a System of Financial Asset Demands: A Theoretical and Empirical Analysis
w0593
February 1983The Effect of Federal Debt Management Policy on Corporate Bond and Equity Yields
w0586
Asset Substitutability and the Impact of Federal Deficits
w1082
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
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 author • All publications • Working Papers only

 
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