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NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by V. Vance Roley

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Working Papers

November 1990Stock Prices, News, and Business Conditions
with Grant McQueen: w3520

Published: Review of Financial Studies, Vol. 6, no. 3 (1993): 683-707.

October 1990Temporal Variation in the Interest-Rate Response to Money Announcements
with Simon M. Wheatley: w3471

Published: Roley, V. Vance and Simon M. Wheatley. "Shifts In The Interest-Rate Response To Money Announcements: What Can We Say About When They Occur?," Journal of Business and Economic Statistics, 1996, v14(1,Jan), 135-138.

September 1988Intraday Yen/Dollar Exchange Rate Movements: News or Noise?
with Takatoshi Ito: w2703

Published: Journal of International Financial Markets, Institutions and Money, Vol. 1, No. 1, pp. 1-31, (1991).

June 1988Federal Reserve Behavior Since 1980: A Financial Markets Perspective
with William C. Melton: w2608

Published: Mayer, Thomas (ed.) The Political Economy of American Monetary Policy. New York: Cambridge University Press, 1990.

August 1987Firm Characteristics, Unanticipated Inflation, and Stock Returns
with Douglas K. Pearce: w2366

Published: The Journal of Finance, Vol. XLIII, No. 4, (September 1988). citation courtesy of

March 1986News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate?
with Takatoshi Ito: w1853

Published: Ito, Takatoshi and V. Vance Roley. "News from the U.S. and Japan: Which Moves the Yen/Dollar Exchange Rate?" Journal of Monetary Economics, Vol. 19, No. 2, 1987, pp. 255-277. citation courtesy of

U.S. Monetary Policy Regimes and U.S.-Japan Financial Relations
w1858

Published: Roley, V. Vance. U.S. Money Announcements and Covered Interest Parity: The Case of Japan." Journla of International Money and Finance, Vol. 6, (1987) , pp. 55-70.

1986The Response of Interest Rates to Money Announcements under Alternative Operating Prosedures and Reserve Requirement Systems
w1812

Published: Roley, V. Vance. "The Effects of Money Announcements Under Alternative Monetary Control Procedures, Vol. 19, No. 3, August 1987.

April 1985Stock Prices and Economic News
with Douglas K. Pearce: w1296

Published: Pearce, Douglas K. and V. Vance Roley. "Stock Prices an Economic News." Journal of Business, Vol. 58, No. 1, (January 1985), pp. 49-67. citation courtesy of

Aspects of Investor Behavior Under Risk
with Benjamin M. Friedman: w1611

Published: Friedman, Benjamin M. and V. Vance Roley. "Aspects of Investor Behavior Under Risk," Arrow and the Ascent of Modern Economic Theory, ed. by George R. Feiwel. London: MacMillan Press, 1987, pp. 626-653.

March 1985Money Demand Predictability
w1580

Published: Roley, V. Vance. Journal of Money, Credit, and Banking, Vol. XVII, No. 4, Part 2, (November 1985), pp. 611-641.

February 1984Unanticipated Money and Interest Rates
with Carl E. Walsh: w1278

Published: Roely, V. Vance and Carl E. Walsh. "Unanticipated Money and Interest Rates ." American Economic Review, Vol. 74, No. 2, (May 1984), pp. 49-54. citation courtesy of

August 1983Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements
with Carl E. Walsh: w1181

Published: Roley, V. Vance and Carl E. Walsh. "Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements." Quarterly Journal of Economics, Vol. 100, Supplement, (1985), pp. 1011-1039. citation courtesy of

February 1983Asset Substitutability and the Impact of Federal Deficits
w1082

Published: Roley, V. Vance. "Asset Substitutability and the Impact of Federal Deficits ." The Economic Consequences of Government Deficits, edited by L. Meyer, Kluwer-Nijhoff Publishing Company, 1983.

October 1982The Response of Short-Term Interest Rates to Weekly Money Announcements
w1001

Published: Roley, V. Vance. "The Response of Short-Term Interest Rates to Weekly Money Announcements." Journal of Money, Credit, and Banking, edited by Willaim DeWald, Vol. 15, No.3. (August 1983) pp. 344-54.

August 1982The Reaction of Stock Prices to Unanticipated Changes in Money
with Douglas K. Pearce: w0958

Published: Pearce, Douglas K. and V. Vance Roley. "The Reaction of Stock Prices to Unanticipated Changes in Money: A Note." Journal of Finance, editor Michael Brennan, Waverly Press, Inc. Vol. 38, No. 4, (September 1983), pp. 132 3-1333.

March 1982Rational Expectations, the Expectations Hypothesis, and Treasury Bill Yields: An Econometric Analysis
with David S. Jones: w0869

Published: Jones, David S. and V. Vance Roley. "Rational Expectations and the Expectations Model of the Term Structure: A Test Using Weekly Data." Journal of Monetary Economics, Vol. 12, No. 3 (Spetember 1983), pp. 453- 465. B.V. (North-Holland Publishing).

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

Published: Friedman, Benjamin M. and Roley, V. Vance. "Models of Long-Term Interest Rate Determination." The Journal of Portfolio Management, Vol. 6, No. 3, (Spring 1980), pp. 35-45.

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

Published: Roley, V. Vance. "The Effect of Federal Debt-Management Policy on Corporate Bond and Equity Yields," Quarterly Journal of Economics, Vol. 97, No. 4, ( November 1982), pp. 645-668.

Symmetry Restrictions in a System of Financial Asset Demands: A Theoretical and Empirical Analysis
w0593

Published: Roley, V. Vance. "Symmetry Restrictions in a System of Financial Asset Demands: A Theoretical and Empirical Results." The Review of Economics and Statistics, Vol. 65, No. 1, (February 1983) pp. 124-130.

April 1980Investors' Portfolio Behavior Under Alternative Models of Long-Term Interest Rate Expectations: Unitary, Rational, or Autoregressive
with Benjamin M. Friedman: w0178

Published: Friedman, Benjamin M. and Roley, V. Vance. "Investors' Portfolio Behavior Under Alternative Models of Long-Term Interest Rate Expectations; Unitary, Rational, or Autoregressive." Econometrica, Vol. 47, No . 6, (November 1979), pp. 1475-1497.

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

Published:

  • Benjamin M. Friedman & V. Vance Roles, 1977. "Identifying Identical Distributed Lag Structures By The Use Of Prior Sum Constraints," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 6, number 4, pages 100-116 National Bureau of Economic Research, Inc.
  • Friedman, Benjamin M. and Roley, Vance V. "Identifying Identical Distributed Lag Structures by the Use of Prior Sum Constraints." Annals of Economic and Social Measurement, Vol. VI, No. 4, (Fall 1977), pp. 429-444.

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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