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Series: Monthly review (Federal Reserve Bank of Minneapolis. Research Department) Number: vol.20 no.12 Description: Includes title: "Forecasts bright for nation's farmers"
Subject (JEL): N52 - Economic History: Agriculture, Natural Resources, Environment, and Extractive Industries: U.S.; Canada: 1913-, Y10 - Data: Tables and Charts, N22 - Economic History: Financial Markets and Institutions: U.S.; Canada: 1913-, and R10 - General Regional Economics (includes Regional Data) -
Creator: Litterman, Robert B. and Todd, Richard M. Series: Quarterly review (Federal Reserve Bank of Minneapolis. Research Department) Number: Vol. 6, No. 2 -
Series: Monthly review (Federal Reserve Bank of Minneapolis. Research Department) Number: vol.8 no.41 Description: Includes special article: "Consumer Credit a Factor in Instability" and other titles: "Farm Income Down; Weather Retards Crops", "April Business Recession Chiefly Retail", and "Deposits Other than U.S. Show Increase"
Subject (JEL): N22 - Economic History: Financial Markets and Institutions: U.S.; Canada: 1913-, N52 - Economic History: Agriculture, Natural Resources, Environment, and Extractive Industries: U.S.; Canada: 1913-, Y10 - Data: Tables and Charts, and R10 - General Regional Economics (includes Regional Data) -
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Series: Monthly review (Federal Reserve Bank of Minneapolis. Research Department) Number: vol.13 no.3 Description: Includes titles: "District business strong in most lines", "Now now, Mr. Consumer?", and "A look at farm income trends"
Subject (JEL): Y10 - Data: Tables and Charts, R10 - General Regional Economics (includes Regional Data), N22 - Economic History: Financial Markets and Institutions: U.S.; Canada: 1913-, and N52 - Economic History: Agriculture, Natural Resources, Environment, and Extractive Industries: U.S.; Canada: 1913- -
Series: Monthly review (Federal Reserve Bank of Minneapolis. Research Department) Number: vol.11 no.11 Description: Includes titles: "Farm Stability a Hope for 1954" and "Signs of Strength Appear in Economy"
Subject (JEL): Y10 - Data: Tables and Charts, N52 - Economic History: Agriculture, Natural Resources, Environment, and Extractive Industries: U.S.; Canada: 1913-, R10 - General Regional Economics (includes Regional Data), and N22 - Economic History: Financial Markets and Institutions: U.S.; Canada: 1913- -
Creator: De Santis, Giorgio and İmrohoroǧlu, Selahattin Series: Discussion paper (Federal Reserve Bank of Minneapolis. Institute for Empirical Macroeconomics) Number: 093 Abstract: In this paper we study the dynamic behavior of stock returns and volatility in emerging financial markets. In particular, we focus our attention on the following questions:
o Does stock return volatility in emerging markets change over time? If so, are volatility changes predictable?
o How frequent are big surprises in emerging stock markets?
o Is there any relationship between market risk and expected returns?
o Has liberalization affected return volatility in emerging financial markets?
Our findings can be summarized as follows. First, there is strong evidence of predictable time-varying volatility in almost all countries. In general, changes in volatility are highly persistent. Second, a fat-tailed distribution improves the fitting ability of the model. Third, investors are not rewarded for market-wide risk. Finally, we do not find any systematic effect of liberalization on stock market volatility.
Subject (JEL): G10 - General Financial Markets: General (includes Measurement and Data) and E44 - Financial Markets and the Macroeconomy -
Series: Monthly review (Federal Reserve Bank of Minneapolis. Research Department) Number: vol.9 no.86 Description: Includes titles: "Banks Strengthened Their Position in 1948", "Road Signs for the Economy Appear Indistinct", and "Farm Product Prices Under Pressure"
Subject (JEL): Y10 - Data: Tables and Charts, N22 - Economic History: Financial Markets and Institutions: U.S.; Canada: 1913-, and R10 - General Regional Economics (includes Regional Data) -
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Series: Monthly review (Federal Reserve Bank of Minneapolis. Research Department) Number: no. 46 Description: Covers conditions in November 1918.
Subject (JEL): R10 - General Regional Economics (includes Regional Data) and N52 - Economic History: Agriculture, Natural Resources, Environment, and Extractive Industries: U.S.; Canada: 1913-