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Douglas Rolph

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This is information that was supplied by Douglas Rolph in registering through RePEc. If you are Douglas Rolph , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Douglas
Middle Name:
Last Name: Rolph
Suffix:

RePEc Short-ID: pro4

Email:
Homepage: http://students.washington.edu/~rolph
Postal Address:
Phone: 206-543-0619

Affiliation

Works

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Working papers

  1. Doug Rolph, 1999. "Federal Funds Futures, Spot Rates, and Expected Changes in Monetary Policy," Computing in Economics and Finance 1999 853, Society for Computational Economics.
  2. Douglas Rolph & Pu Shen, 1999. "Do the spreads between the E/P ratio and interest rates contain information on future equity market movements?," Research Working Paper 99-03, Federal Reserve Bank of Kansas City.
  3. Charles S. Morris & Robert Neal & Douglas Rolph, 1998. "Credit spreads and interest rates : a cointegration approach," Research Working Paper 98-08, Federal Reserve Bank of Kansas City.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ETS: Econometric Time Series (1) 1999-08-04. Author is listed
  2. NEP-FIN: Finance (1) 1999-08-04. Author is listed
  3. NEP-MON: Monetary Economics (2) 1999-07-12 1999-08-04. Author is listed

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Corrections

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