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Information about:
Michael F. Gallmeyer

Personal Details | Affiliation | Works
This is information that was supplied by Michael Gallmeyer in registering through RePEc. If you are Michael F. Gallmeyer , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Michael
Middle Name: F.
Last Name: Gallmeyer
Suffix:

RePEc Short-ID: pga446

Email:
Homepage: http://www.commerce.virginia.edu/faculty_research/facultydirectory/Pages/Gallmeyer.aspx
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Michael F. Gallmeyer & Burton Hollifield & Francisco Palomino & Stanley E. Zin, 2007. "Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models," NBER Working Papers 13245, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  2. A. Cevdet Aydemir & Michael Gallmeyer & Burton Hollifield, 2006. "Financial Leverage Does Not Cause the Leverage Effect," 2006 Meeting Papers 263, Society for Economic Dynamics.

  3. Stephan Dieckmann & Michael Gallmeyer, 2006. "Pricing Rare Event Risk in Emerging Markets," 2006 Meeting Papers 305, Society for Economic Dynamics. [Downloadable!]

  4. Michael F. Gallmeyer & Burton Hollifield, 2005. "Taylor Rules, McCallum Rules and the Term Structure of Interest Rates," 2005 Meeting Papers 676, Society for Economic Dynamics. [Downloadable!]
    Other versions:
    Published as:

  5. Basak, S. & Gallmeyer, M., 1998. "Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium," Weiss Center Working Papers 98-04, Wharton School - Weiss Center for International Financial Research.
    Other versions:

  6. Stephan Dieckmann & Michael Gallmeyer, . "The Equilibrium Allocation of Diffusive and Jump Risks with Heterogeneous Agents," GSIA Working Papers 2003-E36, Carnegie Mellon University, Tepper School of Business. [Downloadable!]
    Published as:

  7. Michael Gallmeyer & Duane Seppi, . "Derivative Security Induced Price Manipulation," GSIA Working Papers 2000-E41, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

  8. Michael Gallmeyer & Burton Hollifield, . "An Examination of Heterogeneous Beliefs with a Short Sale Constraint," GSIA Working Papers 2002-E2, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

  9. A Cevdet Aydemir & Michael Gallmeyer & Burton Hollifield, . "Financial leverage and the leverage effect: A market and firm analysis," GSIA Working Papers 2007-E31, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

  10. Suleyman Basak & Michael Gallmeyer, . "Capital Market Equilibrium with Differential Taxation," GSIA Working Papers 1999-E1, Carnegie Mellon University, Tepper School of Business. [Downloadable!]
    Other versions:

  11. Michael Gallmeyer, . "Beliefs and Volatility," GSIA Working Papers 2000-E42, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

  12. Michael Gallmeyer & Burton Hollifield & Duane Seppi, . "Liquidity Discovery and Asset Pricing," GSIA Working Papers 2004-10, Carnegie Mellon University, Tepper School of Business.
    Other versions:

  13. Michael Gallmeyer & Ron Kaniel & Stathis Tompaidis, . "Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales," GSIA Working Papers 2001-E21, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

  14. Michael Gallmeyer & Sanjay Srivastava, . "No Arbitrage and the Tax Code," GSIA Working Papers 2003-E37, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

Articles

  1. Michael Gallmeyer & Burton Hollifield, 2008. "An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy," Review of Finance, Oxford University Press for European Finance Association, vol. 12(2), pages 323-364. [Downloadable!] (restricted)

  2. Michael F. Gallmeyer & Burton Hollifield & Francisco J. Palomino & Stanley E. Zin, 2007. "Arbitrage-free bond pricing with dynamic macroeconomic models," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 305-326. [Downloadable!]
    Other versions:

  3. Gallmeyer, Michael F. & Kaniel, Ron & Tompaidis, Stathis, 2006. "Tax management strategies with multiple risky assets," Journal of Financial Economics, Elsevier, vol. 80(2), pages 243-291, May. [Downloadable!] (restricted)

  4. Dieckmann, Stephan & Gallmeyer, Michael, 2005. "The equilibrium allocation of diffusive and jump risks with heterogeneous agents," Journal of Economic Dynamics and Control, Elsevier, vol. 29(9), pages 1547-1576, September. [Downloadable!] (restricted)
    Other versions:

  5. Gallmeyer, Michael F. & Hollifield, Burton & Zin, Stanley E., 2005. "Taylor rules, McCallum rules and the term structure of interest rates," Journal of Monetary Economics, Elsevier, vol. 52(5), pages 921-950, July. [Downloadable!] (restricted)
    Other versions:

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2005-12-01 2007-07-13
  2. NEP-DGE: Dynamic General Equilibrium (1) 2007-07-13
  3. NEP-FIN: Finance (8) 2000-09-05 2004-07-11 2004-08-02 2004-12-02 2004-12-12 2004-12-15 2005-05-07 2005-12-01 Author is listed
  4. NEP-FMK: Financial Markets (5) 2000-09-05 2000-09-05 2004-08-02 2004-12-12 2004-12-12 Author is listed
  5. NEP-MAC: Macroeconomics (3) 2005-05-07 2005-12-01 2007-07-13
  6. NEP-MON: Monetary Economics (3) 2005-05-07 2005-12-01 2007-07-13
  7. NEP-RMG: Risk Management (1) 2004-12-12
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This page was last updated on 2009-12-13.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.