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Liquidity Preference as Behavior Towards Risk

Citations

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Cited by:

  1. Schoney, R. A., 1990. "An Analysis of Wheat Supply Response Under Risk and Uncertainty," Working Papers 244030, Agriculture and Agri-Food Canada.
  2. Gabriel Frahm & Tobias Wickern & Christof Wiechers, 2012. "Multiple tests for the performance of different investment strategies," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(3), pages 343-383, July.
  3. Feldstein, Martin S, 1979. "The Welfare Cost of Permanent Inflation and Optimal Short-Run Economic Policy," Journal of Political Economy, University of Chicago Press, vol. 87(4), pages 749-768, August.
  4. Stillwagon, Josh R., 2015. "Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 85-101.
  5. Bruno Ducoudré, 2006. "Politique monetaire, inertie des taux longs Americains et choix de portefeuille," Documents de Travail de l'OFCE 2006-09, Observatoire Francais des Conjonctures Economiques (OFCE).
  6. Elizabeth Watson, 2012. "Risk, return, and beyond: A conceptual analysis of some factors influencing New Zealanders’ investment decisions," Reserve Bank of New Zealand Analytical Notes series AN2012/07, Reserve Bank of New Zealand.
  7. Catherine Bruno & Franck Portier, 1993. "Cycle réel, représentation VAR et ouverture de l'économie française," Revue de l'OFCE, Programme National Persée, vol. 45(1), pages 245-281.
  8. Orphanides, Athanasios & Wieland, Volker, 2000. "Efficient Monetary Policy Design near Price Stability," Journal of the Japanese and International Economies, Elsevier, vol. 14(4), pages 327-365, December.
  9. Mohammad Reza TAVAKOLI BAGHDADABAD & Afsaneh NOORI HOUSHYAR, 2014. "Productivity and Efficiency Evaluation of US Mutual Funds," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(2), pages 120-143, March.
  10. Douglas Dacy & Fuad Hasanov, 2005. "The Rate of Interest or the Rate of Return: Estimating Intertemporal Elasticity of Substitution," Macroeconomics 0510012, University Library of Munich, Germany.
  11. repec:fip:fedgsq:y:2011:i:feb25 is not listed on IDEAS
  12. John Geanakoplos, 2003. "The Ideal Inflation Indexed Bond and Irving Fisher's Impatience Theory of Interest in an Overlapping Generations World," Cowles Foundation Discussion Papers 1429, Cowles Foundation for Research in Economics, Yale University.
  13. Geron, Maria Piedad S., 1989. "Microeconomic Behavior of Agents in a Credit-Output Market in an Agricultural Setting," Philippine Journal of Development JPD 1989 Vol. XVI No.1-a, Philippine Institute for Development Studies.
  14. Bobby Davis & David Karemera & Louis Whitesides, 2013. "The intertemporal stability of the US money demand function: new evidence from switching regressions," Applied Economics Letters, Taylor & Francis Journals, vol. 20(6), pages 581-586, April.
  15. Perry Mehrling, 2002. "Don Patinkin and the origins of postwar monetary orthodoxy," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 9(2), pages 161-185.
  16. A. El-Gamal, Mahmoud, 2001. "An Economic Explication of the Prohibition of Gharar in Classical Islamic Jurisprudence," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 8, pages 29-58.
  17. Auerbach, Alan J, 1983. "Taxation, Corporate Financial Policy and the Cost of Capital," Journal of Economic Literature, American Economic Association, vol. 21(3), pages 905-940, September.
  18. Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Two-moment decision model for location-scale family with background asset," MPRA Paper 43864, University Library of Munich, Germany.
  19. G. Boyle & D. Conniffe, 2005. "When does ‘All Eggs in One Risky Basket’ Make Sense?," Economics, Finance and Accounting Department Working Paper Series n1550305, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  20. Khojasteh, Khosrow, 1992. "Effects of farm characteristics and government disaster assistance on multiple-peril crop insurance purchases by Iowa crop farmers," ISU General Staff Papers 1992010108000010841, Iowa State University, Department of Economics.
  21. Benjamin M. Friedman, 1980. "The Effect of Shifting Wealth Ownership on the Term Structure of Interest Rates," NBER Working Papers 0239, National Bureau of Economic Research, Inc.
  22. repec:mbr:jmonec:v:9:y:2014:i:1:p:1-30 is not listed on IDEAS
  23. Schmal, Tom, 2015. "Improve the Economics of your Capital Project by Finding its True Cost of Capital," MPRA Paper 68092, University Library of Munich, Germany.
  24. Diana Hancock & Wayne Passmore, 2015. "How Does the Federal Reserve's Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(4), pages 855-890, November.
  25. Philippon, Thomas, 2016. "The FinTech Opportunity," CEPR Discussion Papers 11409, C.E.P.R. Discussion Papers.
  26. repec:spr:annopr:v:256:y:2017:i:1:d:10.1007_s10479-016-2155-y is not listed on IDEAS
  27. Alan J. Auerbach, 1981. "Evaluating the Taxation of Risky Assets," NBER Working Papers 0806, National Bureau of Economic Research, Inc.
  28. Joseph R. Blasi & Douglas L. Kruse & Harry M. Markowitz, 2010. "Risk and Lack of Diversification under Employee Ownership and Shared Capitalism," NBER Chapters,in: Shared Capitalism at Work: Employee Ownership, Profit and Gain Sharing, and Broad-based Stock Options, pages 105-136 National Bureau of Economic Research, Inc.
  29. Franke, Günter & Weber, Martin, 1997. "Risk-value efficient portfolios and asset pricing," Discussion Papers, Series II 354, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  30. Halil Ibrahim Aydin & Cafer Kaplan & Mehtap Kesriyeli & Erdal Ozmen & Cihan Yalcin & Serkan Yigit, 2006. "Corporate Sector Financial Structure in Turkey : A Descriptive Analysis," Working Papers 0607, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  31. Fujiwara, Ippei & Nakazono, Yoshiyuki & Ueda, Kozo, 2015. "Policy regime change against chronic deflation? Policy option under a long-term liquidity trap," Journal of the Japanese and International Economies, Elsevier, vol. 37(C), pages 59-81.
  32. Khan, M. Ali, 2000. "Globalization Of Financial Markets And Islamic Financial Institutions," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 8, pages 20-66.
  33. Mierzejewski, Fernando, 2007. "The Money Demand with Random Output and Limited Access to Debt," MPRA Paper 6688, University Library of Munich, Germany.
  34. Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2006. "Markets do not select for a liquidity preference as behavior towards risk," Journal of Economic Dynamics and Control, Elsevier, vol. 30(2), pages 279-292, February.
  35. Michael E. .Drew, 2006. "Superannuation: Switching and Roulette Wheels," Australian Accounting Review, CPA Australia, vol. 16(40), pages 23-31, November.
  36. Wenzelburger, Jan, 2008. "A Note on the Two-fund Separation Theorem," MPRA Paper 11014, University Library of Munich, Germany, revised 31 Sep 2008.
  37. repec:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0201-0 is not listed on IDEAS
  38. Jean-Pierre BERDOT, 2008. "Evaluation of the performance and of the integration of the euro zone stock market: which are the "right moments"?," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 1, pages 29-41, December.
  39. Arnade, Carlos Anthony & Cooper, Joseph C., 2012. "Acreage Response under Varying Risk Preferences," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 0(Number 3), pages 1-17.
  40. Jean-François Goux, 1990. "Les fondements de l'économie de découvert. A propos de la théorie de la liquidité de Hicks," Revue Économique, Programme National Persée, vol. 41(4), pages 669-686.
  41. W. Arrata & B. Nguyen, 2017. "Price impact of bond supply shocks: Evidence from the Eurosystem's asset purchase program," Working papers 623, Banque de France.
  42. Alina Lucia Trifan, 2009. "Testing Capital Asset Pricing Model For Romanian Capital Market," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(11), pages 1-43.
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  44. Levy, Haim & Levy, Moshe, 2014. "The benefits of differential variance-based constraints in portfolio optimization," European Journal of Operational Research, Elsevier, vol. 234(2), pages 372-381.
  45. Konon, Alexander & Kritikos, Alexander S., 2017. "Media and Occupational Choice," IZA Discussion Papers 11015, Institute for the Study of Labor (IZA).
  46. J. Emeterio Navarro-Barrientos & Frank E. Walter & Frank Schweitzer, 2008. "Risk-Seeking Versus Risk-Avoiding Investments In Noisy Periodic Environments," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 19(06), pages 971-994.
  47. Lean, Hooi Hooi & McAleer, Michael & Wong, Wing-Keung, 2010. "Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach," Energy Economics, Elsevier, vol. 32(5), pages 979-986, September.
  48. Bardsen, G., 1990. "Dynamic Modelling And The Demand For Narrow Money In Norway," The Warwick Economics Research Paper Series (TWERPS) 359, University of Warwick, Department of Economics.
  49. Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013. "Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper 51744, University Library of Munich, Germany.
  50. Herings, P.J.J. & Kubler, F., 1999. "The Robustness of the CAPM - A Computational Approach," Discussion Paper 1999-54, Tilburg University, Center for Economic Research.
  51. Mehmet BÖLÜKBAÞ, 2016. "The Effects of Economic Policies in Turkey: An Application for the Period After 2000," Journal of Social and Administrative Sciences, KSP Journals, vol. 3(4), pages 315-322, December.
  52. Don U.A. Galagedera, 2004. "A survey on risk-return analysis," Finance 0406010, University Library of Munich, Germany.
  53. John A. Buzacott, 2016. "Capital allocation to alternatives with a multivariate ladder gamma return distribution," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 235-258, November.
  54. Glenn W. Boyle & Graeme A. Guthrie, 2005. "Human Capital and Popular Investment Advice," Review of Finance, European Finance Association, vol. 9(2), pages 139-164.
  55. ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX Christian, 2003. "Aversion Analysis," Cahiers de recherche 2003-06, Universite de Montreal, Departement de sciences economiques.
    • ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX, Christian, 2003. "Aversion Analysis," Cahiers de recherche 04-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  56. repec:taf:applec:v:49:y:2017:i:18:p:1794-1807 is not listed on IDEAS
  57. Girlich, Hans-Joachim & Chikan, Attila, 2001. "The origins of dynamic inventory modelling under uncertainty: (the men, their work and connection with the Stanford Studies)," International Journal of Production Economics, Elsevier, vol. 71(1-3), pages 351-363, May.
  58. Johansson, Anders C., 2010. "Asian sovereign debt and country risk," Pacific-Basin Finance Journal, Elsevier, vol. 18(4), pages 335-350, September.
  59. Ante Babić, 2000. "The Monthly Transaction Money Demand in Croatia," Working Papers 5, The Croatian National Bank, Croatia.
  60. Melody Nyangara & Davis Nyangara & Godfrey Ndlovu & Takawira Tyavambiza, 2016. "An Empirical Test of the Validity of the Capital Asset Pricing Model on the Zimbabwe Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, vol. 6(2), pages 365-379.
  61. Yaniv Konchitchki & Yan Luo & Mary L. Z. Ma & Feng Wu, 2016. "Accounting-based downside risk, cost of capital, and the macroeconomy," Review of Accounting Studies, Springer, vol. 21(1), pages 1-36, March.
  62. Luc Arrondel & André Masson, 1989. "Déterminants individuels de la composition du patrimoine : France 1980," Revue Économique, Programme National Persée, vol. 40(3), pages 441-502.
  63. Hung-Hao Chang & Pei-An Liao, 2015. "Are Immigrant Wives Happy in Taiwan? A Look at the Role of Bargaining Power Within the Married Couples," Journal of Happiness Studies, Springer, vol. 16(2), pages 295-312, April.
  64. Friedrich, Christian & Žďárek, Václav, 2009. "An analysis of the impact of the European convergence Phillips Curve: Evidence from US and Euro area in new EU member countries," Kiel Advanced Studies Working Papers 454, Kiel Institute for the World Economy (IfW).
  65. Gerber, Anke & Hens, Thorsten & Woehrmann, Peter, 2005. "Dynamic General Equilibrium and T-Period Fund Separation," Discussion Papers 2005/16, Norwegian School of Economics, Department of Business and Management Science.
  66. Konrad, Kai A., 1989. "Kapitaleinkommensteuern und beschleunigte Abschreibungen bei Unsicherheit," EconStor Open Access Articles, ZBW - German National Library of Economics, pages 404-427.
  67. Kaushik Bhattacharya & Sunny Kumar Singh, 2016. "Impact of Payment Technology on Seasonality of Currency in Circulation: Evidence from the USA and India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 14(1), pages 117-136, June.
  68. Christian Ehm & Christine Kaufmann & Martin Weber, 2014. "Volatility Inadaptability: Investors Care About Risk, but Cannot Cope with Volatility," Review of Finance, European Finance Association, vol. 18(4), pages 1387-1423.
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  70. Wen-Jen Hsieh & Yu Hsing, 2009. "Tests of currency substitution, capital mobility and nonlinearity of Hungary's money demand function," Applied Economics Letters, Taylor & Francis Journals, vol. 16(9), pages 959-964.
  71. Issing Otmar & Wieland Volker, 2013. "Monetary Theory and Monetary Policy: Reflections on the Development over the last 150 Years," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 233(3), pages 423-445, June.
  72. Robert W. Dimand, 2014. "James Tobin and Modern Monetary Theory," Center for the History of Political Economy Working Paper Series 2014-5, Center for the History of Political Economy.
  73. Eeckhoudt, Louis, 2001. "Espérance d’utilité et nouveaux modèles de choix dans le risque : une connivence cachée," L'Actualité Economique, Société Canadienne de Science Economique, vol. 77(4), pages 499-516, décembre.
  74. Philip Arestis & Alexander Mihailov, 2011. "Classifying Monetary Economics: Fields And Methods From Past To Future," Journal of Economic Surveys, Wiley Blackwell, vol. 25(4), pages 769-800, September.
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  76. Richard Lipsey, 2001. "Successes and failures in the transformation of economics," Journal of Economic Methodology, Taylor & Francis Journals, vol. 8(2), pages 169-201.
  77. Robin Greenwood & Samuel G. Hanson & Dimitri Vayanos, 2016. "Forward Guidance in the Yield Curve: Short Rates versus Bond Supply," Central Banking, Analysis, and Economic Policies Book Series,in: Elías Albagli & Diego Saravia & Michael Woodford (ed.), Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, edition 1, volume 24, chapter 2, pages 011-062 Central Bank of Chile.
  78. Nickel, Manuel Núñez & Rodriguez, Manuel Cano, 2002. "A review of research on the negative accounting relationship between risk and return: Bowman's paradox," Omega, Elsevier, vol. 30(1), pages 1-18, February.
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  82. Elisabeth Mueller, 2010. "Returns to Private Equity - Idiosyncratic Risk Does Matter!," Review of Finance, European Finance Association, vol. 15(3), pages 545-574.
  83. Martin Feldstein, 1983. "Should Private Pensions Be Indexed?," NBER Chapters,in: Financial Aspects of the United States Pension System, pages 211-230 National Bureau of Economic Research, Inc.
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  85. Michael Devaney & William Weber, 2005. "Efficiency, Scale Economies, and the Risk/Return Performance of Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, vol. 31(3), pages 301-317, November.
  86. Canzoneri, Matthew B., 1983. "Rational destabilizing speculation and exchange intervention policy," Journal of Macroeconomics, Elsevier, vol. 5(1), pages 75-90.
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  89. van den Bremer, Ton & van der Ploeg, Frederick & Wills, Samuel, 2016. "The Elephant In The Ground: Managing Oil And Sovereign Wealth," European Economic Review, Elsevier, vol. 82(C), pages 113-131.
  90. Al-Jarhi, Mabid, 1980. "A Monetary and Financial Structure for an Interest-Free Economy: Institutions, Mechanism & Policy," MPRA Paper 66741, University Library of Munich, Germany, revised 2004.
  91. Nakano Yumiharu, 2006. "Mean-risk optimization for index tracking," Statistics & Risk Modeling, De Gruyter, vol. 24(1/2006), pages 1-19, July.
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  96. Korkut Erturk, 2003. "Asset Price Bubbles, Liquidity Preference and the Business Cycle," Working Paper Series, Department of Economics, University of Utah 2003_09, University of Utah, Department of Economics.
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