Table of Contents

This page contains abstracts and articles of past editions of the Review. Access to abstracts is open to all readers. Full text access is restricted to subscribers only.

Volume 58: Issue 3, May 1991

1. Special Issue: The Econometrics of Financial Markets.
CHARLES BEAN.
JOHN MOORE.
MATHIAS DEWATRIPONT.

• Abstract • Article •

2. Estimating Long-Run Economic Equilibria.
MICO LORETAN.
PETER C. B. PHILLIPS.

• Abstract • Article •

3. Consistent Nonparametric Entropy-Based Testing.
P. M. ROBINSON.

• Abstract • Article •

4. Stock Market Forecastability and Volatility: A Statistical Appraisal.
DAVID ROMER.
MATTHEW D. SHAPIRO.
N. GREGORY MANKIW.

• Abstract • Article •

5. Risk, Time-Varying Second Moments and Market Efficiency.
ORAZIO P. ATTANASIO.

• Abstract • Article •

6. Yield Spreads and Interest Rate Movements: A Bird's Eye View.
JOHN Y. CAMPBELL.
ROBERT J. SHILLER.

• Abstract • Article •

7. Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence.
CHARLES R. NELSON.
MYUNG JIG KIM.
RICHARD STARTZ.

• Abstract • Article •

8. Speculative Dynamics.
DAVID M. CUTLER.
JAMES M. POTERBA.
LAWRENCE H. SUMMERS.

• Abstract • Article •

9. Semi-Parametric Estimation and the Predictability of Stock Market Returns: Some Lessons from Japan.
ENRIQUE SENTANA.
SUSHIL WADHWANI.

• Abstract • Article •

10. Intra-Day and Inter-Market Volatility in Foreign Exchange Rates.
RICHARD T. BAILLIE.
TIM BOLLERSLEV.

• Abstract • Article •

11. Tests for a Systematic Risk Component in Deviations from Uncovered Interest Rate Parity.
IEUAN G. MORGAN.
THOMAS H. MCCURDY.

• Abstract • Article •

12. An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination.
ANDREW K. ROSE.
RICHARD A. MEESE.

• Abstract • Article •