Details about Douglas Rolph

Access statistics for papers by Douglas Rolph.

Last updated 2009-09-11. Update your information in the RePEc Author Service.

Short-id: pro4

Working Papers

1999

1. Do the spreads between the E/P ratio and interest rates contain information on future equity market movements?
   Research Working Paper, Federal Reserve Bank of Kansas City
2. Federal Funds Futures, Spot Rates, and Expected Changes in Monetary Policy
   Computing in Economics and Finance 1999, Society for Computational Economics

1998

3. Credit spreads and interest rates: a cointegration approach
   Research Working Paper, Federal Reserve Bank of Kansas City View citations (26)