Systemic risk and the macroeconomy: An empirical evaluation
Giglio, Stefano, Kelly, Bryan, Pruitt, Seth
Published in Journal of financial economics (01.03.2016)
Published in Journal of financial economics (01.03.2016)
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Journal Article
The Liquidity Effects of Official Bond Market Intervention
De Pooter, Michiel, Martin, Robert F., Pruitt, Seth
Published in Journal of financial and quantitative analysis (01.02.2018)
Published in Journal of financial and quantitative analysis (01.02.2018)
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Journal Article
Understanding momentum and reversal
Kelly, Bryan T., Moskowitz, Tobias J., Pruitt, Seth
Published in Journal of financial economics (01.06.2021)
Published in Journal of financial economics (01.06.2021)
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Journal Article
Estimating the Market-Perceived Monetary Policy Rule
Hamilton, James D., Pruitt, Seth, Borger, Scott
Published in American economic journal. Macroeconomics (01.07.2011)
Published in American economic journal. Macroeconomics (01.07.2011)
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Journal Article
Characteristics Are Covariances: A Unified Model of Risk and Return
Kelly, Bryan, Pruitt, Seth, Su, Yinan
Published in IDEAS Working Paper Series from RePEc (01.01.2018)
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Published in IDEAS Working Paper Series from RePEc (01.01.2018)
Paper
Estimating the Market-Perceived Monetary Policy Rule
Pruitt, Seth, Hamilton, James, Borger, Scott C
Published in American Economic Journal: Macroeconomics (2011)
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Published in American Economic Journal: Macroeconomics (2011)
Journal Article