Filter Results
:
(170)
Show Results For
-
All HBS Web
(573)
- Faculty Publications (170)
Show Results For
-
All HBS Web
(573)
- Faculty Publications (170)
- September 1987
- Article
Short-term and Long-term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data
By: J. Frankel and K. A. Froot
Keywords:
Currencies;
Exchange Rates;
Asset Pricing;
International Macroeconomics;
Monetary Policy;
Currency Controls;
Fixed Exchange Rates;
Floating Exchange Rates;
Currency Bands;
Currency Zones;
Currency Areas;
Rational Expectations;
Japan;
United States
Frankel, J., and K. A. Froot. "Short-term and Long-term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data." Journal of the Japanese and International Economies 1 (September 1987): 249–274. (Revised from NBER Working Paper No. 2216, April 1987.)
- March 1987
- Article
Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations
By: J. Frankel and K. A. Froot
Keywords:
Currencies;
Exchange Rates;
Asset Pricing;
International Macroeconomics;
Monetary Policy;
Currency Controls;
Fixed Exchange Rates;
Floating Exchange Rates;
Currency Bands;
Currency Zones;
Currency Areas;
Rational Expectations;
Analytics and Data Science;
Finance
Frankel, J., and K. A. Froot. "Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations." American Economic Review 77, no. 1 (March 1987): 133–153. (Revised from NBER Working Paper No. 1672.)
- December 1986
- Article
Understanding the U.S. Dollar in the Eighties: The Expectations of Chartists and Fundamentalists
By: J. Frankel and K. A. Froot
Keywords:
Currencies;
Exchange Rates;
Asset Pricing;
International Macroeconomics;
Monetary Policy;
Currency Controls;
Fixed Exchange Rates;
Floating Exchange Rates;
Currency Bands;
Currency Zones;
Currency Areas;
Rational Expectations;
History;
Performance Expectations;
Economics;
United States
Frankel, J., and K. A. Froot. "Understanding the U.S. Dollar in the Eighties: The Expectations of Chartists and Fundamentalists." Special Issue Economic Record (December 1986): 24–38. (Reprinted in Exchange Rate Economics, vol. I, edited by R. MacDonald and M. Taylor, International Library of Critical Writings in Economics, Edward Elgar Publishing, U.K., 1992.)
- June 1986
- Article
Dividend Variability and Variance Bounds Tests for the Rationality of Stock Market Prices
By: Robert C. Merton and Terry A. Marsh
Merton, Robert C., and Terry A. Marsh. "Dividend Variability and Variance Bounds Tests for the Rationality of Stock Market Prices." American Economic Review 76, no. 3 (June 1986): 483–498.
- 1986
- Article
The Dollar as an Irrational Speculative Bubble: A Tale of Fundamentalists and Chartists
By: J. Frankel and K. A. Froot
- Article
A Policy to Prevent Rational Test-Market Predation
Scharfstein, David S. "A Policy to Prevent Rational Test-Market Predation." RAND Journal of Economics 15, no. 2 (Summer 1984): 229–243.
- 1984
- Working Paper
Earnings Variability and Variance Bounds Tests for Rationality of Stock Market Prices
By: Robert C. Merton and Terry A. Marsh
- 1983
- Working Paper
Aggregate Dividend Behavior and Its Implications for Tests of Stock Market Rationality
By: Terry A. Marsh and Robert C. Merton
- Article
Wage-Employment Contracts
By: Jerry R. Green and Charles M. Kahn
This paper studies the efficient agreements about the dependence of workers' earnings on employment, when the employment level is controlled by firms. The firms' superior information about profitability conditions is responsible for this form of contract governance....
View Details
Green, Jerry R., and Charles M. Kahn. "Wage-Employment Contracts." Quarterly Journal of Economics 98, Suppl., no. 2 (1983): 173–188.
- Article
Variance-Minimizing Monetary Policies with Lagged Price Adjustment and Rational Expectations
By: Jerry R. Green and Seppo Honkapohja
This paper considers a macroeconomic model with rational expectations in which prices are incompletely flexible. Markets therefore fail to clear. In such a model monetary policy is not neutral. The variance of real and nominal quantities and interest rates is sensitive...
View Details
Green, Jerry R., and Seppo Honkapohja. "Variance-Minimizing Monetary Policies with Lagged Price Adjustment and Rational Expectations." European Economic Review 20, nos. 1-3 (January 1983): 123–141.
- June 1982 (Revised May 1995)
- Case
Ellis Manufacturing Co.
By: Roy D. Shapiro
Ellis finds itself in a weakening competitive position largely due to the lack of rationalization in its plants. Driven by a strong traditionally decentralized sales organization, Ellis finds that all plants want control over all product lines. As a result, overall...
View Details
Keywords:
Factories, Labs, and Plants;
Cost;
Analytics and Data Science;
Brands and Branding;
Performance Capacity;
Competitive Strategy;
Construction Industry
Shapiro, Roy D. "Ellis Manufacturing Co." Harvard Business School Case 682-103, June 1982. (Revised May 1995.)
- 1977
- Article
Individual Rationality and Nash's Solution to the Bargaining Problem
By: A. E. Roth
Roth, A. E. "Individual Rationality and Nash's Solution to the Bargaining Problem." Mathematics of Operations Research 2, no. 1 (1977): 64–65.
- Article
The Question of Collective Rationality in Professor Gale's Model of Trade Imbalance
By: Jerry R. Green
Green, Jerry R. "The Question of Collective Rationality in Professor Gale's Model of Trade Imbalance." Journal of International Economics 2, no. 1 (February 1972): 39–55.
- spring 1973
- Article
Theory of Rational Option Pricing
By: Robert C. Merton
Merton, Robert C. "Theory of Rational Option Pricing." Bell Journal of Economics and Management Science 4, no. 1 (spring 1973): 141–183. (Chapter 8 in Continuous-Time Finance.)
- 1969
- Other Unpublished Work
An Empirical Investigation of the Samuelson Rational Warrant Pricing Theory
By: Robert C. Merton
- Research Summary
Choice, Rationality and Welfare Measurement
By: Jerry R. Green
For the past century, economists have used the hypothesis that individual choice is based on rationality in their calculations of individual and collective welfare. The central ideas are that actual market choice reveal underlying preferences, and with a good set of...
View Details
- Research Summary
Consumer Decision Making and Behavioral Research
John Gourville’s research focuses on consumer behavior, especially in the areas of pricing and consumer decision making. In the area of pricing, for instance, he has looked at the role of time on how consumers interpret and react to product costs and prices.... View Details