William L Silber
Biographic Data
| ID | 5848940 |
|---|---|
| NAME | William L Silber |
| GIVEN NAMES | William L |
| FAMILY NAME | Silber |
| SIGNATURE | SILBER W L |
| VERIFIED | No |
| TOTAL WORKS | 10 |
| TOTAL CITATIONS | 1 |
| WORKS AS AUTHOR | 10 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1969 |
| LATEST PUBLICATION YEAR | 2019 |
| H-INDEX | 1 |
The Story of Silver
Story of Silver
Price Movements and Price Discovery in Futures and Cash Markets
R ISK transfer and price discovery are two of the major contributions of futures markets to the organization of economic activity (Working (1962), Evans (1978, p. 80), and Silber (1981)). Risk transfer refers to hedgers using futures contracts to shift price risk to others. Price discovery refers to the use of futures prices for pricing cash market transactions (Working (1948), Wiese (1978, p. 87), and Lake (1978, p. 161)). The significance of bo…
Market Reaction to the Filing of Antitrust Suits
Kenneth D. Garbade, William L. Silber, Lawrence J. White, Market Reaction to the Filing of Antitrust Suits: An Aggregate and Cross-Sectional Analysis, The Review of Economics and Statistics, Vol. 64, No. 4 (Nov., 1982), pp. 686-691
Dominant and Satellite Markets
Magee, Stephen P., Currency Contracts, Pass-through and Devaluation, Brookings Papers on Economic Activity (1, 1973), 303-323. , Prices, Incomes and Foreign Trade, in Peter B. Kenen (ed.), International Trade and Finance: Frontiers for Research (New York: Cambridge University Press, 1975). Malinvaud, Edmond, Statistical Methods of Econometrics (Amsterdam: North-Holland Publishing Company, 1970). Nerlove, Marc, Spectral Analysis of Seasonal Adjust…
Price Dispersion in the Government Securities Market
This paper investigates the characteristics of price dispersion in the U.S. Treasury securities market. After a theoretical treatment of why such dispersion exists, empirical evidence is presented which shows that dispersion is influenced by characteristics of securities (such as volume and maturity) and by market supply-demand conditions (as reflected in price-level changes). It is also shown that the cost of liquidity services in a competitive …
A Model of Federal Home Loan Bank System and Federal National Mortgage Association Behavior
T HE response of government policy variables to the targets or objectives of policy has received increasing attention in the literature. All of the published studies have limited their investigations to the behavior of the monetary authority.1 This concern with the reaction function of the monetary authority can be traced to three factors: (1) Since the monetary authority is independent (or semiindependent) of the government, investigators have b…
The St. Louis Equation
T HE equation developed by the Research Department of the Federal Reserve Bank of St. Louis to explain changes in GNP ' has had a considerable impact on the thinking of monetary economists. It has, in particular, reinforced the position of those who contend that monetary policy has a powerful impact on GNP. On the other hand, serious doubts arise according to the basic St. Louis equation as to the efficacy of the fiscal impact on GNP. There have …
An Empirical Study of Interest Rate Determination
the probability of an equal percentage change occurring is far smaller for R. In terms of equally probable changes, income has a greater impact on interest rates than unborrowed reserves. The partial correlation coefficients present less clear evidence as to the relative contributions of R. and Y. The partials are greater for R. than for Y in the equations for 1953-1960, but greater for Y than for R,2 in the 1961-1965 period. For the overall peri…
An Empirical Study of Interest Rate Determination
Price Dispersion in the Government Securities Market
This paper investigates the characteristics of price dispersion in the U.S. Treasury securities market. After a theoretical treatment of why such dispersion exists, empirical evidence is presented which shows that dispersion is influenced by characteristics of securities (such as volume and maturity) and by market supply-demand conditions (as reflected in price-level changes). It is also shown that the cost of liquidity services in a competitive …
An Empirical Study of Interest Rate Determination
An Empirical Study of Interest Rate Determination
the probability of an equal percentage change occurring is far smaller for R. In terms of equally probable changes, income has a greater impact on interest rates than unborrowed reserves. The partial correlation coefficients present less clear evidence as to the relative contributions of R. and Y. The partials are greater for R. than for Y in the equations for 1953-1960, but greater for Y than for R,2 in the 1961-1965 period. For the overall peri…
The St. Louis Equation
T HE equation developed by the Research Department of the Federal Reserve Bank of St. Louis to explain changes in GNP ' has had a considerable impact on the thinking of monetary economists. It has, in particular, reinforced the position of those who contend that monetary policy has a powerful impact on GNP. On the other hand, serious doubts arise according to the basic St. Louis equation as to the efficacy of the fiscal impact on GNP. There have …
A Model of Federal Home Loan Bank System and Federal National Mortgage Association Behavior
T HE response of government policy variables to the targets or objectives of policy has received increasing attention in the literature. All of the published studies have limited their investigations to the behavior of the monetary authority.1 This concern with the reaction function of the monetary authority can be traced to three factors: (1) Since the monetary authority is independent (or semiindependent) of the government, investigators have b…
Price Dispersion in the Government Securities Market
This paper investigates the characteristics of price dispersion in the U.S. Treasury securities market. After a theoretical treatment of why such dispersion exists, empirical evidence is presented which shows that dispersion is influenced by characteristics of securities (such as volume and maturity) and by market supply-demand conditions (as reflected in price-level changes). It is also shown that the cost of liquidity services in a competitive …
Dominant and Satellite Markets
Magee, Stephen P., Currency Contracts, Pass-through and Devaluation, Brookings Papers on Economic Activity (1, 1973), 303-323. , Prices, Incomes and Foreign Trade, in Peter B. Kenen (ed.), International Trade and Finance: Frontiers for Research (New York: Cambridge University Press, 1975). Malinvaud, Edmond, Statistical Methods of Econometrics (Amsterdam: North-Holland Publishing Company, 1970). Nerlove, Marc, Spectral Analysis of Seasonal Adjust…
Market Reaction to the Filing of Antitrust Suits
Kenneth D. Garbade, William L. Silber, Lawrence J. White, Market Reaction to the Filing of Antitrust Suits: An Aggregate and Cross-Sectional Analysis, The Review of Economics and Statistics, Vol. 64, No. 4 (Nov., 1982), pp. 686-691
Price Movements and Price Discovery in Futures and Cash Markets
R ISK transfer and price discovery are two of the major contributions of futures markets to the organization of economic activity (Working (1962), Evans (1978, p. 80), and Silber (1981)). Risk transfer refers to hedgers using futures contracts to shift price risk to others. Price discovery refers to the use of futures prices for pricing cash market transactions (Working (1948), Wiese (1978, p. 87), and Lake (1978, p. 161)). The significance of bo…
The Story of Silver
Story of Silver
Economics (7 works) · Business (4 works) · Econometrics (4 works) · Monetary economics (4 works) · Finance (3 works) · Finance (3 works) · Financial economics (3 works) · Financial Markets and Investment Strategies (3 works) · Monetary Policy and Economic Impact (3 works) · Complex Systems and Time Series Analysis (2 works)