Stephen F. LeRoy
Names
| first: |
Stephen |
| middle: |
F. |
| last: |
LeRoy |
Identifer
Contact
Affiliations
-
University of California-Santa Barbara (UCSB)
/ Department of Economics
Research profile
author of:
- Determining the Monetary Instrument: A Diagrammatic Exposition (RePEc:aea:aecrev:v:68:y:1978:i:5:p:929-34)
by LeRoy, Stephen F & Lindsey, David E - Identification and Estimation of Money Demand (RePEc:aea:aecrev:v:71:y:1981:i:5:p:825-44)
by Cooley, Thomas F & LeRoy, Stephen F - Efficiency and the Variability of Asset Prices (RePEc:aea:aecrev:v:74:y:1984:i:2:p:183-87)
by LeRoy, Stephen F - Econometric Policy Evaluation: Note (RePEc:aea:aecrev:v:74:y:1984:i:3:p:467-70)
by Cooley, Thomas F & LeRoy, Stephen F & Raymon, Neil - What Will Take the Con Out of Econometrics? A Reply Identification andEstimation of Money Demand (RePEc:aea:aecrev:v:76:y:1986:i:3:p:504-07)
by Cooley, Thomas F & LeRoy, Stephen F - Stock Price Volatility: Tests Based on the Geometric Random Walk (RePEc:aea:aecrev:v:82:y:1992:i:4:p:981-92)
by LeRoy, Stephen F & Parke, William R - Efficient Capital Markets and Martingales (RePEc:aea:jeclit:v:27:y:1989:i:4:p:1583-1621)
by LeRoy, Stephen F - Efficient Capital Markets: Comment (RePEc:bla:jfinan:v:31:y:1976:i:1:p:139-41)
by LeRoy, Stephen F - Expectations Models of Asset Prices: A Survey of Theory (RePEc:bla:jfinan:v:37:y:1982:i:1:p:185-217)
by LeRoy, Stephen F - A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition (RePEc:bla:jfinan:v:41:y:1986:i:4:p:975-79)
by Gilles, Christian & Leroy, Stephen F - A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition--Erratum (RePEc:bla:jfinan:v:42:y:1987:i:2:p:473)
by Gilles, Christian & LeRoy, Stephen F - Bublles and Charges (RePEc:car:carecp:89-05)
by C. Gilles & S.F. Leroy - On the Arbitrage Pricing Theory (RePEc:car:carecp:89-09)
by C. Gilles & S.F. Leroy - The Arbitrage Pricing Theory: A Geometric Interpretation (RePEc:car:carecp:90-06)
by C. Gilles & S.F. Leroy - Econometric Aspects of the Variance-Bound Tests: A Survey (RePEc:car:carecp:90-07)
by C. Gilles & S.F. Leroy - Reconsidering Causation (RePEc:cdl:ucsbec:qt12q3t2vd)
by LeRoy, Stephen F - Liquidity and Liquidation (RePEc:cdl:ucsbec:qt4fq7n6pj)
by Kelly, David & LeRoy, Stephen F. - Causal Inference (RePEc:cdl:ucsbec:qt6pc1x9r6)
by LeRoy, Stephen F. - Infinite Portfolios (RePEc:cdl:ucsbec:qt8s12k3ff)
by LeRoy, Stephen F. - Principles of Financial Economics (RePEc:cup:cbooks:9781107024120)
by LeRoy,Stephen F. & Werner,Jan - Principles of Financial Economics (RePEc:cup:cbooks:9781107673021)
by LeRoy,Stephen F. & Werner,Jan - Implementation-Neutral Causation (RePEc:cup:ecnphi:v:32:y:2016:i:01:p:121-142_00)
by LeRoy, Stephen F. - Implementation Neutrality And Treatment Evaluation (RePEc:cup:ecnphi:v:34:y:2018:i:01:p:45-52_00)
by LeRoy, Stephen F. - Expected utility: a defense (RePEc:ebl:ecbull:eb-03g00009)
by Stephen LeRoy - Bubbles and the Intertemporal Government Budget Constraint (RePEc:ebl:ecbull:eb-04e00008)
by Stephen LeRoy - Positivity and bubbles in overlapping generations models (RePEc:ebl:ecbull:eb-05g00002)
by Stephen LeRoy - The Present-Value Relation: Tests Based on Implied Variance Bounds (RePEc:ecm:emetrp:v:49:y:1981:i:3:p:555-74)
by LeRoy, Stephen F & Porter, Richard D - Risk-aversion and the term structure of real interest rates (RePEc:eee:ecolet:v:10:y:1982:i:3-4:p:355-361)
by LeRoy, Stephen F. - Risk-aversion and the term structure of real interest rates correction (RePEc:eee:ecolet:v:12:y:1983:i:3-4:p:339-340)
by LeRoy, Stephen F. - Arbitrage, martingales and bubbles (RePEc:eee:ecolet:v:60:y:1998:i:3:p:357-362)
by Gilles, Christian & LeRoy, Stephen F. - Risk aversion, investor information and stock market volatility (RePEc:eee:eecrev:v:70:y:2014:i:c:p:88-107)
by Lansing, Kevin J. & LeRoy, Stephen F. - Examining the sources of excess return predictability: Stochastic volatility or market inefficiency? (RePEc:eee:jeborg:v:197:y:2022:i:c:p:50-72)
by Lansing, Kevin J. & LeRoy, Stephen F. & Ma, Jun - Entry and equilibrium under adjustment costs (RePEc:eee:jetheo:v:23:y:1980:i:3:p:348-360)
by LeRoy, Stephen F. - A monetarist model of inflation (RePEc:eee:jetheo:v:42:y:1987:i:2:p:275-310)
by LeRoy, Stephen F. & Raymon, Neil - Paradise lost and regained: Transportation innovation, income, and residential location (RePEc:eee:juecon:v:13:y:1983:i:1:p:67-89)
by LeRoy, Stephen F. & Sonstelie, Jon - Urban land rent and the incidence of property taxes (RePEc:eee:juecon:v:3:y:1976:i:2:p:167-179)
by LeRoy, Stephen F. - Contemporary macroeconomic modelling : edited by Pierre Malgrange and Pierre-Alain Muet (Blackwell, Oxford, 1984) pp. x + 319, $37.95 (RePEc:eee:moneco:v:16:y:1985:i:1:p:135-137)
by Leroy, Stephen - Atheoretical macroeconometrics: A critique (RePEc:eee:moneco:v:16:y:1985:i:3:p:283-308)
by Cooley, Thomas F. & Leroy, Stephen F. - Returns on illiquid assets: are they fair games? (RePEc:fip:fedfap:97-05)
by John Krainer & Stephen F. LeRoy - Mutual deposit insurance (RePEc:fip:fedfel:y:1990:i:jun8)
by Stephen F. LeRoy - Risky mortgages and mortgage default premiums (RePEc:fip:fedfel:y:2010:i:dec20:n:2010-38)
by John Krainer & Stephen F. LeRoy - Is the “invisible hand” still relevant? (RePEc:fip:fedfel:y:2010:i:may3:n:2010-14)
by Stephen F. LeRoy - Underwater mortgages (RePEc:fip:fedfel:y:2010:i:oct18:n:2010-31)
by John Krainer & Stephen F. LeRoy - Convex payoffs: implications for risk-taking and financial reform (RePEc:fip:fedfel:y:2010:i:oct4:n:2010-30)
by Stephen F. LeRoy - Can risk aversion explain stock price volatility? (RePEc:fip:fedfel:y:2013:i:apr8:n:2013-10)
by Stephen F. LeRoy - Capital market efficiency: an update (RePEc:fip:fedfer:y:1990:i:spr:p:29-40)
by Stephen F. LeRoy - Stock price volatility: an inequality test based on the geometric random walk (RePEc:fip:fedfpr:y:1988:x:3)
by Stephen F. LeRoy & William R. Parke - Mortgage default and mortgage valuation (RePEc:fip:fedfwp:2009-20)
by John Krainer & Stephen F. LeRoy & Munpyung O - Risk aversion and stock price volatility (RePEc:fip:fedfwp:2010-24)
by Kevin J. Lansing & Stephen F. LeRoy - Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency? (RePEc:fip:fedfwp:2018-14)
by Kevin J. Lansing & Stephen F. LeRoy & Jun Ma - Bubbles as Payoffs at Infinity (RePEc:fip:fedgfe:1996-09)
by Christian Gilles & Stephen F. LeRoy - Stochastic bubbles in Markov economies (RePEc:fip:fedgfe:93-23)
by Christian Gilles & Stephen F. LeRoy - Bubbles as payoffs at infinity (RePEc:fip:fedgfe:96-9)
by Christian Gilles & Stephen F. LeRoy - Liquidity and fire sales (RePEc:fip:fedgpr:y:2005:p:249-270)
by David L. Kelly & Stephen F. LeRoy - Determining the monetary instrument: a diagrammatic exposition (RePEc:fip:fedgsp:103)
by Stephen F. LeRoy & David E. Lindsey - Efficient use of current information in short-run monetary control (RePEc:fip:fedgsp:66)
by Stephen F. LeRoy - Observability, measurement error, and the optimal use of information for monetary policy (RePEc:fip:fedgsp:75)
by Stephen F. LeRoy & Roger N. Waud - Pricing Interest-Sensitive Claims when Interest Rates Have Stationary Components (RePEc:fth:robuge:91-02)
by Cooley, T.F. & LeRoy, S.F. - Keynes's theory of investment (RePEc:hop:hopeec:v:15:y:1983:i:3:p:397-421)
by Stephen F. LeRoy - Risk Aversion and the Martingale Property of Stock Prices (RePEc:ier:iecrev:v:14:y:1973:i:2:p:436-46)
by LeRoy, Stephen F - Applications of the Kalman Filter in Short-Run Monetary Control (RePEc:ier:iecrev:v:18:y:1977:i:1:p:195-207)
by LeRoy, Stephen F & Waud, Roger N - Bubbles and Charges (RePEc:ier:iecrev:v:33:y:1992:i:2:p:323-39)
by Gilles, Christian & LeRoy, Stephen F - Deposit insurance and the coexistence of commercial and shadow banks (RePEc:kap:annfin:v:16:y:2020:i:2:d:10.1007_s10436-020-00359-z)
by Stephen F. LeRoy & Rish Singhania - Stock Market Optimality: Comment (RePEc:oup:qjecon:v:90:y:1976:i:1:p:150-155.)
by Stephen F. LeRoy - Econometric Aspects of the Variance-Bounds Tests: A Survey (RePEc:oup:rfinst:v:4:y:1991:i:4:p:753-91)
by Gilles, Christian & LeRoy, Stephen F - Mortgage Valuation under Optimal Prepayment (RePEc:oup:rfinst:v:9:y:1996:i:3:p:817-44)
by LeRoy, Stephen F - Subprime Mortgages (RePEc:red:sed009:1077)
by Stephen LeRoy & Munpyung O & John Krainer - On the Arbitrage Pricing Theory (RePEc:spr:joecth:v:1:y:1991:i:3:p:213-29)
by Gilles, Christian & LeRoy, Stephen F - Equilibrium valuation of illiquid assets (RePEc:spr:joecth:v:19:y:2002:i:2:p:223-242)
by John Krainer & Stephen F. LeRoy - Liquidity and Liquidation (RePEc:spr:joecth:v:31:y:2007:i:3:p:553-572)
by David Kelly & Stephen LeRoy - Bubbles as payoffs at infinity (*) (RePEc:spr:joecth:v:9:y:1997:i:2:p:261-281)
by Christian Gilles & Stephen F. LeRoy - Review of Peter Bossaerts, The Paradox of Asset Pricing (RePEc:taf:ijecbs:v:10:y:2003:i:1:p:117-126)
by Stephen Leroy - Size and power in tests of return predictability (RePEc:taf:quantf:v:22:y:2022:i:6:p:1153-1167)
by Stephen F. LeRoy & Rish Singhania - Risk Aversion and the Dispersion of Asset Prices (RePEc:ucp:jnlbus:v:54:y:1981:i:4:p:535-47)
by LeRoy, Stephen F & LaCivita, C J - Nominal Prices and Interest Rates in General Equilibrium: Money Shocks (RePEc:ucp:jnlbus:v:57:y:1984:i:2:p:177-95)
by LeRoy, Stephen F - Nominal Prices and Interest Rates in General Equilibrium: Endowment Shocks (RePEc:ucp:jnlbus:v:57:y:1984:i:2:p:197-213)
by LeRoy, Stephen F - Knight on Risk and Uncertainty (RePEc:ucp:jpolec:v:95:y:1987:i:2:p:394-406)
by LeRoy, Stephen F & Singell, Larry D, Jr - Infinite Portfolio Strategies (RePEc:wyz:journl:id:270)
by Stephen F. LeRoy - Implementation-Neutral Causation in Structural Models (RePEc:wyz:journl:id:539)
by Stephen F. LeRoy