V. Vance Roley
Department of Finance/DJ-10
Graduate School of Business
University of Washington
Seattle, WA 98195
Institutional Affiliation: University of Washington
NBER Working Papers and Publications
|November 1990||Stock Prices, News, and Business Conditions|
with Grant McQueen: w3520
Published: Review of Financial Studies, Vol. 6, no. 3 (1993): 683-707.
|October 1990||Temporal Variation in the Interest-Rate Response to Money Announcements|
with Simon M. Wheatley: w3471
Published: Roley, V. Vance and Simon M. Wheatley. "Shifts In The Interest-Rate Response To Money Announcements: What Can We Say About When They Occur?," Journal of Business and Economic Statistics, 1996, v14(1,Jan), 135-138.
|September 1988||Intraday Yen/Dollar Exchange Rate Movements: News or Noise?|
with : w2703
Published: Journal of International Financial Markets, Institutions and Money, Vol. 1, No. 1, pp. 1-31, (1991).
|June 1988||Federal Reserve Behavior Since 1980: A Financial Markets Perspective|
with William C. Melton: w2608
Published: Mayer, Thomas (ed.) The Political Economy of American Monetary Policy. New York: Cambridge University Press, 1990.
|August 1987||Firm Characteristics, Unanticipated Inflation, and Stock Returns|
with Douglas K. Pearce: w2366
Published: The Journal of Finance, Vol. XLIII, No. 4, (September 1988). citation courtesy of
|March 1986||News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate?|
with : w1853
Published: Ito, Takatoshi and V. Vance Roley. "News from the U.S. and Japan: Which Moves the Yen/Dollar Exchange Rate?" Journal of Monetary Economics, Vol. 19, No. 2, 1987, pp. 255-277. citation courtesy of
|U.S. Monetary Policy Regimes and U.S.-Japan Financial Relations|
Published: Roley, V. Vance. U.S. Money Announcements and Covered Interest Parity: The Case of Japan." Journla of International Money and Finance, Vol. 6, (1987) , pp. 55-70.
|1986||The Response of Interest Rates to Money Announcements under Alternative Operating Prosedures and Reserve Requirement Systems|
Published: Roley, V. Vance. "The Effects of Money Announcements Under Alternative Monetary Control Procedures, Vol. 19, No. 3, August 1987.
|April 1985||Aspects of Investor Behavior Under Risk|
with : w1611
Published: Friedman, Benjamin M. and V. Vance Roley. "Aspects of Investor Behavior Under Risk," Arrow and the Ascent of Modern Economic Theory, ed. by George R. Feiwel. London: MacMillan Press, 1987, pp. 626-653.
|March 1985||Money Demand Predictability|
Published: Roley, V. Vance. Journal of Money, Credit, and Banking, Vol. XVII, No. 4, Part 2, (November 1985), pp. 611-641.
|March 1984||Stock Prices and Economic News|
with Douglas K. Pearce: w1296
Published: Pearce, Douglas K. and V. Vance Roley. "Stock Prices an Economic News." Journal of Business, Vol. 58, No. 1, (January 1985), pp. 49-67. citation courtesy of
|February 1984||Unanticipated Money and Interest Rates|
with : w1278
Published: Roely, V. Vance and Carl E. Walsh. "Unanticipated Money and Interest Rates ." American Economic Review, Vol. 74, No. 2, (May 1984), pp. 49-54. citation courtesy of
|August 1983||Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements|
with : w1181
Published: Roley, V. Vance and Carl E. Walsh. "Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements." Quarterly Journal of Economics, Vol. 100, Supplement, (1985), pp. 1011-1039. citation courtesy of
|February 1983||Asset Substitutability and the Impact of Federal Deficits|
Published: Roley, V. Vance. "Asset Substitutability and the Impact of Federal Deficits ." The Economic Consequences of Government Deficits, edited by L. Meyer, Kluwer-Nijhoff Publishing Company, 1983.
|October 1982||The Response of Short-Term Interest Rates to Weekly Money Announcements|
Published: Roley, V. Vance. "The Response of Short-Term Interest Rates to Weekly Money Announcements." Journal of Money, Credit, and Banking, edited by Willaim DeWald, Vol. 15, No.3. (August 1983) pp. 344-54.
|August 1982||The Reaction of Stock Prices to Unanticipated Changes in Money|
with Douglas K. Pearce: w0958
Published: Pearce, Douglas K. and V. Vance Roley. "The Reaction of Stock Prices to Unanticipated Changes in Money: A Note." Journal of Finance, editor Michael Brennan, Waverly Press, Inc. Vol. 38, No. 4, (September 1983), pp. 132 3-1333.
|March 1982||Rational Expectations, the Expectations Hypothesis, and Treasury Bill Yields: An Econometric Analysis|
with : w0869
Published: Jones, David S. and V. Vance Roley. "Rational Expectations and the Expectations Model of the Term Structure: A Test Using Weekly Data." Journal of Monetary Economics, Vol. 12, No. 3 (Spetember 1983), pp. 453- 465. B.V. (North-Holland Publishing).
|December 1981||Bliss Points in Mean-Variance Portfolio Models|
with : t0019
|1981||Structural Models of Interest Rate Determination and Portfolio Behavior in the Corporate and Government Bond Markets|
with : w0205
Published: Friedman, Benjamin M. and Roley, V. Vance. "Models of Long-Term Interest Rate Determination." The Journal of Portfolio Management, Vol. 6, No. 3, (Spring 1980), pp. 35-45.
|December 1980||A Disaggregated Structural Model of the Treasury Securities, Corporate Bond, and Equity Markets: Estimation and Simulation Results|
|The Effect of Federal Debt Management Policy on Corporate Bond and Equity Yields|
Published: Roley, V. Vance. "The Effect of Federal Debt-Management Policy on Corporate Bond and Equity Yields," Quarterly Journal of Economics, Vol. 97, No. 4, ( November 1982), pp. 645-668.
|Symmetry Restrictions in a System of Financial Asset Demands: A Theoretical and Empirical Analysis|
Published: Roley, V. Vance. "Symmetry Restrictions in a System of Financial Asset Demands: A Theoretical and Empirical Results." The Review of Economics and Statistics, Vol. 65, No. 1, (February 1983) pp. 124-130.
|April 1980||Investors' Portfolio Behavior Under Alternative Models of Long-Term Interest Rate Expectations: Unitary, Rational, or Autoregressive|
with : w0178
Published: Friedman, Benjamin M. and Roley, V. Vance. "Investors' Portfolio Behavior Under Alternative Models of Long-Term Interest Rate Expectations; Unitary, Rational, or Autoregressive." Econometrica, Vol. 47, No . 6, (November 1979), pp. 1475-1497.
|May 1979||A Note on the Derivation of Linear Homogeneous Asset Demand Functions|
with : w0345
|April 1977||Identifying Identical Distributed Lag Structures by the Use of Prior SumConstraints|
with : w0179
- Benjamin M. Friedman & V. Vance Roles, 1977. "Identifying Identical Distributed Lag Structures By The Use Of Prior Sum Constraints," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 6, number 4, pages 100-116 National Bureau of Economic Research, Inc.
- Friedman, Benjamin M. and Roley, Vance V. "Identifying Identical Distributed Lag Structures by the Use of Prior Sum Constraints." Annals of Economic and Social Measurement, Vol. VI, No. 4, (Fall 1977), pp. 429-444.