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Procyclical asset management and bond risk premia
Barbu, Alexandru; Fricke, Christoph; Mönch, Emanuel - 2020
Institutional funds have concentrated ownership by a few institutional investors, infrequent outflows and essentially no leverage. Yet using unique granular data on the bond holdings of institutional funds, we show that their trading behavior is strongly procyclical: they actively move into...
Persistent link: https://www.econbiz.de/10012250652
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Empirical evidence on the dynamics of investment under uncertainty in the U.S.
Haque, Qazi; Magnusson, Leandro M.; Tomioka, Kazuki - 2019
Persistent link: https://www.econbiz.de/10012208719
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Uncertainty shocks and inflation dynamics in the U.S.
Haque, Qazi; Magnusson, Leandro M. - 2020
Persistent link: https://www.econbiz.de/10012601651
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Measuring economic policy uncertainty
Baker, Scott; Bloom, Nicholas; Davis, Steven J. - 2015
Persistent link: https://www.econbiz.de/10011410518
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A mean variance king? : creation and resolution of uncertainty under the employment report's reign
Hautsch, Nikolaus - 2001
differences of opinion is left, and hence volatility is decreased. …
Persistent link: https://www.econbiz.de/10013428452
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The UK's great demand and supply recession
Jacob, Nick; Mion, Giordano - 2020
Persistent link: https://www.econbiz.de/10012487167
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The quantitative importance of technology and demand shocks for unemployment fluctuations in a shopping economy
Borys, Pawel; Doligalski, Pawel; Kopiec, Pawel - 2021
Persistent link: https://www.econbiz.de/10012821407
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Banking market structure and macroeconomic stability : are low-income countries special?
Bremus, Franziska; Buch, Claudia M. - 2014
Does the structure of banking markets affect macroeconomic volatility and, if yes, is this link different in low … markets affects macroeconomic volatility. Our research has three main findings. First, we study the relevance of granular … effects: if the degree of market concentration in the banking sector is sufficiently high, idiosyncratic volatility at the …
Persistent link: https://www.econbiz.de/10010471853
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The cyclicality of R&D investment revisited
Ophem, Hans van; Giersbergen, Noud P. A. van; … - 2017
Persistent link: https://www.econbiz.de/10011764908
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Technological deversification
Koren, Miklós (contributor); Tenreyro, Silvana (contributor) - 2007
Persistent link: https://www.econbiz.de/10003546371