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International credit markets and global business cycles
Pintus, Patrick A.; Wen, Yi; Xin, Xiaochuan - 2018 - This version: May 14, 2018
subject to self-fulfilling variations in the world real interest rate. Those expectation-driven changes in the borrowing cost … asset prices, GDP, consumption, investment and employment). When firms around the world benefit from unexpectedly low debt … internationally. Such a stylized model thus offers one way to rationalize both the existence of world business-cycle factor documented …
Persistent link: https://www.econbiz.de/10011911509
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Trade in commodities and business cycle volatility
Kohn, David; Leibovici, Fernando; Tretvoll, Hakon - 2018
This paper studies the role of differences in the patterns of production and international trade on the business cycle volatility of emerging and developed economies. We study a multi-sector small open economy in which firms produce and trade commodities and manufactures. We estimate the model...
Persistent link: https://www.econbiz.de/10011911446
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When do stock market booms occur? : The macroeconomic and policy environments of 20th century booms
Bordo, Michael D. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003740475
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Inflation, monetary policy and stock market conditions
Bordo, Michael D. (contributor); Dueker, Michael (contributor) - 2008
"This paper examines the association between inflation, monetary policy and U.S. stock market conditions during the second half of the 20th century. We estimate a latent variable VAR to examine how macroeconomic and policy shocks affect the condition of the stock market. Further, we examine the...
Persistent link: https://www.econbiz.de/10003741414
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Turnover liquidity and the transmission of monetary policy
Lagos, Ricardo; Zhang, Shengxing - 2016 - Revised January 2018
Persistent link: https://www.econbiz.de/10011477352
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Financial transactions taxes
Shome, Parthasarathi - 2011
This paper attempts to address both theoretical and practical considerations for a tax such as financial transactions taxes (FTT). It includes examples of FTT in the wider context, for example, on stocks and derivatives, currency transactions, and tangible property. Most of the discussion...
Persistent link: https://www.econbiz.de/10008987104
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Global oil market and the US stock returns
Ahmad, Maryam; Manera, Matteo; Sadeghzadeh, Mehdi - 2015
This paper provides an analysis of the link between the oil market and the U.S. stock market returns at the aggregate as well as industry levels. We empirically model oil price changes as driven by speculative demand shocks along with consumption demand and supply shocks in the oil market. We...
Persistent link: https://www.econbiz.de/10011391816
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Financial integration, globalization, risk-adjusted growth and systemic risk
De Nicolò, Gianni; Juvenal, Luciana - 2010
Persistent link: https://www.econbiz.de/10008651145
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Regulatory integration of international capital markets
Meier, Jean-Marie - 2017
Persistent link: https://www.econbiz.de/10011731686
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Inelastic demand meets optimal supply of risky sovereign bonds
Moretti, Matías; Pandolfi, Lorenzo; Schmukler, Sergio L.; … - 2024
Persistent link: https://www.econbiz.de/10014631678