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Stock-bond return correlation, bond risk premium fundamental, and fiscal-monetary policy regime
Li, Erica X. N. - 2020
We incorporate regime switching between monetary and fiscal policies in a general equilibrium model to explain three stylized facts: (1) the positive stock-bond return correlation from 1971 to 2000 and the negative one after 2000, (2) the negative correlation between consumption and inflation...
Persistent link: https://www.econbiz.de/10012853063
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Stock-Bond Return Correlation, Bond Risk Premium Fundamentals, and Fiscal-Monetary Policy Regime
Li, Erica X. N.; Zha, Tao A.; Zhang, Ji; Zhou, Hao - 2021
We incorporate regime switching between monetary and fiscal policies in a general equilibrium model to explain three stylized facts: (1) the positive stock-bond return correlation from 1971 to 2000 and the negative one after 2000, (2) the negative correlation between consumption and inflation...
Persistent link: https://www.econbiz.de/10013232566
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Stock-bond return correlation, bond risk premium fundamentals, and fiscal-monetary policy regime
Li, Erica X. N.; Zha, Tao; Zhang, Ji; Zhou, Hao - 2020
We incorporate regime switching between monetary and fiscal policies in a general equilibrium model to explain three stylized facts: (1) the positive stock-bond return correlation from 1971 to 2000 and the negative one after 2000, (2) the negative correlation between consumption and inflation...
Persistent link: https://www.econbiz.de/10012294741
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Lohnsteuerliche Aspekte bei Aktienoptionen
Thomas, Michael-Ingo - In: Deutsche Steuer-Zeitung : DStZ 87 (1999) 18, pp. 710-714
Persistent link: https://www.econbiz.de/10001416662
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Volume for winners and losers : taxation and oder motives for stock trading
Lawrence, Josef; Smidt, Seymour - In: The journal of finance : the journal of the American … 41 (1986) 4, pp. 951-974
Persistent link: https://www.econbiz.de/10003613239
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The transition to consumption taxation, Part 2 : The impact on existing financial assets
Viard, Alan D. - In: Economic & financial review (2001) 2, pp. 20-31
Persistent link: https://www.econbiz.de/10001615404
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Tax-induced trading of equity securities : evidence from the ADR market
Callaghan, Sandra Renfro; Barry, Christopher Borden - In: The journal of finance : the journal of the American … 58 (2003) 4, pp. 1583-1612
Persistent link: https://www.econbiz.de/10001781169
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Tax-adjusted market risk premiums in New Zealand : 1931 - 2002
Lally, Martin; Marsden, Alastair - In: Pacific-Basin finance journal 12 (2004) 3, pp. 291-310
Persistent link: https://www.econbiz.de/10002059381
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Investors' heterogeneity, prices, and volume around the ex-dividend day
Michaely, Roni - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 2, pp. 171-198
Persistent link: https://www.econbiz.de/10001218107
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Do investors ignore dividend taxation? : A reexamination of the citizens utilities case
Hubbard, Jeff - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 1, pp. 117-135
Persistent link: https://www.econbiz.de/10001218121