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Real business cycles, animal spirits, and stock market valuation
Lansing, Kevin J. - 2018
Persistent link: https://www.econbiz.de/10011898964
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A pro-cyclical stock market under a countercyclical monetary policy in a model of endogenous business cycles
Yanovski, Boyan - 2016
During the last 25 years, the stock market in the US has been strongly pro-cyclical in the presence of a counter-cyclical monetary policy. In this paper, we use an endogenous business cycle model to explore the factors contributing to a pro-cyclical stock market. A dynamic expectation structure...
Persistent link: https://www.econbiz.de/10011436478
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A pro-cyclical stock market under a counter-cyclical monetary policy in a model of endogenous business cycles
Yanovski, Boyan - In: Essays on real-financial interactions and on the …, (pp. 12-62). 2019
Persistent link: https://www.econbiz.de/10012035434
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Comovement between the Chinese business cycle and financial volatility : based on a DCC-MIDAS model
Zheng, Yuhang; Wang, Zhenzhen; Huang, Zhehao; Jiang, Tianpei - In: Emerging markets, finance and trade : EMFT 56 (2020) 6, pp. 1181-1195
Persistent link: https://www.econbiz.de/10012211529
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Expectations, behavior, and stock market volatility
Wang, Yong; Deng, Hanzhong - In: Emerging markets finance & trade : a journal of the … 54 (2018) 13/14/15, pp. 3235-3255
Persistent link: https://www.econbiz.de/10012125765
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Stock market volatility in a heterogeneous information economy
Grundy, Bruce D.; Kim, Youngsoo - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001661614
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Determinants of stock market volatility and risk premia
Kurz, Mordecai (contributor); Jin, Hehui (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001935777
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Equity market volatility and expected risk premium
Chen, Long (contributor); Guo, Hui (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003739618