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Risk, unemployment, and the stock market : a rare-event-based explanation of labor market volatility
Kilic, Mete; Wachter, Jessica - 2015
Persistent link: https://www.econbiz.de/10011521999
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Risk, unemployment, and the stock market : a rare-event-based explanation of labor market volatility
Kilic, Mete; Wachter, Jessica - In: The review of financial studies 31 (2018) 12, pp. 4762-4814
Persistent link: https://www.econbiz.de/10012005228
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Risk, unemployment, and the stock market : a rare-event-based explanation of labor marketvolatility
Kilic, Mete; Wachter, Jessica - 2015
Persistent link: https://www.econbiz.de/10011372606
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Risk, Unemployment, and the Stock Market : A Rare-Event-Based Explanation of Labor Market Volatility
Kilic, Mete - 2015
What is the driving force behind the cyclical behavior of unemployment and vacancies? What is the relation between job-creation incentives of firms and stock market valuations? We answer these questions in a model with time-varying risk, modeled as a small and variable probability of an economic...
Persistent link: https://www.econbiz.de/10013015095
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Risk, Unemployment, and the Stock Market : A Rare-Event-Based Explanation of Labor Market Volatility
Kilic, Mete - 2020
What is the driving force behind the cyclical behavior of unemployment and vacancies? What is the relation between job-creation incentives of firms and stock market valuations? We answer these questions in a model with time-varying risk, modeled as a small and variable probability of an economic...
Persistent link: https://www.econbiz.de/10012856394
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Asset bubbles, unemployment, and financial market frictions
Hashimoto, Ken'ichi; Im, Ryonghun; Kunieda, Takuma; … - 2020
Persistent link: https://www.econbiz.de/10012545839
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Asset bubbles, unemployment, and financial market frictions
Hashimoto, Ken'ichi; Im, Ryonghun; Kunieda, Takuma; … - 2020
Persistent link: https://www.econbiz.de/10012656192
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Labor Matching and Equity Prices
Sabah, Nasim - 2021
This article examines the relation between labor matching and long-term equity returns. A long short portfolio of high … minus low labor matching firms generates four-factor abnormal returns of 6.67% annually. The returns are 5.77% over industry … models, number of portfolios, and exclusion of outliers. The higher matching firms also show greater positive surprises and …
Persistent link: https://www.econbiz.de/10013222291
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Assets bubbles, unemploymen, and financial market frictions
Hashimoto, Ken'ichi; Im, Ryonghun; Kunieda, Takuma; … - 2020
A tractable model with infinitely lived agents is constructed for the examination of bubbles and unemployment. It is demonstrated that the presence of bubbles stimulates capital accumulation and reduces unemployment. The presence of bubbles also changes the effects of government policies that...
Persistent link: https://www.econbiz.de/10012254416
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Risk, Unemployment, and the Stock Market : A Rare-Event-Based Explanation of Labor Market Volatility
Kilic, Mete - 2015
What is the driving force behind the cyclical behavior of unemployment and vacancies? What is the relation between job-creation incentives of firms and stock market valuations? We answer these questions in a model with time-varying risk, modeled as a small and variable probability of an economic...
Persistent link: https://www.econbiz.de/10012457094