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Asset Prices and Capital Share Risks : Theory and Evidence
Byrne, Joseph - 2020
Pricing of capital share risks provides a novel link between macroeconomicsand finance. Our paper adopts the Epstein-Zin type utility framework andthe Bansal and Yaron's (2004) long-run risk model to derive an heterogeneousasset pricing model that extends Lettau et al.'s (2019) capital share...
Persistent link: https://www.econbiz.de/10012828544
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Monetary policy and stock valuation : structural VAR identification and size effects
Kontonikas, Alexandros; Zekaite, Zivile - In: Quantitative finance 18 (2018) 5, pp. 837-848
Persistent link: https://www.econbiz.de/10011907951
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Stock market liquidity and macro-liquidity shocks : evidence from the 2007 - 2009 financial crisis
Florackis, Chris; Kontonikas, Alexandros; Kostakis, … - In: Journal of international money and finance 44 (2014), pp. 97-117
Persistent link: https://www.econbiz.de/10010391078
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Has monetary policy reacted to asset price movements? : Evidence from the UK
Kontonikas, Alexandros; Montagnoli, Alberto - 2002
Persistent link: https://www.econbiz.de/10001730312
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Optimal monetary policy and asset price misalignments
Kontonikas, Alexandros (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10001877284
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Has monetary policy reacted to asset price movements? : evidence form the UK
Kontonikas, Alexandros; Montagnoli, Alberto - In: Ekonomia : the journal of the Cyprus Economic Society 7 (2004) 1, pp. 18-33
Persistent link: https://www.econbiz.de/10002539507
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The long-run relationship between stock prices and goods prices : new evidence from panel cointegration
Gregoriou, Andros; Kontonikas, Alexandros - In: Journal of international financial markets, … 20 (2010) 2, pp. 166-176
Persistent link: https://www.econbiz.de/10008695506
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The long run relationship between stock prices and goods prices : mew evidence from panel cointegration
Gregoriou, Andros (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003806041
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On monetary policy and stock market anomalies
Kontonikas, Alexandros; Kostakis, Alexandros - In: Journal of business finance & accounting : JBFA 40 (2013) 7/8, pp. 1009-1042
Persistent link: https://www.econbiz.de/10010205968
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Asset prices, credit and the business cycle
Chen, Xiaoshan; Kontonikas, Alexandros; Montagnoli, Alberto - 2012
Persistent link: https://www.econbiz.de/10010208728