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Can competition between forecasters stabilize asset prices in learning to forecast experiments?

Kopányi, Dávid; Rabanal, Jean Paul; Rud, Olga A.; … - In: Journal of economic dynamics & control 109 (2019), pp. 1-25

Persistent link: https://www.econbiz.de/10012314007

Monetary policy rules, asset prices and adaptive learning

Machado, Vicente da Gama - In: Journal of financial stability 9 (2013) 3, pp. 251-258

Persistent link: https://www.econbiz.de/10010237091

What do interest rates reveal about the stock market? : a noisy rational expectations model of stock and bond markets

Breugem, Matthijs; Buss, Adrian; Peress, Joël - 2021

Persistent link: https://www.econbiz.de/10012433554

Forecasting GDP growth with financial market data in Finland : revisiting stylized facts in a small open economy during the financial crisis

Kuosmanen, Petri; Vataja, Juuso - In: Review of financial economics : RFE 23 (2014) 2, pp. 90-97

Persistent link: https://www.econbiz.de/10010442588

Predicting early data revisions to U.S. GDP and the effects of releases on equity markets

Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 389-406

Persistent link: https://www.econbiz.de/10011705949

Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivatives

Santini, Amia - 2022

1 Abstract -- 2 Introduction -- 3 Chapter I: Literature on the subject of excess volatility -- 4 Chapter II: Excess volatility beyond discount rates -- 5 Chapter III: Evidence of excess volatility in the Eurozone market -- 6 Conclusions.

Persistent link: https://www.econbiz.de/10013192353

Financial forecasting for business and economics

Bomhoff, Eduard Jan - 1994

Persistent link: https://www.econbiz.de/10013474618

Monetary policy and asset price overshooting: a rationale for the Wall/Main Street disconnect

Caballero, Ricardo J.; Simsek, Alp - 2022

We analyze optimal monetary policy and its implications for asset prices, when aggregate demand has inertia and responds to asset prices with a lag. If there is a negative output gap, the central bank optimally overshoots aggregate asset prices (asset prices are initially pushed above their...

Persistent link: https://www.econbiz.de/10013093040

A comparison of alternative cash flow and discount rate news proxies

Khimich, Natalya - In: Journal of empirical finance 41 (2017), pp. 31-52

Persistent link: https://www.econbiz.de/10011746958

Bubbles tomorrow and bubbles yesterday, but never bubbles today?

Williams, John C. - In: Business economics : the journal of the National … 48 (2013) 4, pp. 224-230

Persistent link: https://www.econbiz.de/10010350602

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