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Cross-country evidence on the relation between equity prices and the current account

Berg, Tim Oliver - 2009

This paper explores the relationship between equity prices and the current account for 17 industrialized countries in the period 1980 - 2007. Based on a panel vector autoregression, I compare the effects of equity price shocks to those originating from monetary policy and exchange rates. While...

Persistent link: https://www.econbiz.de/10010384487

Asset Prices, Real Exchange Rate and Current Account Fluctuations : Some Structural VAR Evidence for Thailand

Jiranyakul, Komain - 2017

This paper is motivated by the controversial issue in the literature pertaining to the impact of real exchange rate, housing prices and stock prices on current account fluctuations. Thailand's quarterly data are used to examine the impacts of shocks to asset prices and real exchange rate on the...

Persistent link: https://www.econbiz.de/10012967437

Essays on asset pricing with contagion, endogenous growth, and long-run risk

Grüning, Patrick - 2015

Persistent link: https://www.econbiz.de/10010530710

Essays in theoretical and empirical macroeconomics

Güntner, Jochen - 2012

Persistent link: https://www.econbiz.de/10009690508

On the measurement of the international propagation of shocks: is the transmission stable?

Rigobón, Roberto - In: Journal of international economics 61 (2003) 2, pp. 261-283

Persistent link: https://www.econbiz.de/10001815790

On the measurement of the international propagation of shocks

Rigobón, Roberto - 1999

Persistent link: https://www.econbiz.de/10001418703

Sharing asymmetric tail risk : smoothing, asset prices and terms of trade

Corsetti, Giancarlo; Lipinska, Anna; Lombardo, Giovanni - 2021

Persistent link: https://www.econbiz.de/10012700479

Sharing asymmetric tail risk: smoothing, asset pricing and terms of trade

Corsetti, Giancarlo; Lipińska, Anna; Lombardo, Giovanni - 2021

Persistent link: https://www.econbiz.de/10012620824

Sharing asymmetric tail risk : smoothing, asset pricing and terms of trade

Corsetti, Giancarlo; Lipinska, Anna; Lombardo, Giovanni - 2021

Persistent link: https://www.econbiz.de/10012601997

Learning, Rare Disasters, and Asset Prices

Lu, Yang K. - 2016

disasters. Agents are uncertain whether a negative shock signals the onset of a disaster or how much long-term damage a disaster … variation in disaster risk or any realization of disaster shock in the data sample …

Persistent link: https://www.econbiz.de/10013008357

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