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Central banks, stock markets, and the real economy
Caballero, Ricardo J.; Simsek, Alp - 2023
Persistent link: https://www.econbiz.de/10014435256
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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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Stock market reaction to policy interventions
Fiordelisi, Franco; Galloppo, Giuseppe - In: The European journal of finance 24 (2018) 18, pp. 1817-1834
Persistent link: https://www.econbiz.de/10012259156
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Global financial cycles and risk premiums
Jordà, Òscar; Schularick, Moritz; Taylor, Alan M.; … - In: IMF economic review 67 (2019) 1, pp. 109-150
Persistent link: https://www.econbiz.de/10012241388
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Global Financial Cycles and Risk Premiums
Jordà, Òscar - 2018
This paper studies the synchronization of financial cycles across 17 advanced economies over the past 150 years. The comovement in credit, house prices, and equity prices has reached historical highs in the past three decades. The sharp increase in the comovement of global equity markets is...
Persistent link: https://www.econbiz.de/10012453043
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Global Financial Cycles and Risk Premiums
Jordà, Òscar - 2018
This paper studies the synchronization of financial cycles across 17 advanced economies over the past 150 years. The comovement in credit, house prices, and equity prices has reached historical highs in the past three decades. The sharp increase in the comovement of global equity markets is...
Persistent link: https://www.econbiz.de/10012916914
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Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan; Ungeheuer, Michael; Weigert, Florian - 2020 - This version: January 2020
We merge the literature on downside return risk and liquidity risk and introduce the concept of extreme downside … liquidity (EDL) risks. The cross-section of stock returns reflects a premium if a stock's return (liquidity) is lowest at the … same time when the market liquidity (return) is lowest. This effect is not driven by linear or downside liquidity risk or …
Persistent link: https://www.econbiz.de/10012175486
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Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan; Ungeheuer, Michael; Weigert, Florian - In: Journal of banking & finance 115 (2020), pp. 1-31
Persistent link: https://www.econbiz.de/10012489163
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Liquidity and the cross-section of international stock returns
Cakici, Nusret; Zaremba, Adam - In: Journal of banking & finance 127 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012820574
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Liquidity and asset prices : an empirical investigation of the nordic stock markets
Butt, Hilal Anwar; Virk, Nader Shahzad - In: European financial management : the journal of the … 21 (2015) 4, pp. 672-705
Persistent link: https://www.econbiz.de/10011408519