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Trade policy uncertainty and its impact on the stock market : evidence from China-US trade conflict
He, Feng; Lucey, Brian M.; Wang, Ziwei - In: Finance research letters 40 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012819945
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Can US trade policy uncertainty help in predicting stock market excess return?
Li, Dakai; Zhang, Fan; Li, Xuezhi - In: Finance research letters 49 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013479261
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Assessing the impacts of economic policy uncertainty of the US on the exchange rates and stock returns of Korea, Mexico, Poland and Russia
Ozcelebi, Oguzhan; Izgi, Mehmet Tevfik - In: Eastern European economics : EEE 61 (2023) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10013484828
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Identifying the role of risk shocks in the business cycle using stock price data
Alpanda, Sami - In: Economic inquiry : journal of the Western Economic … 51 (2013) 1, pp. 304-335
Persistent link: https://www.econbiz.de/10009753940
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Consumption, savings, and insurance with incomplete markets
Harenberg, Daniel - 2012
Persistent link: https://www.econbiz.de/10009557905
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Equilibrium in securities markets with heterogeneous investors and unspanned income risk
Christensen, Peter Ove; Munk, Claus - In: Journal of economic theory 147 (2012) 3, pp. 1035-1063
Persistent link: https://www.econbiz.de/10009626734
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Asset pricing with countercyclical household consumption risk
Kōnstantinidēs, Giōrgos; Ghosh, Anisha - 2014
Persistent link: https://www.econbiz.de/10010360490
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Asset Pricing with Countercyclical Household Consumption Risk
Constantinides, George M. - 2014
unconditional cross-sectional moments of household consumption growth and the moments of the risk-free rate, equity premium, price …-dividend ratio, and aggregate dividend and consumption growth. The model-implied risk-free rate and price-dividend ratio are … procyclical while the market return has countercyclical mean and variance. Finally, household consumption risk explains the cross …
Persistent link: https://www.econbiz.de/10013054039
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Asset Pricing with Countercyclical Household Consumption Risk
Constantinides, George M. - 2015
the unconditional cross-sectional moments of household consumption growth and the moments of the risk free rate, equity … premium, price-dividend ratio, and aggregate dividend and consumption growth. The model-implied risk free rate and price …-dividend ratio are pro-cyclical while the market return has countercyclical mean and variance. Finally, household consumption risk …
Persistent link: https://www.econbiz.de/10013034190
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Asset pricing with countercyclical household consumption risk
Kōnstantinidēs, Giōrgos; Ghosh, Anisha - In: The journal of finance : the journal of the American … 72 (2017) 1, pp. 415-460
Persistent link: https://www.econbiz.de/10011738413