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Equity returns and business cycles in small open economies

Jahan-Parvar, Mohammad R.; Liu, Xuan; Rothman, Philip - In: Journal of money, credit and banking : JMCB 45 (2013) 6, pp. 1117-1146

Persistent link: https://www.econbiz.de/10010197527

Discount shock, price-rent dynamics, and the business cycle

Miao, Jianjun; Wang, Pengfei; Zha, Tao - 2020

and incorporates the liquidity constraint on an individual firm's production as a key ingredient. Our estimation … identifies the discount shock as the most important factor in driving price-rent dynamics and linking the dynamics in the real …

Persistent link: https://www.econbiz.de/10012219582

Asset returns, the business cycle, and the labor market : a sensitivity analysis for the German economy

Heer, Burkhard; Maußner, Alfred - 2011

premium is very sensitive with regard to the utility parameters. -- equity premium ; production CAPM ; real-business cycle …

Persistent link: https://www.econbiz.de/10009011127

Asset returns, the business cycle and the labor market

Heer, Burkhard; Maußner, Alfred - In: German economic review 14 (2013) 3, pp. 372-397

Persistent link: https://www.econbiz.de/10010194977

The origins and effects of macroeconomic uncertainty

Bianchi, Francesco; Kung, Howard; Tirskikh, Mikhail - In: Quantitative economics : QE ; journal of the … 14 (2023) 3, pp. 855-896

We estimate a production‐based general equilibrium model featuring demand‐ and supply‐side uncertainty and an endogenous term premium. Using term structure and macroeconomic data, we find sizable effects of uncertainty on risk premia and business cycle fluctuations. Both demand‐ and...

Persistent link: https://www.econbiz.de/10014362538