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The effect of quantitative easing on the variance and covariance of the UK and US equity markets

Shogbuyi, Abiodun; Steeley, James M. - In: International review of financial analysis 52 (2017), pp. 281-291

Persistent link: https://www.econbiz.de/10011868757

Nominal rigidities, asset returns, and monetary policy

Li, Erica X. N.; Palomino, Francisco - In: Journal of monetary economics 66 (2014), pp. 210-225

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A New Keynesian Q theory and the link between inflation and the stock market

Lopez, Pierlauro - In: Review of economic dynamics 29 (2018), pp. 85-105

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The macroeconomic shock with the highest price of risk

Pinter, Gabor - 2016

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The 'Fed Model' and the Changing Correlation of Stock and Bond Returns : An Equilibrium Approach

Hasseltoft, Henrik - 2009

This paper presents an equilibrium model that provides a rational explanation for two features of data that have been considered puzzling: The positive relation between US dividend yields and nominal interest rates, often called the Fed-model, and the time-varying correlation of US stock and...

Persistent link: https://www.econbiz.de/10014209829