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Spillovers of US market volatility and monetary policy uncertainty to global stock markets

Chiang, Thomas C. - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013187644

Does monetary policy uncertainty command a risk premium in the Chinese stock market?

Lin, Lei; Tan, Jing; Liu, Wenzhen - In: International review of finance : the official journal … 22 (2022) 3, pp. 433-452

Persistent link: https://www.econbiz.de/10013413241

Monetary policy, risk aversion and uncertainty in an international context

Saini, Sakshi; Sehgal, Sanjay; Deisting, Florent - In: Multinational finance journal 24 (2020) 3/4, pp. 211-266

Persistent link: https://www.econbiz.de/10012591011

Using the CCAPM with stochastic taxation and money supply to examine U.S. REITs pricing bubbles

Edelstein, Robert H.; Magin, Konstantin - In: The journal of real estate research 39 (2017) 4, pp. 441-465

Persistent link: https://www.econbiz.de/10011825534

Monetary policy, risk aversion and uncertainty in an international context

Saini, Sakshi; Sehgal, Sanjay; Deisting, Florent - 2020

Persistent link: https://www.econbiz.de/10012421057

General equilibrium pricing of CPI derivatives

Lioui, Abraham; Poncet, Patrice - In: Journal of banking & finance 29 (2005) 5, pp. 1265-1294

Persistent link: https://www.econbiz.de/10002628958

A model of cycles and bubbles under heterogeneous beliefs in financial markets

Burs, Carina - In: Cogent economics & finance 11 (2023) 2, pp. 1-29

I study the effect of heterogeneous beliefs about asset prices on the long-term behavior of financial markets. Starting from the ideas of Abreu and Brunnermeier (2003), a two-dimensional system of differential equations is developed. The first dynamic variable is the asset price growth rate. The...

Persistent link: https://www.econbiz.de/10014501110