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Understanding the sum of perpetuities method for valuing stock prices

Jansen, Dennis W. - In: The journal of economics 39 (2013) 1, pp. 65-72

Persistent link: https://www.econbiz.de/10010127273

On the frequency of large stock returns : putting booms and busts into perspective

Jansen, Dennis W.; Vries, Casper G. de - 1989 - Rev

Persistent link: https://www.econbiz.de/10000782745

Monetary policy and stock returns : financing constraints and asymmetries in bull and bear markets

Jansen, Dennis W.; Tsai, Chun-li - In: Journal of empirical finance 17 (2010) 5, pp. 981-990

Persistent link: https://www.econbiz.de/10009267229

Regime switiching in the dynamic relationship between stock returns and inflation

Liu, Dandan; Jansen, Dennis W.; Li, Qi - In: Applied financial economics letters 1 (2005) 5, pp. 273-277

Persistent link: https://www.econbiz.de/10003118548

Forecasting with a nonlinear dynamic model of stock returns and industrial production

Bradley, Michael D.; Jansen, Dennis W. - In: International journal of forecasting 20 (2004) 2, pp. 321-342

Persistent link: https://www.econbiz.de/10002033516

The time varying effect of monetary policy on stock returns

Jansen, Dennis W.; Zervou, Anastasia - In: Economics letters 160 (2017), pp. 54-58

Persistent link: https://www.econbiz.de/10011903742

The Time Varying Effect of Monetary Policy Surprise on Stock Returns : Bursting Bubble Beating Forward Guidance

Jansen, Dennis W. - 2015

We study the time varying effects of monetary policy on the stock returns in order to capture changes in the effectiveness of monetary policy over time. We find that a one percentage point surprise federal funds rate increase decreases the one-day stock return by 1.33% during the period 1989 to...

Persistent link: https://www.econbiz.de/10013010445

The Time Varying Effect of Monetary Policy on Stock Returns

Jansen, Dennis W.; Zervou, Anastasia - 2022

We study the time varying effects of monetary policy on stock returns in order to capture changes over time on this transmission channel. We find that a one-percentage point surprise increase on the federal funds rate decreases the one-day stock return by 1.33% during the period 1989 to 2000 and...

Persistent link: https://www.econbiz.de/10013404875