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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

Persistent link: https://www.econbiz.de/10012042334

Impact of economic openness & inflation on profitability of Nepalese commercial banks

Mainali, Sagar; Shrestha, Sameer; Karki, Samiksha; … - In: Nepalese journal of economics : a publication of … 4 (2020) 3, pp. 175-188

Persistent link: https://www.econbiz.de/10013253777

Explaining bond return predictability in an estimated New Keynesian model

Andreasen, Martin Møller - 2019

Persistent link: https://www.econbiz.de/10012063989

Learning about the interdependence between the macroeconomy and the stock market

Milani, Fabio - In: International review of economics & finance : IREF 49 (2017), pp. 223-242

Persistent link: https://www.econbiz.de/10011748427

The risk-return relationship and volatility feedback in South Africa : a comparative analysis of the parametric and nonparametric Bayesian approach

Dwarika, Nitesha - In: Quantitative finance and economics 7 (2023) 1, pp. 119-146

Persistent link: https://www.econbiz.de/10014279147

Infrequent random portfolio decisions in an open economy model

Bacchetta, Philippe; Van Wincoop, Eric; Young, Eric R. - 2021

We introduce a portfolio friction in a two-country DSGE model where investors face a constant probability to make new portfolio decisions. The friction leads to a more gradual portfolio adjustment to shocks and a weaker portfolio response to changes in expected excess returns. We apply the model...

Persistent link: https://www.econbiz.de/10012801368