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Habit formation, incomplete markets, and the significance of regional risk for expected returns

Korniotis, George M. - In: The review of financial studies 21 (2008) 5, pp. 2139-2172

Persistent link: https://www.econbiz.de/10003765142

Economic policy uncertainty shocks and stock-bond correlations : evidence from the US market

Li, Xiaoming; Zhang, Bing; Gao, Ruzhao - In: Economics letters 132 (2015), pp. 91-96

Persistent link: https://www.econbiz.de/10011431392

The dynamics of US REITs returns to uncertainty shocks : a proxy SVAR approach

Cepni, Oguzhan; Dul, Wiehan; Gupta, Rangan; Wohar, Mark E. - In: Research in international business and finance 58 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10013286183

The impacts of oil price shocks and United States economic uncertainty on global stock markets

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Persistent link: https://www.econbiz.de/10013184361

Term structure of risk in expected returns

Zviadadze, Irina - In: The review of financial studies 34 (2021) 12, pp. 6032-6086

Persistent link: https://www.econbiz.de/10012694514

Oil shocks, policy uncertainty and stock returns in China

Kang, Wensheng; Ratti, Ronald A. - In: The economics of transition 23 (2015) 4, pp. 657-676

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Global imbalances and asymmetric returns to US foreign assets : fitting the missing pieces of the US balance of payments puzzle

Ali, Mona - In: International review of applied economics 30 (2016) 2, pp. 167-187

Persistent link: https://www.econbiz.de/10011472455

Funding externalities, asset prices and investors' "search for yield"

Gai, Prasanna; Trivedi, Kamakshya - In: Bulletin of economic research 61 (2009) 1, pp. 73-82

Persistent link: https://www.econbiz.de/10003800455

Funding Externalities, Asset Prices and Investors' Search for Yield

Gai, Prasanna; Trivedi, Kamakshya - 2009

This note presents a simple model that nests the excess liquidity and savings glut hypotheses of the debate on the recent asset price boom. It clarifies the notion of investors' search for yield and shows how financial frictions influence asset price dynamics

Persistent link: https://www.econbiz.de/10014211408

Dynamic likages between U.S. portfolio equity flows and equity returns in China and India

French, Joseph J.; Naka, Atsuyuki - In: Economics of emerging markets, (pp. 67-97). 2008

Persistent link: https://www.econbiz.de/10003683585

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