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Liquidity and the business cycle
Næs, Randi; Skjeltorp, A.; Ødegaard, Bernt Arne - 2008
Persistent link: https://www.econbiz.de/10003738314
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The equity premium and the business cycles : the role of demand and supply shocks
Smith, Peter N.; Sorensen, Steffen; Wickens, Michael R. - 2009
Persistent link: https://www.econbiz.de/10003830175
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Sticky credit spreads, macroeconomic activity and equity market volatility
Li, Yan; Steeley, James M. - In: Finance and banking developments, (pp. 43-74). 2010
Persistent link: https://www.econbiz.de/10008860436
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Sticky credit spreads, macroeconomic activity and equity market volatility
Li, Yan; Steeley, James M. - In: Consumer issues in global economics, finance and business, (pp. 179-210). 2011
Persistent link: https://www.econbiz.de/10009427419
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Interest rate uncertainty and economic fluctuations
Creal, Drew; Wu, Jing Cynthia - 2014
Persistent link: https://www.econbiz.de/10010431316
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Credit spread variability in the U.S. business cycle : the Great Moderation versus the Great Recession
Hollander, Hylton; Liu, Guangling - In: Journal of banking & finance 67 (2016), pp. 37-52
Persistent link: https://www.econbiz.de/10011634640
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Monetary policy uncertainty and economic fluctuations
Creal, Drew; Wu, Jing Cynthia - In: International economic review 58 (2017) 4, pp. 1317-1354
Persistent link: https://www.econbiz.de/10011860388
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The Macroeconomic Determinants of the US Term-Structure during the Great Moderation
Paccagnini, Alessia - 2014
The aim of this paper is to study how macroeconomic impulses can affect the term structure during the Great Moderation. As novelty in the research strategy, we create a term-structure using three latent factors of the yield curve. A Nelson-Siegel Model is implemented to estimate the latent...
Persistent link: https://www.econbiz.de/10014144946
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Essays on economic fluctuations
Burren, Daniel - 2009 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10003843919
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Asymmetric connectedness of stocks : how does bad and good volatility spill over the US stock market?
Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2014
Asymmetries in volatility spillovers are highly relevant to risk valuation and portfolio diversification strategies in … volatility may spill over at different magnitudes. This paper fills this gap with two contributions. One, we suggest how to … quantify asymmetries in volatility spillovers due to bad and good volatility. Two, using high frequency data covering most …
Persistent link: https://www.econbiz.de/10010407529