Similar Search Results

What Drives Stock Prices along Business Cycles?

Mai, Dat - 2022

This paper applies a Bayesian break method to studying the empirical time-varying relations between stock price ratios and subjective expectations across the market and 30 industry portfolios monthly from 1976 to 2020. Cash flow expectations unconditionally explain 80% of price variations since...

Persistent link: https://www.econbiz.de/10013293691

Forecasting crash risk in U.S. bank returns : the role of credit booms

Mihai, Marius M.; Mansur, Iqbal - In: The journal of corporate finance : contracting, … 76 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013494275

Can we use volatility to diagnose financial bubbles? : lessons from 40 historical bubbles

Sornette, Didier; Cauwels, Peter; Smilyanov, Georgi - In: Quantitative finance and economics 2 (2018) 1, pp. 1-105

Persistent link: https://www.econbiz.de/10012137897

Business cycles, financial crises, and stock volatility in Jordan stock exchange

Al-Rjoub, Samer - In: International journal of economic perspectives : IJEP 5 (2011) 1, pp. 83-95

Persistent link: https://www.econbiz.de/10011587452

Have stock markets become less volatile after the Great Recession?

Aldeehani, Talla M. - In: Research in world economy 10 (2019) 3, pp. 10-25

Persistent link: https://www.econbiz.de/10012233335

Business cycles, financial crises and stock volatility

Schwert, George William - 1989

Persistent link: https://www.econbiz.de/10000127009

Uncertainty and durable consumption in the great depression

Ejarque, João - 1997

Persistent link: https://www.econbiz.de/10000960754

Redistributive implicaitons of the Great Recession : the old lose a lot and the young might gain

Kim, Joon-won - In: Journal of economic research 19 (2014) 1, pp. 43-64

Persistent link: https://www.econbiz.de/10010392665

Business Cycles, Financial Crises, and Stock Volatility in Jordan Stock Exchange

Al-Rjoub, Samer A. M. - 2016

We estimate GARCH-M model to measure the impact of the financial crisis on stock market returns and volatility by … introducing dummy variables in the mean and variance equations to measure the behavior of stock return and volatility during the … 2004. As a result, the drastic changes in volatility may initiate the negative and positive shifts based on the impact of …

Persistent link: https://www.econbiz.de/10013009169

How does the macroeconomy respond to stock market fluctuations? : the role of sentiment

Pan, Wei-Fong - In: Macroeconomic dynamics 24 (2020) 2, pp. 421-446

Persistent link: https://www.econbiz.de/10012193903

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