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The dynamic adjustments of stock prices to inflation disturbances
Valcarcel, Victor J. - In: Journal of economics & business 64 (2012) 2, pp. 117-144
Persistent link: https://www.econbiz.de/10009551813
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Monetary policy, term structure and asset return : comparing REIT, housing and stock
Chang, Kuang-liang; Chen, Nan-kuang; Leung, Charles Ka Yui - In: The journal of real estate finance and economics 43 (2011) 1/2, pp. 221-257
Persistent link: https://www.econbiz.de/10009302901
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Réaction des banques centrales aux prix des actifs financiers et au taux de change
Laskar, Daniel - In: Revue économique : revue bimestrielle 54 (2003) 5, pp. 1187-1212
Persistent link: https://www.econbiz.de/10001836422
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Stock-bond return correlation, bond risk premium fundamental, and fiscal-monetary policy regime
Li, Erica X. N. - 2020
We incorporate regime switching between monetary and fiscal policies in a general equilibrium model to explain three stylized facts: (1) the positive stock-bond return correlation from 1971 to 2000 and the negative one after 2000, (2) the negative correlation between consumption and inflation...
Persistent link: https://www.econbiz.de/10012853063
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Stock-Bond Return Correlation, Bond Risk Premium Fundamentals, and Fiscal-Monetary Policy Regime
Li, Erica X. N.; Zha, Tao A.; Zhang, Ji; Zhou, Hao - 2021
We incorporate regime switching between monetary and fiscal policies in a general equilibrium model to explain three stylized facts: (1) the positive stock-bond return correlation from 1971 to 2000 and the negative one after 2000, (2) the negative correlation between consumption and inflation...
Persistent link: https://www.econbiz.de/10013232566
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Stock-bond Return Correlation, Bond Risk Premium Fundamental, and Fiscal-monetary Policy Regime
Li, Erica X.N. - 2020
We incorporate regime switching between monetary and fiscal policies in a general equilibrium model to explain three stylized facts: (1) the positive stock-bond return correlation from 1971 to 2000 and the negative one after 2000, (2) the negative correlation between consumption and inflation...
Persistent link: https://www.econbiz.de/10012481165
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Stock-bond return correlation, bond risk premium fundamentals, and fiscal-monetary policy regime
Li, Erica X. N.; Zha, Tao; Zhang, Ji; Zhou, Hao - 2020
Persistent link: https://www.econbiz.de/10012305542
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Stock-bond return correlation, bond risk premium fundamentals, and fiscal-monetary policy regime
Li, Erica X. N.; Zha, Tao; Zhang, Ji; Zhou, Hao - 2020
We incorporate regime switching between monetary and fiscal policies in a general equilibrium model to explain three stylized facts: (1) the positive stock-bond return correlation from 1971 to 2000 and the negative one after 2000, (2) the negative correlation between consumption and inflation...
Persistent link: https://www.econbiz.de/10012294741
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Asset prices and corporate responses to Bank of Japan ETF purchases
Charoenwong, Ben; Morck, Randall; Wiwattanakantang, Yupana - 2019
Persistent link: https://www.econbiz.de/10011983924
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The Fed's response to economic news explains the "Fed information effect"
Bauer, Michael D.; Swanson, Eric T. - 2020
Persistent link: https://www.econbiz.de/10012222152