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Connectedness between monetary policy uncertainty and sectoral stock market returns : Evidence from asymmetric TVP-VAR approach

Raza, Syed Ali; Arshian Sharif; Kumar, Satish; Ahmed, Maiyra - In: International review of financial analysis 90 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014468824

General equilibrium with multiple liquid assets

Altermatt, Lukas; Iwasaki, Kohei; Wright, Randall D. - In: Review of economic dynamics 51 (2023), pp. 267-291

Persistent link: https://www.econbiz.de/10014471832

Multifactor conditional equity premium model : evidence from China's stock market

Cheng, Hang; Guo, Hui; Shi, Yongdong - In: Journal of banking and finance 161 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015065800

Portfolio allocation and international risk sharing

Benigno, Gianluca; Küçük-Tuger, Hande - 2011

Recent contributions have shown that it is possible to account for the so-called consumptionreal exchange anomaly in models with goods market frictions where international asset trade is limited to a riskless bond. In this paper, we consider a more realistic international asset market structure...