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The equity premium and the business cycle : the role of demand and supply shocks

Smith, Peter N.; Sorensen, Steffen; Wickens, Michael R. - In: International journal of finance & economics : IJFE 15 (2010) 2, pp. 134-152

Persistent link: https://www.econbiz.de/10008702360

Explaining the increased German credit spread : the role of supply factors

Brown, Alessio J. G.; Žarnić, Žiga - 2003

volatility of the credit spread and on the other hand on possible influences of structural demand and supply effects. Our …. We provide evidence on a significant impact of supply effects on the credit spread. Our in-sample forecasts trace the …

Persistent link: https://www.econbiz.de/10010485421

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

Explaining the increased German credit spread : the role of supply factors

Brown, Alessio J. G.; Žarnic, Žiga - 2003

Persistent link: https://www.econbiz.de/10002047985

Supply, demand, and risk premiums in electricity markets

Jacobs, Kris; Li, Yu; Pirrong, Craig - In: Journal of banking & finance 135 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013401940

The climate risk premium

Lemoine, Derek - 2015

Persistent link: https://www.econbiz.de/10010527049

Modelling events : the short-term economic impact of leaving the EU

Baker, Jessica; Carreras, Oriol; Kirby, Simon; Meaning, Jack - 2016

Persistent link: https://www.econbiz.de/10011539085

The Federal Reserve and market confidence

Boyarchenko, Nina; Haddad, Valentin; Plosser, Matthew C. - 2016

We discover a novel monetary policy shock that has a widespread impact on aggregate financial conditions. Our shock can be summarized by the response of long-horizon yields to Federal Open Market Committee (FOMC) announcements; not only is it orthogonal to changes in the near-term path of policy...

Persistent link: https://www.econbiz.de/10011446542

Do market prices aggregate information about macroeconomic uncertainty (or risk)?

Cover, James Peery; Lee, Hye-Jin - In: Applied economics 47 (2015) 40/42, pp. 4511-4534

Persistent link: https://www.econbiz.de/10011295329

Monetary policy, risk aversion and uncertainty in an international context

Saini, Sakshi; Sehgal, Sanjay; Deisting, Florent - In: Multinational finance journal 24 (2020) 3/4, pp. 211-266

Persistent link: https://www.econbiz.de/10012591011

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