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Monetary policy and mispricing in stock markets
Beckers, Benjamin; Bernoth, Kerstin - 2016
asset pricing in line with rational bubbles. We show that the response of the excessive stock price component to a monetary …
Persistent link: https://www.econbiz.de/10011526074
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The real-time predictive content of asset price bubbles for macro forecasts
Beckers, Benjamin - 2015
price bubbles. Against this background, the paper evaluates if new advances in real-time bubble detection, as brought … the bubbles in the sample. Therefore, the paper suggests a combination approach of different bubble indicators which helps … to account for the uncertainty around start and end dates of asset price bubbles. Additionally, the paper then …
Persistent link: https://www.econbiz.de/10011300629
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Asset price booms and monetary policy
Detken, Carsten (contributor); Smets, Frank (contributor) - 2004
Persistent link: https://www.econbiz.de/10002125226
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Asset price booms and monetary policy
Detken, Carsten; Smets, Frank - In: Macroeconomic policies in the world economy : [2003 …, (pp. 189-227). 2004
Persistent link: https://www.econbiz.de/10002153414
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Asset Price Booms and Monetary Policy
Detken, Carsten; Smets, Frank - 2021
The paper aims at deriving some stylised facts for financial, real, and monetary policy developments during asset price booms. We observe various macroeconomic variables in a pre-boom, boom and post-boom phase. Not all booms lead to large output losses. We analyse the differences between...
Persistent link: https://www.econbiz.de/10013319333
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Are yield-curve/monetary cycles' approaches enough to predict recessions?
Iqbal, Azhar; Bullard, Sam; Silvia, John E. - In: Business economics : the journal of the National … 54 (2019) 1, pp. 61-68
Persistent link: https://www.econbiz.de/10012297263
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Asset price booms and monetary policy
Detken, Carsten - 2004
Persistent link: https://www.econbiz.de/10013434703
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Did the FED react to asset price bubbles?
Luik, Marc-Andre; Wesselbaum, Dennis - In: The B.E. journal of macroeconomics 21 (2021) 2, pp. 745-772
Persistent link: https://www.econbiz.de/10012806224
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A model of financial bubbles and drawdowns with non-local behavioral self-referencing
Malevergne, Yannick; Sornette, Didier; Wei, Ran - 2021
We propose a novel class of models in which the crash hazard rate is determined by a function of a non-local estimation of mispricing. Rooted in behavioral finance, the non-local estimation embodies in particular the characteristic of "anchoring" on past price levels and the "probability...
Persistent link: https://www.econbiz.de/10012800780