", stock-market fluctuations should Granger cause fluctuations of the unemployment rate. We performed several Granger … (2015) for U.S. data, we found that the stock market Granger causes unemployment in the short run and the long run when we … control for a deterministic trend in the unemployment rate. Results of a frequency-domain test show that, in the short run …

producing employment growth and in reducing unemployment than most continental-European OECD-countries. It is argued that the …

The basic asset pricing equation is adapted to include the effects of unemployment, consumers' expectations, the price … European unemployment figures and Eurostat Consumer Confidence Index. The price level is incorporated in the aggregate marginal … describes the dynamics of these variables. Unemployment and consumer confidence index will have a shift and a slope effect on …

picture is observed for Greek Government bonds, which we show are governed mainly by deficit-to-GDP ratio, unemployment rate … highly correlated to increases in unemployment and increases to its sovereign debt-to-GDP ratio. For the case of Greece it is …, a deterioration of the debt-to-GDP ratio together with an increase in unemployment more than offset this effect …