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Assets bubbles, unemploymen, and financial market frictions
Hashimoto, Ken'ichi; Im, Ryonghun; Kunieda, Takuma; … - 2020
A tractable model with infinitely lived agents is constructed for the examination of bubbles and unemployment. It is … demonstrated that the presence of bubbles stimulates capital accumulation and reduces unemployment. The presence of bubbles also … changes the effects of government policies that target unemployment and welfare conditions in the labor market. The main …
Persistent link: https://www.econbiz.de/10012254416
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Fiscal Policy Shocks and Stock Prices in the United States
Mumtaz, Haroon; Theodoridis, Konstantinos - 2021
This paper uses structural vector autoregressive models (SVARs) to show that the response of US stock prices to fiscal shocks changed in 1980. Over the period 1955-1979, an expansionary spending or revenue shock was associated with higher stock prices. After 1980, the response of stock prices to...
Persistent link: https://www.econbiz.de/10013220869
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Executives out-of-the-money : the impact of underwater stock options on voluntary turnover
Dunford, Benjamin B. - 2004
Persistent link: https://www.econbiz.de/10003776828
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The effects of interest rates, stock prices and trading day to the duration of daily exchange rate pattern : using survival analysis
Lee, Seo-Hyeong; Lee, Ki-dong; Kim, Yoon-chul - In: International journal of monetary economics and finance 10 (2017) 3/4, pp. 404-425
Persistent link: https://www.econbiz.de/10011863270
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Interest rate risk of bond prices on Macedonian Stock Exchange - empirical test of the duration, modified duration and convexity and bonds valuation
Ivanovski, Zoran; Stojanovski, Toni Draganov; … - In: Economic research 26 (2013) 3, pp. 47-62
Persistent link: https://www.econbiz.de/10010196415
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Asset prices and unemployment fluctuations
Kehoe, Patrick J.; Lopez, Pierlauro; Midrigan, Virgiliu; … - 2020
Persistent link: https://www.econbiz.de/10012182810
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Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.; Russell, Jeffrey R. - 1995
Persistent link: https://www.econbiz.de/10000929607
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Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei; Tse, Yiu Kuen - In: Journal of econometrics 189 (2015) 2, pp. 437-446
Persistent link: https://www.econbiz.de/10011504612
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Is stock market overpriced? : a benchmark approach
Emekter, Riza; Beaves, Robert; Dennick-Ream, Zane - In: Cogent economics & finance 6 (2018) 1, pp. 1-16
exists in that market using the duration dependence test. …
Persistent link: https://www.econbiz.de/10012023192
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Evidences of Bull and Bear Markets in the Bovespa index : an application of Markovian regime-switching models with duration dependence
Mendes, Fernando Henrique de Paula e Silva; Moura, … - In: Brazilian review of econometrics : BRE ; the review of … 38 (2018) 1, pp. 39-74
Persistent link: https://www.econbiz.de/10012129029