Showing 1 - 10 of 7,486
Persistent link: https://www.econbiz.de/10012745347
.S. stock prices. A positive U.S. oil supply shock has a positive impact on U.S. real stock returns. Oil demand and supply …Kilian and Park (IER 50 (2009), 1267-287) find shocks to oil supply are relatively unimportant to understanding changes … in U.S. stock returns. We examine the impact of both U.S. and non-U.S. oil supply shocks on U.S. stock returns in light …
Persistent link: https://www.econbiz.de/10012989373
Persistent link: https://www.econbiz.de/10011710753
Persistent link: https://www.econbiz.de/10012414465
This study aims to achieve a two-fold research objective: first, to econometrically investigate hypothesized linkages between real estate and stock markets by fitting different classes of time-varying volatility model; second, to perform VaR-type stress testing by using the fitted asset price...
Persistent link: https://www.econbiz.de/10008735767
Persistent link: https://www.econbiz.de/10009269710
The primary contribution of this study is to assess whether public real estate markets and stock markets are linked at the local, regional, and global levels, and to assess the evolution of their dynamic relationship and gradual integration during the last two decades. For individual pairs of...
Persistent link: https://www.econbiz.de/10009298929
Persistent link: https://www.econbiz.de/10003815337
crisis, we observe (not estimate) limit order demand and supply curves for individual stocks. Both curves have demonstrably … demand curve, it tends simultaneously to exhibit an unusually inelastic supply curve, and vice versa. These findings have … financial variables revert to pre-crisis norms. Superimposed upon this common long-term modulation, individual stocks' supply …
Persistent link: https://www.econbiz.de/10012753216
crisis, we observe (not estimate) limit order demand and supply curves for individual stocks. Both curves have demonstrably … demand curve, it tends simultaneously to exhibit an unusually inelastic supply curve, and vice versa. These findings have … financial variables revert to pre-crisis norms. Superimposed upon this common long-term modulation, individual stocks' supply …
Persistent link: https://www.econbiz.de/10012463914