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Unemployment and health : a panel event study
Raftopoulou, Athina; Giannakopoulos, Nicholas - In: Applied economics letters 30 (2023) 10, pp. 1275-1278
Persistent link: https://www.econbiz.de/10014303933
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Does VIX or volume improve GARCH volatility forecasts?
Kambouroudis, Dimos S.; McMillan, David G. - In: Applied economics 48 (2016) 13/15, pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080
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Can linear predictability models time bull and bear real estate markets? : out-of-sample evidence from REIT portfolios
Bianchi, Daniele; Guidolin, Massimo - In: The journal of real estate finance and economics 49 (2014) 1, pp. 116-164
Persistent link: https://www.econbiz.de/10010422318
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Fracking, Drilling, and Asset Pricing : Estimating the Economic Benefits of the Shale Revolution
Gilje, Erik - 2016
We quantify the effect of a significant technological innovation, shale oil development, on asset prices. Using stock returns on major news announcement days allows us to link aggregate stock price fluctuations to shale technology innovations. We exploit cross-sectional variation in industry...
Persistent link: https://www.econbiz.de/10012977630
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Fracking, Drilling, and Asset Pricing : Estimating the Economic Benefits of the Shale Revolution
Gilje, Erik - 2020
We quantify the effect of a significant technological innovation, shale oil development, on asset prices. Using stock returns on major news announcement days allows us to link aggregate stock price fluctuations to shale technology innovations. We exploit cross-sectional variation in industry...
Persistent link: https://www.econbiz.de/10012854912
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A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX
Yun, Jaeho - In: Economics letters 186 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012500329
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The VIX, the variance premium, and expected returns
Osterrieder, Daniela; Ventosa-Santaulària, Daniel; … - In: Journal of financial econometrics 17 (2019) 4, pp. 517-558
Persistent link: https://www.econbiz.de/10012149836
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Fracking, Drilling, and Asset Pricing : Estimating the Economic Benefits of the Shale Revolution
Gilje, Erik - 2016
We quantify the effect of a significant technological innovation, shale oil development, on asset prices. Using stock returns on major news announcement days allows us to link aggregate stock price fluctuations to shale technology innovations. We exploit cross-sectional variation in industry...
Persistent link: https://www.econbiz.de/10012455766
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Wealth shocks and health outcomes : evidence from stock market fluctuations
Schwandt, Hannes - 2014
Do wealth shocks affect the health of the elderly in developed countries? The economic literature is skeptical about … also matter for the health of wealthy retirees in the US. I exploit the booms and busts in the US stock market as a natural … experiment that generated considerable gains and losses in the wealth of stock-holding retirees. Using data from the Health and …
Persistent link: https://www.econbiz.de/10010380034
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Wealth Shocks and Health Outcomes : Evidence from Stock Market Fluctuations
Schwandt, Hannes - 2014
Do wealth shocks affect the health of the elderly in developed countries? The economic literature is skeptical about … also matter for the health of wealthy retirees in the US. I exploit the booms and busts in the US stock market as a natural … experiment that generated considerable gains and losses in the wealth of stock-holding retirees.Using data from the Health and …
Persistent link: https://www.econbiz.de/10013050970