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In the shadow of the United States : the international transmission effect of asset returns

Chang, Kuang-liang; Chen, Nan-kuang; Leung, Charles Ka Yui - In: Pacific economic review 18 (2013) 1, pp. 1-40

Persistent link: https://www.econbiz.de/10009711340

The relationship between output and asset prices : a time, and frequency, varying approach

Su, Chi-Wei; Yao, Zong-Liang; Chang, Hsu-Ling - In: Theoretical and applied economics : GAER review 23 (2016) 1, pp. 57-76

Persistent link: https://www.econbiz.de/10011563088

House prices, expectations, and time-varying fundamentals

Gelain, Paolo; Lansing, Kevin J. - In: Journal of empirical finance 29 (2014), pp. 3-25

Persistent link: https://www.econbiz.de/10011300508

Booms and busts in asset prices : risk modeling, bubble detection, and the role of monetary policy

Beckers, Benjamin - 2017

Persistent link: https://www.econbiz.de/10012659432

Macroeconomic uncertainty and predictability of real estate returns : the impact of asset liquidity

Nayar, Nandkumar; Price, S. McKay; Shen, Ke - In: Journal of real estate research : JRER ; a publication … 46 (2024) 1, pp. 82-113

Persistent link: https://www.econbiz.de/10014582191

Average idiosyncratic volatility in G7 countries

Guo, Hui; Savickas, Robert - In: The review of financial studies 21 (2008) 3, pp. 1259-1296

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Fear Factor : Does the VIXC Provide the Most Accurate Forecast of Canadian Stock Market Volatility?

Biktimirov, Ph.D., CFA, Ernest N. - 2013

This study provides the first examination of the Canadian implied volatility indexes for forecasting future volatility. Introduced by Montreal exchange in 2010, the model-free implied volatility index for the Canadian stock market, the VIXC, outperforms the previously used model-based index, the...

Persistent link: https://www.econbiz.de/10013073824

China’s Monetary Policy Regulation and Financial Risk Prevention : The Study of Effectiveness and Appropriateness

Zhou, Hui - 2015

Regulation on Economic Growth and Inflation -- Appropriateness Study of Monetary Policy Regulation on Real Estate Price … correlations between monetary policy, economic growth, inflation and asset price volatility, explores the creation of financial … inflation, and provides a theoretical basis for and empirical demonstration of monetary policy implementation in China. Previous …

Persistent link: https://www.econbiz.de/10014021002

Inflation and output as predictors of stock returns and volatility : international evidence

Davis, Nicole; Kutan, Ali Mustafa - In: Applied financial economics 13 (2003) 9, pp. 693-700

Persistent link: https://www.econbiz.de/10001776863

Has the economy become more predictable? : changes in Greenbook forecast accuracy

Tulip, Peter - In: Journal of money, credit and banking : JMCB 41 (2009) 6, pp. 1217-1231

Persistent link: https://www.econbiz.de/10003878843

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