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Price dividend models, expectations formation, and monetary policy

Valckx, Nico (contributor) - 2003

Persistent link: https://www.econbiz.de/10001756374

The decomposition of US and euro area stock and bond returns and their sensitivity to economic state variables

Valckx, Nico - In: The European journal of finance 10 (2004) 2, pp. 149-173

Persistent link: https://www.econbiz.de/10001982951

Price dividend models, expectations formation, and monetary policy

Valckx, Nico - 2003

Persistent link: https://www.econbiz.de/10013430520

The information content of interest rate and stock market volatility for predicting business cycles in probit models

Annaert, Jan; De Ceuster, Marc J.; Valckx, Nico - 1998

Persistent link: https://www.econbiz.de/10000992646

Is financial market volatility informative to predict recessions?

Valckx, Nico; De Ceuster, Marc J.; Annaert, Jan - 2002

Persistent link: https://www.econbiz.de/10001719799

Financial market volatility : informative in predicting recessions

Annaert, Jan; De Ceuster, Marc J.; Valckx, Nico - 2001

Persistent link: https://www.econbiz.de/10001600327

Is Financial Market Volatility Informative to Predict Recessions?

Valckx, Nico; de Ceuster, Marc J. K.; Annaert, Jan - 2003

It is commonly agreed that the term spread and stock returns are useful in predicting recessions. We investigate whether interest rate and stock market volatility play an additional role as recession indicators. Both risk-return analysis and the theory of investment under uncertainty provide a...

Persistent link: https://www.econbiz.de/10014076057