Narrow search
Showing 1 - 10 of 23,447
Cover Image
Why does the yield curve predict GDP growth? : the role of banks
Minoiu, Camelia; Schneider, Andrés; Wei, Min - 2023 - This draft: July 10, 2023
Persistent link: https://www.econbiz.de/10014384968
Cover Image
Dynamic effects of financial openness on economic growth and macroeconomic uncertainty
Kim, Dong-hyeon; Lin, Shu-chin; Suen, Yu-bo - In: Emerging markets finance & trade : a journal of the … 48 (2012) 1, pp. 25-54
Persistent link: https://www.econbiz.de/10009620189
Cover Image
Role of uncertainty in debt-growth nexus
Butkus, Mindaugas; Cibulskiene, Diana; Garsviene, Lina; … - In: Prague economic papers : a bimonthly journal of … 31 (2022) 1, pp. 58-78
Persistent link: https://www.econbiz.de/10013170674
Cover Image
Super-exponential growth expectations and the global financial crisis
Leiss, Matthias; Nax, Heinrich H.; Sornette, Didier - 2014
We construct risk-neutral return probability distributions from S&P 500 options data over the decade 2003 to 2013 …. We evaluate a "real-minus-implied risk premium", defined as the difference between real and option-implied returns, which … reveals a doubling of the risk-aversion of investors, from 8% in the pre-crisis to 16% in the post-crisis period. Granger …
Persistent link: https://www.econbiz.de/10010443041
Cover Image
Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium
Park, Sunjin - In: Journal of banking & finance 136 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013448752
Cover Image
How does information quality affect stock returns?
Veronesi, Pietro - In: The journal of finance : the journal of the American … 55 (2000) 2, pp. 807-837
Persistent link: https://www.econbiz.de/10001497294
Cover Image
Dividend growth and equity premium predictability
Zhu, Min; Chen, Rui; Du, Ke; Wang, You-Gan - In: International review of economics & finance : IREF 56 (2018), pp. 125-137
Persistent link: https://www.econbiz.de/10012033679
Cover Image
The return of financial variables in forecasting GDP growth in the G-7
Kuosmanen, Petri; Vataja, Juuso - In: Economic change and restructuring : empirical and … 50 (2017) 3, pp. 259-277
Persistent link: https://www.econbiz.de/10011778412
Cover Image
Long-run growth uncertainty
Kuang, Pei; Mitra, Kaushik - 2016
Observed macroeconomic forecasts display gradual recognition of the long-run growth of endogenous variables (e.g. output, output per hour) and a positive correlation between long-run growth expectations and cyclical activities. Existing business cycle models appear inconsistent with the...
Persistent link: https://www.econbiz.de/10012010392
Cover Image
The Expected Investment Growth Premium
Li, Jun - 2020
-sectional risk premium …
Persistent link: https://www.econbiz.de/10012852077