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Yield curve and financial uncertainty : evidence based on US data

Castelnuovo, Efrem - 2019

stronger than that of the long end (i.e., of long term ones). In other words, a financial uncertainty shock causes a temporary … recovery in real activity after a financial uncertainty shock. …

Persistent link: https://www.econbiz.de/10012029082

Do credit market shocks drive output fluctuations? : evidence from corporate spreads and defaults

Meeks, Roland - In: Journal of economic dynamics & control 36 (2012) 4, pp. 568-584

Persistent link: https://www.econbiz.de/10009554335

The origins and effects of macroeconomic uncertainty

Bianchi, Francesco; Kung, Howard; Tirskikh, Mikhail - 2019

Persistent link: https://www.econbiz.de/10012040169

Fluctuations in economic uncertainty and transmission of monetary policy shocks : evidence using daily surveys from Brazil

Burjack, Rafael; Qu, Ritong; Timmermann, Allan - 2019

Persistent link: https://www.econbiz.de/10012203196

Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators

Audrino, Francesco; Corsi, Fulvio; Filipova, Kameliya - In: Econometric reviews 35 (2016) 1/4, pp. 232-256

Persistent link: https://www.econbiz.de/10011549916

Short-run bond risk premia

Mueller, Philippe; Vedolin, Andrea; Zhou, Hao - In: The quarterly journal of finance 9 (2019) 3, pp. 1-34

Persistent link: https://www.econbiz.de/10012166887

Bank leverage, credit and GDP in Switzerland : a VAR analysis 1987-2015

Kugler, Peter; Junge, Georg - 2017

A VAR analysis of Swiss data from 1987 to 2015 provides no evidence for significant long and short run influence of leverage on GDP, credit and the interest rate spread. Increasing capital requirements for banks should therefore have no strong negative macroeconomic effects.

Persistent link: https://www.econbiz.de/10011667888

Monetary policy uncertainty and economic fluctuations

Creal, Drew; Wu, Jing Cynthia - In: International economic review 58 (2017) 4, pp. 1317-1354

Persistent link: https://www.econbiz.de/10011860388

Real activity and uncertainty shocks : the long and the short of it

Krogh, Mathias Sjøgreen; Pellegrino, Giovanni - 2024 - This version: February 14, 2024

Persistent link: https://www.econbiz.de/10014517579

Monetary policy surprises, credit costs, and economic activity

Gertler, Mark; Karadi, Peter - In: American economic journal : a journal of the American … 7 (2015) 1, pp. 44-76

Persistent link: https://www.econbiz.de/10010517118

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