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Asset prices in a lifecycle economy

Farmer, Roger E. A. - 2014

Persistent link: https://www.econbiz.de/10010363302

Asset prices in a lifecycle economy

Farmer, Roger E. A. - 2014

Persistent link: https://www.econbiz.de/10010339678

Housing, finance and the macroeconomy

Davis, Morris A.; Nieuwerburgh, Stijn van - 2014

Persistent link: https://www.econbiz.de/10010391842

Global and country-specific business cycle risk in time-vaying excess returns on asset markets

Nitschka, Thomas - 2012

Persistent link: https://www.econbiz.de/10009674033

Macroeconomic surprises and short-term behaviour in bond futures

Veredas, David - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 843-866

Persistent link: https://www.econbiz.de/10003233767

Stock market volatility and the business cycle

Shawky, Hany A. - In: Research in finance 15 (1997), pp. 137-168

Persistent link: https://www.econbiz.de/10001226619

The Oil Stock Fluctuations in the United States

Hayat, Aziz - 2012

The goal of this paper is to examine whether the volatility of the growth in the US oil stocks has changed overtime …, and if it has then whether or not this change is real. We find that the growth in volatility of oil stocks has declined … definition. Our findings support the fact that the decline in growth volatility of oil stocks is an artefact of the growth …

Persistent link: https://www.econbiz.de/10013105553

Economic Policy Uncertainty Shocks and Stock-Bond Correlations : Evidence from the US Market

Li, Xiaoming - 2015

This paper examines the effects of economic policy uncertainty shocks on stock-bond correlations for the US market. We devise a general framework which distinguishes a positive shock from a negative one and nests either as its special case. The results show that innovations in the policy...

Persistent link: https://www.econbiz.de/10013024205

U.S. uncertainty and Asian stock prices : evidence from the asymmetric NARDL model

Liang, Chin Chia; Troy, Carol; Rouyer, Ellen - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012659104

Oil price shocks and the US stock market : a nonlinear approach

Hwang, Inwook; Kim, Jaebeom - In: Journal of empirical finance 64 (2021), pp. 23-36

Persistent link: https://www.econbiz.de/10013259395