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Disagreement and asset prices
Carlin, Bruce Ian; Longstaff, Francis A.; Matoba, Kyle - In: Journal of financial economics 114 (2014) 2, pp. 226-238
Persistent link: https://www.econbiz.de/10010532262
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Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias; Kero, Afroditi - In: Journal of banking & finance 128 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
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Market stability with machine learning agents
Georges, Christophre; Pereira, Javier - In: Journal of economic dynamics & control 122 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012666119
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Short-sale constraints, information acquisition, and asset prices
Nezafat, Mahdi; Schroder, Mark D.; Wang, Qinghai - In: Journal of economic theory 172 (2017), pp. 273-312
Persistent link: https://www.econbiz.de/10011777061
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The signaling effects of fiscal announcements
Melosi, Leonardo; Morita, Hiroshi; Rogantini Picco, Anna; … - 2024
Announcing a large fiscal stimulus may signal the government’s pessimism about the severity of a recession to the private sector, impairing the stabilizing effects of the policy. Using a theoretical model, we show that these signaling effects occur when the stimulus exceeds expectations and...
Persistent link: https://www.econbiz.de/10015052575
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The signaling effects of fiscal announcements
Melosi, Leonardo; Morita, Hiroshi; Rogantini Picco, Anna; … - 2024
Persistent link: https://www.econbiz.de/10015049102
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An empirical characterization of volatility dynamics in the DAX
Virla, Leonardo Quero - 2021
This paper addresses stock market volatility in Germany between 1991 and 2018. Through a GARCH model with leverage term …, an estimation of volatility in the DAX is provided. Such estimation is then plugged into a quantile regression model … where potential economic determinants are analyzed. The results suggest that stock market volatility in Germany reached its …
Persistent link: https://www.econbiz.de/10012629944
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The Effect of Asset Price Volatility on Fiscal Policy Outcomes
Tagkalakis, Athanasios - 2022
This paper examines the effect of asset price volatility on fiscal policy stance. We find that asset price volatility … affects the volatility of discretionary fiscal policy in a positive and significant manner, which according to Fatas and Mihov … (2003) has negative repercussions on output volatility and economic growth. Higher residential property price volatility …
Persistent link: https://www.econbiz.de/10013404354
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Market-based monetary policy uncertainty
Bauer, Michael; Lakdawala, Aeimit; Mueller, Philippe - 2019
Persistent link: https://www.econbiz.de/10012057473
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Do macro shocks matter for equities?
Dison, Will; Theodoridis, Konstantinos - 2017
Persistent link: https://www.econbiz.de/10011912881