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To Sign or Not to Sign? On the Response of Prices to Financial and Uncertainty Shocks

Meinen, Philipp - 2019

that such disturbances are important drivers of output fluctuations in both economies, we find the shock responses of …

Persistent link: https://www.econbiz.de/10012898117

Uncertainty Shocks and Non-Fundamental Debt Crises : An Ambiguity Approach

Grosse Steffen, Christoph - 2015

preferences in view of ambiguity averse investors. An uncertainty shock raises the price of issuing debt which in turn affects the …

Persistent link: https://www.econbiz.de/10013023262

Financial uncertainty and real activity : the good, the bad, and the ugly

Caggiano, Giovanni; Castelnuovo, Efrem; Delrio, Silvia; … - 2020

disruptions are found to double the negative output response to an uncertainty shock. We then employ our model to estimate the … overall economic cost of the COVID-19-induced uncertainty shock under different scenarios. Our results point to the … interventions that keep credit conditions as healthy as they were before the COVID-19 uncertainty shock are found to substantially …

Persistent link: https://www.econbiz.de/10012245103

International Spill-Overs of Uncertainty Shocks : Evidence from a FAVAR

Kamber, Güneş - 2016

transmission of the uncertainty shock to a small open economy …

Persistent link: https://www.econbiz.de/10012981902

Deflationary Financial Shocks and Inflationary Uncertainty Shocks : An SVAR Investigation

De Santis, Roberto A.; Van der Veken, Wouter - 2022

What are the economic implications of financial and uncertainty shocks? We show that financial shocks cause a decline in output and goods prices, while uncertainty shocks cause a decline in output and an increase in goods prices. In response to un-certainty shocks, firms increase their markups,...

Persistent link: https://www.econbiz.de/10014076665

Deflationary financial shocks and inflationary uncertainty shocks : an SVAR investigation

De Santis, Roberto A.; Van der Veken, Wouter - 2022

Persistent link: https://www.econbiz.de/10013373603

Geopolitical risks and their impact on global macro-financial stability : literature and measurements

Hodula, Martin; Janků, Jan; Malovaná, Simona; Ngoc Anh Ngo - 2024

heightened risk aversion, leading to shifts in investment portfolio allocations and cross-border capital flows; a nd t he r eal e …

Persistent link: https://www.econbiz.de/10015065805

Are you a Lehman, brother? : interbank uncertainty in a DSGE model ; conference paper

Grimme, Christian; Siemsen, Thomas - 2014 - Preliminary draft, This version June 25, 2014

Did the increase in counterparty risk perception in the interbank market since autumn 2007 contribute to the severe …

Persistent link: https://www.econbiz.de/10010487259

To sign or not to sign? : on the response of prices to financial and uncertainty shocks

Meinen, Philipp; Röhe, Oke - 2018

that such disturbances are important drivers of output fluctuations in both economies, we find the shock responses of …

Persistent link: https://www.econbiz.de/10011897983

Uncertainty Shocks and Policymakers’ Behavior : Evidence from the Subprime Crisis Era

Donadelli, Michael - 2015

The subprime crisis produced bizarre movements in real and financial aggregates. In particular, the presence of an unusual relationship between quantitative easing policies and credit market conditions led to an unprecedented drop in the real economic activity. In a Brainard (1967)'s parameter...

Persistent link: https://www.econbiz.de/10013037786