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  1. Growth, factor shares, and factor prices
    Autor*in: Probst, Julius
    Erschienen: 2019
    Verlag:  Lund University, Lund

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    Sprache: Englisch
    Medientyp: Dissertation
    Format: Online
    ISBN: 9789187793615
    Schriftenreihe: Lund studies in economic history ; 93
    Schlagworte: secular stagnation; labor share; imputations; asset prices; real interest rate; Zipf's law
    Umfang: 1 Online-Ressource (circa 291 Seiten), Illustrationen
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    Dissertation, Lund University, 2019
  2. Inflation risk and the finance-growth nexus
    Autor*in: Corhay, Alexandre; Tong, Jincheng
    Erschienen: [2021]
    Verlag:  [University of Toronto - Rotman School of Management], [Toronto]

    This paper shows that the effect of inflation on asset prices and real aggregates depends on the financial intermediation sector. When firms finance using nominal long-term debt issued by financial intermediaries, unexpected changes in inflation lead... mehr

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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    This paper shows that the effect of inflation on asset prices and real aggregates depends on the financial intermediation sector. When firms finance using nominal long-term debt issued by financial intermediaries, unexpected changes in inflation lead to a wealth transfer across sectors. Higher inflation decreases firms' real liabilities and default risk, which helps reduce debt overhang. However, it hurts intermediaries' balance sheet, leading to a contraction in credit. We show theoretically that the ultimate effect of inflation depends on the tightness of financing constraints in the intermediation sector. We find strong empirical evidence consistent with these results. We also show that an inflation policy responding to both financial and real variables can help stabilize our economy

     
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    Schriftenreihe: [Rotman School of Management working paper ; no. 3795679]
    Schlagworte: Inflation; asset prices; credit risk; debt deflation; financial intermediation; monetarypolicy; general equilibrium model; recursive preferences
    Umfang: 1 Online-Ressource (circa 56 Seiten), Illustrationen
  3. Trend inflation, asset prices and monetary policy
    Autor*in: Nutahara, Kengo
    Erschienen: 2021.6
    Verlag:  The Canon Institute for Global Studies, [Tokyo]

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    Schriftenreihe: CIGS working paper series ; no. 21, 004, E
    Schlagworte: Trend inflation; asset prices; equilibrium indeterminacy; monetary policy; deflation; sticky price
    Umfang: 1 Online-Ressource (circa 28 Seiten), Illustrationen
  4. Wealth inequality and return heterogeneity during the COVID-19 pandemic
    Autor*in: Kartashova, Katya; Zhou, Xiaoqing
    Erschienen: October 2021
    Verlag:  Federal Reserve Bank of Dallas, Research Department, Dallas

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    Schriftenreihe: Working paper / Federal Reserve Bank of Dallas, Research Department ; 2114
    Schlagworte: COVID-19; wealth inequality; asset prices; returns to wealth; heterogeneity,racial wealth gap
    Umfang: 1 Online-Ressource (circa 58 Seiten), Illustrationen
  5. Market-based monetary policy uncertainty
    Autor*in: Bauer, Michael; Lakdawala, Aeimit; Mueller, Philippe
    Erschienen: April 11, 2019
    Verlag:  Federal Reserve Bank of San Francisco, [San Francisco, CA]

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    Schriftenreihe: Working papers series / Federal Reserve Bank of San Francisco ; 2019, 12 (April 2019)
    Schlagworte: monetary policy uncertainty; Federal Reserve; event study; monetary transmission; jumps; implied volatility; asset prices
    Umfang: 1 Online-Ressource (circa 46 Seiten), Illustrationen
  6. Financial stability considerations for monetary policy
    theoretical mechanisms
    Autor*in: Ajello, Andrea; Boyarchenko, Nina; Gourio, François; Tambalotti, Andrea
    Erschienen: [2022]
    Verlag:  Federal Reserve Bank of New York, New York, NY

    This paper reviews the theoretical literature at the intersection of macroeconomics and finance to draw lessons on the connection between vulnerabilities in the financial system and the macroeconomy, and on how monetary policy affects that... mehr

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    This paper reviews the theoretical literature at the intersection of macroeconomics and finance to draw lessons on the connection between vulnerabilities in the financial system and the macroeconomy, and on how monetary policy affects that connection. This literature finds that financial vulnerabilities are inherent to financial systems and tend to be procyclical. Moreover, financial vulnerabilities amplify the effects of adverse shocks to the economy, so that even a small shock to fundamentals or a small revision of beliefs can create a self-reinforcing feedback loop that impairs credit provision, lowers asset prices, and depresses economic activity and inflation. Finally, monetary policy may affect the buildup of vulnerabilities, but the sign of the impact along some of its transmission channels is theoretically ambiguous and may vary with the state of the economy.

     
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    hdl: 10419/262052
    Schriftenreihe: Staff reports / Federal Reserve Bank of New York ; no. 1002 (February 2022)
    Schlagworte: monetary policy; financial stability; credit; leverage; liquidity; asset prices
    Umfang: 1 Online-Ressource (circa 29 Seiten)
  7. Financial stability considerations for monetary policy
    empirical evidence and challenges
    Autor*in: Boyarchenko, Nina; Favara, Giovanni; Schularick, Moritz
    Erschienen: [2022]
    Verlag:  Federal Reserve Bank of New York, New York, NY

    This paper reviews literature on the empirical relationship between vulnerabilities in the financial system and the macroeconomy, and how monetary policy affects that connection. Financial vulnerabilities build up over time, with both risk appetite... mehr

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    This paper reviews literature on the empirical relationship between vulnerabilities in the financial system and the macroeconomy, and how monetary policy affects that connection. Financial vulnerabilities build up over time, with both risk appetite and risk taking rising during economic expansions. To some extent, financial crises are predictable and have severe real economic consequences when they occur. Empirically it is difficult to link monetary policy to financial vulnerabilities, in part because financial cycles have long durations, making it difficult to separate effects of changes in monetary policy from other business cycle effects.

     
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    hdl: 10419/262053
    Schriftenreihe: Staff reports / Federal Reserve Bank of New York ; no. 1003 (February 2022)
    Schlagworte: monetary policy; financial stability; financial crises; credit; leverage; liquidity; asset prices
    Umfang: 1 Online-Ressource (circa 33 Seiten)
  8. Monetary policy and asset price overshooting: a rationale for the Wall/Main Street disconnect
    Autor*in: Caballero, Ricardo J.; Simsek, Alp
    Erschienen: March 2022
    Verlag:  CESifo, Center for Economic Studies & Ifo Institute, Munich, Germany

    We analyze optimal monetary policy and its implications for asset prices, when aggregate demand has inertia and responds to asset prices with a lag. If there is a negative output gap, the central bank optimally overshoots aggregate asset prices... mehr

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    We analyze optimal monetary policy and its implications for asset prices, when aggregate demand has inertia and responds to asset prices with a lag. If there is a negative output gap, the central bank optimally overshoots aggregate asset prices (asset prices are initially pushed above their steady-state levels consistent with current potential output). Overshooting leads to a temporary disconnect between the performance of financial markets and the real economy, but it accelerates the recovery. When there is a lower-bound constraint on the discount rate, overshooting becomes a concave and non-monotonic function of the output gap: the asset price boost is low for a deeply negative initial output gap, grows as the output gap improves over a range, and shrinks toward zero as the output gap improves further. This pattern also implies that good macroeconomic news is better news for asset prices when the output gap is more negative. Finally, we document that during the Covid-19 recovery, the policy-induced overshooting was large−sufficient to explain the high levels of stock and house prices in 2021.

     
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    hdl: 10419/252149
    Schriftenreihe: CESifo working paper ; no. 9632 (2022)
    Schlagworte: monetary policy; aggregate demand inertia; lags; output gap; recovery; asset prices; overshooting; Wall/Main Street disconnect; Covid-19; interest rate lower bound; macroeconomic news; market bond portfolio; QE/LSAPs
    Umfang: 1 Online-Ressource (circa 76 Seiten), Illustrationen
  9. The price of money
    now collateral policy affects the yield curve
    Autor*in: Nyborg, Kjell G.; Woschitz, Jiri
    Erschienen: 2021
    Verlag:  Swiss Finance Institute, Geneva

    Central-bank collateral policy governs the convertibility of assets into central-bank money provided directly by the central bank. Focusing on government bonds, we develop clean identification of variation in such convertibility by exploiting... mehr

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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Central-bank collateral policy governs the convertibility of assets into central-bank money provided directly by the central bank. Focusing on government bonds, we develop clean identification of variation in such convertibility by exploiting differential treatment of same-country government bonds in the euro area. Combining difference-in-differences analysis with yield-curve modeling on four separate events, we show that reduced convertibility lifts yields, but with the effect tapering off at longer maturities. Our findings imply that central-bank money is priced in the market and that a central bank can move and shape the yield curve through collateral policy

     
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    Schriftenreihe: Research paper series / Swiss Finance Institute ; no 21, 74
    Schlagworte: Yield curve; central bank; collateral policy; monetary policy; haircuts; repo; asset prices; liquidity; central-bank money; government bonds
    Umfang: 1 Online-Ressource (circa 69 Seiten), Illustrationen
  10. Learning from prices
    information aggregation and accumulation in an asset price model
    Autor*in: Berardi, Michele
    Erschienen: July 2020
    Verlag:  School of Social Sciences, The University of Manchester, Manchester

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    Schriftenreihe: Economics discussion paper series / The University of Manchester ; EDP-20, 09
    Schlagworte: uncertainty; information; Bayesian learning; asset prices
    Umfang: 1 Online-Ressource (circa 39 Seiten)
  11. Financial stability considerations for monetary policy
    theoretical mechanisms
    Autor*in: Ajello, Andrea; Boyarchenko, Nina; Gourio, François; Tambalotti, Andrea
    Erschienen: [2022]
    Verlag:  Federal Reserve Bank of Chicago, [Chicago, Illinois]

    This paper reviews the theoretical literature at the intersection of macroeconomics and finance to draw lessons on the connection between vulnerabilities in the financial system and the macroeconomy, and on how monetary policy affects that... mehr

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    This paper reviews the theoretical literature at the intersection of macroeconomics and finance to draw lessons on the connection between vulnerabilities in the financial system and the macroeconomy, and on how monetary policy affects that connection. This literature finds that financial vulnerabilities are inherent to financial systems and tend to be procyclical. Moreover, financial vulnerabilities amplify the effects of adverse shocks to the economy, so that even a small shock to fundamentals or a small revision of beliefs can create a self-reinforcing feedback loop that impairs credit provision, lowers asset prices, and depresses economic activity and inflation. Finally, monetary policy may affect the buildup of vulnerabilities, but the sign of the impact along some of its transmission channels is theoretically ambiguous and may vary with the state of the economy.

     
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    hdl: 10419/251016
    Schriftenreihe: [Working paper] / Federal Reserve Bank of Chicago ; WP 2022, 06 (February 2022)
    Schlagworte: monetary policy; financial stability; financial crises; credit; leverage; liquidity; asset prices
    Umfang: 1 Online-Ressource (circa 29 Seiten)
  12. Uncertainty, stock prices, and debt structure
    evidence from the U.S.-China trade war
    Autor*in: Ozdagli, Ali; Wang, Jianlin
    Erschienen: July 2022
    Verlag:  Federal Reserve Bank of Dallas, Research Department, Dallas

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    Schriftenreihe: Working paper / Federal Reserve Bank of Dallas, Research Department ; 2212
    Schlagworte: Policy uncertainty; asset prices; debt structure; zombie firms; trade war
    Umfang: 1 Online-Ressource (circa 47 Seiten), Illustrationen
  13. Information externalities, funding liquidity, and fire sales
    Autor*in: Altinoglu, Levent; Chang, Jin Wook
    Erschienen: July 22, 2022
    Verlag:  Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, Washington, D.C.

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    Schriftenreihe: Finance and economics discussion series ; 2022, 052
    Schlagworte: beliefs; learning; fire sales; liquidity; asset prices; information asymmetry
    Umfang: 1 Online-Ressource (circa 82 Seiten), Illustrationen
  14. The heterogeneous response of real estate asset prices to a global shock
    Autor*in: Heiniger, Sandro; Koeniger, Winfried; Lechner, Michael
    Erschienen: November 2022
    Verlag:  IZA - Institute of Labor Economics, Bonn, Germany

    We estimate the transmission of the pandemic shock in 2020 to prices in the residential and commercial real estate market by causal machine learning, using new granular data at the municipal level for Germany. We exploit differences in the incidence... mehr

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    We estimate the transmission of the pandemic shock in 2020 to prices in the residential and commercial real estate market by causal machine learning, using new granular data at the municipal level for Germany. We exploit differences in the incidence of Covid infections or short-time work at the municipal level for identification. In contrast to evidence for other countries, we find that the pandemic had only temporary negative effects on rents for some real estate types and increased asset prices of real estate particularly in the top price segment of commercial real estate.

     
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    hdl: 10419/267436
    Schriftenreihe: Discussion paper series / IZA ; no. 15699
    Schlagworte: real estate; asset prices; rents; short-time work; affordability crisis; COVID-19
    Umfang: 1 Online-Ressource (circa 58 Seiten), Illustrationen
  15. The heterogeneous response of real estate asset prices to a global shock
    Autor*in: Heiniger, Sandro; Koeniger, Winfried; Lechner, Michael
    Erschienen: November 2022
    Verlag:  CESifo, Munich, Germany

    We estimate the transmission of the pandemic shock in 2020 to prices in the residential and commercial real estate market by causal machine learning, using new granular data at the municipal level for Germany. We exploit differences in the incidence... mehr

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    DS 63
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    We estimate the transmission of the pandemic shock in 2020 to prices in the residential and commercial real estate market by causal machine learning, using new granular data at the municipal level for Germany. We exploit differences in the incidence of Covid infections or short-time work at the municipal level for identification. In contrast to evidence for other countries, we find that the pandemic had only temporary negative effects on rents for some real estate types and increased asset prices of real estate particularly in the top price segment of commercial real estate.

     
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    hdl: 10419/267315
    Schriftenreihe: CESifo working papers ; 10083 (2022)
    Schlagworte: real estate; asset prices; rents; Covid pandemic; short-time work; affordability crisis
    Umfang: 1 Online-Ressource (circa 58 Seiten), Illustrationen
  16. Monetary policy, inflation, and crises
    new evidence from history and administrative data
    Autor*in: Jiménez, Gabriel; Kuvshinov, Dmitry; Peydró, José-Luis; Richter, Björn
    Erschienen: December 2022
    Verlag:  Universitat Pompeu Fabra, Department of Economics and Business, Barcelona

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    Schriftenreihe: Economics working paper series ; no. 1854
    Schlagworte: monetary policy; financial stability; financial crises; credit; asset prices; banks; macro-finance
    Umfang: 1 Online-Ressource (circa 51 Seiten), Illustrationen
  17. Stock market spillovers via the global production network
    transmission of U.S. monetary policy
    Autor*in: Di Giovanni, Julian; Hale, Galina
    Erschienen: October 2020
    Verlag:  GSE, Graduate School of Economics, Barcelona

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    Schriftenreihe: Barcelona GSE working paper series ; no 1213
    Schlagworte: Global production network; asset prices; monetary policy shocks
    Umfang: 1 Online-Ressource (circa 51 Seiten), Illustrationen
  18. Alternative measures for the global financial cycle
    do they make a difference?
    Autor*in: Tian, Xin; Jacobs, Jan; Haan, Jakob de
    Erschienen: April 2022
    Verlag:  CESifo, Center for Economic Studies & Ifo Institute, Munich, Germany

    We construct several measures for the global financial cycle using dynamic factor models and data for 25 advanced and emerging countries over 1980-2019. Our results suggest that global cycles in asset prices and capital flows are highly similar and... mehr

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    We construct several measures for the global financial cycle using dynamic factor models and data for 25 advanced and emerging countries over 1980-2019. Our results suggest that global cycles in asset prices and capital flows are highly similar and synchronized, especially during crisis episodes. Our measures for asset-specific global cycles suggest that cycles in credit and house prices are less volatile and have a longer duration than cycles in equity and bond prices. Finally, we find significant co-movement of our global financial cycle measures and two measures as suggested in the literature that are based on top-down and bottom-up approaches.

     
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    hdl: 10419/260860
    Schriftenreihe: CESifo working paper ; no. 9730 (2022)
    Schlagworte: global financial cycle; national financial cycle; dynamic factor analysis; capital flows; asset prices
    Umfang: 1 Online-Ressource (circa 46 Seiten), Illustrationen
  19. How does the economic uncertainty affect asset prices under normal and financial distress times?
    Autor*in: Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin; Aygun, Gurcan; Wohar, Mark E.
    Erschienen: May 2022
    Verlag:  IZA - Institute of Labor Economics, Bonn, Germany

    By using a nonlinear VAR model, we investigate whether the response of the US stock and housing markets to uncertainty shocks depends on financial conditions. Our model allows us to change the response of the US financial markets to volatility shocks... mehr

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    By using a nonlinear VAR model, we investigate whether the response of the US stock and housing markets to uncertainty shocks depends on financial conditions. Our model allows us to change the response of the US financial markets to volatility shocks in periods of normal and financial distress. We find strong evidence that uncertainty shocks have adverse effects on the US financial markets, irrespective of financial conditions. Moreover, our empirical results show that the rebound in US housing prices, which fell sharply in the economic turmoil, is state-dependent. This reflects the Fed's expansionary monetary policy to stabilize the US housing market. Furthermore, our findings reveal that economic agents who closely monitor the impact of uncertainty on the US stock and housing markets should also consider financial frictions in the US economy.

     
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    hdl: 10419/263512
    Schriftenreihe: Discussion paper series / IZA ; no. 15296
    Schlagworte: asset prices; economic uncertainty; financial conditions; regime switching; US
    Umfang: 1 Online-Ressource (circa 28 Seiten), Illustrationen
  20. Uncertainties and vulnerabilities
    Erschienen: January 2012
    Verlag:  Washington, DC, DC

    The world economy has entered a dangerous period. Some of the financial turmoil in Europe has spread to developing and other high-income countries, which until earlier had been unaffected. This contagion has pushed up borrowing costs in many parts of... mehr

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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    The world economy has entered a dangerous period. Some of the financial turmoil in Europe has spread to developing and other high-income countries, which until earlier had been unaffected. This contagion has pushed up borrowing costs in many parts of the world, and pushed down stock markets, while capital flows to developing countries have fallen sharply. Europe appears to have entered recession. At the same time, growth in several major developing countries (Brazil, India and, to a lesser extent, Russia, South Africa and Turkey) is significantly slower than it was earlier in the recovery, mainly reflecting policy tightening initiated in late 2010 and early 2011 in order to combat rising inflationary pressures. As a result, and despite a strengthening of activity in the United States and Japan, global growth and world trade have slowed sharply.

     
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    Quelle: Staatsbibliothek zu Berlin
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    hdl: 10986/12105
    Schriftenreihe: Global economic prospects ; volume 4 (January 2012)
    Schlagworte: Wirtschaftslage; Welt; access to bond markets; accounting; asset base; asset prices; bailout; balance of payments; bank activity; bank assets; bank balance sheets; Bank Debt; bank lending; bank loans; Banking Assets; banking crises; banking sector; banking sectors; banking system; banking systems; basis point; basis points; binding constraint; bond auctions; Bond Bank; bond funds; bond indexes; bond issuances; bond issuer; bond sales; bond spreads; Bond yields; bonds; borrowing costs; business cycle; capital adequacy; capital flow; Capital flows; capital markets; capital outflows; capital requirements; capital stock; CDS; Central Bank; central banks; collateral; commercial banks; Commodities; commodity; commodity exports; commodity price; Commodity Prices; consumer durables; contingency planning; Copyright Clearance; Copyright Clearance Center; corporate bond; corporate bond issuance; country debt; credit default; credit default swap; credit default swaps; credit histories; credit squeeze; credit squeezes; creditors; cross-border flows; currency depreciations; currency risk; Current Account Deficit; current account deficits; debt crisis; debt flows; debt holdings; debt issues; debt levels; debt ratios; Debt Repayment; debts; defaults; deficits; deposit; depositors; deposits; developing countries; Developing country; developing??country; domestic bank; domestic banking; domestic banks; domestic bond; domestic bond markets; Domestic bonds; downside scenario; downside scenarios; economic developments; emerging market; emerging market equities; Emerging Markets; emerging-market; enforcement mechanisms; equity flows; equity funds; equity issuance; equity markets; equity values; exchange rate; Exchange Rates; expenditure; expenditures; export growth; exporters; exposure; external debt; finances; financial crises; financial crisis; Financial flows; financial institutions; financial markets; Financial Stability; financial stress; financial support; financial systems; financing requirements; fiscal deficits; fixed investment; food prices; foreign banks; foreign capital; foreign currency; foreign holdings; foreign investment; foreign investor; Global Economic Prospects; Global Economy; global financial markets; global markets; global trade; government bonds; government deficit; government deficits; government financing; government revenues; growth rates; holding; holdings; host countries; Income; incomes; Inflation; inflation rate; inflationary pressures; insurance; interest rate; interest rates; International Bank; international bond; International capital; International capital flows; international financial market; International Trade; investment vehicles; liquidity; loan; loan exposures; loan portfolios; local currency; local government; local markets; local stock markets; long term debt; long-term debt; long-term yields; loss of confidence; mark-to-market; market competition; market conditions; market confidence; market equity; market participants; market price; market prices; market value; middle-income countries; monetary policy; Net debt; non-performing loan; nonperforming loans; oil price; oil prices; output; pension; pension system; policy response; political uncertainty; portfolio; power parity; private banks; private capital; private capital inflows; Private creditors; private debt; prudential regulation; purchasing power; remittance; remittances; reserves; return; risk aversion; safety net; secondary bond markets; short-term bonds; short-term debt; short-term finance; Short-term yields; social safety net; solvency; sovereign bond; sovereign debt; sovereign yields; stock markets; sustainable growth; swap; tax; trade finance; trade sectors; trading; tranche; transition countries; valuations; wholesale funding; world economy; world trade
    Umfang: 1 Online-Ressource (circa 165 Seiten), Illustrationen
  21. Monetary policy and asset prices: the impact of globalization on monetary policy trade-offs
    Autor*in: Berger, Wolfram; Kißmer, Friedrich; Knütter, Rolf
    Erschienen: 2007
    Verlag:  FernUniversität in Hagen, Hagen

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    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    RVK Klassifikation: QB 910 ; QB 910
    Schriftenreihe: Diskussionsbeiträge der Fakultät für Wirtschaftswissenschaft der FernUniversität in Hagen ; 412
    Schlagworte: Geldpolitik; Börsenkurs; Finanzkrise; Globalisierung; Phillips-Kurve; Realzins; Theorie
    Weitere Schlagworte: (stw)Geldpolitik; (stw)Börsenkurs; (stw)Finanzkrise; (stw)Finanzkrise; (stw)Globalisierung; (stw)Phillips-Kurve; (stw)Realzins; (stw)Theorie; Monetary policy; asset prices; credit crunch; boom-bust cycles; globalization; Phillips curve; Arbeitspapier; Graue Literatur; Buch; Als Aufsatz endgültig erschienen
    Umfang: Online-Ressource
  22. Monetary policy and asset prices: the impact of globalization on monetary policy trade-offs
    Autor*in: Berger, Wolfram; Kißmer, Friedrich; Knütter, Rolf
    Erschienen: 2007
    Verlag:  Fernuniv., Fachbereich Wirtschaftswiss., Hagen

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    Sprache: Englisch
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    Format: Druck
    RVK Klassifikation: QB 910 ; QB 910
    Schriftenreihe: Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen ; No. 412
    Schlagworte: Geldpolitik; Börsenkurs; Finanzkrise; Globalisierung; Phillips-Kurve; Realzins; Theorie
    Weitere Schlagworte: (stw)Geldpolitik; (stw)Börsenkurs; (stw)Finanzkrise; (stw)Finanzkrise; (stw)Globalisierung; (stw)Phillips-Kurve; (stw)Realzins; (stw)Theorie; Monetary policy; asset prices; credit crunch; boom-bust cycles; globalization; Phillips curve; Arbeitspapier; Graue Literatur; Buch; Als Aufsatz endgültig erschienen
    Umfang: 21 S., 30 cm
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  23. Temperature volatility risk
    Autor*in: Donadelli, Michael; Jüppner, Marcus; Paradiso, Antonio; Schlag, Christian
    Erschienen: [2019]
    Verlag:  Department of Economics, Ca’ Foscari University of Venice, Venice Italy

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 495
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Working paper / Ca' Foscari University of Venice, Department of Economics ; 2019, no. 05
    Schlagworte: Temperature volatility; TFP; asset prices; and welfare costs
    Umfang: 1 Online-Ressource (circa 53 Seiten), Illustrationen
  24. Safety traps, liquidity and information-sensitive assets
    Autor*in: Loberto, Michele
    Erschienen: [2019]
    Verlag:  Banca d'Italia Eurosistema, [Rom]

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 450
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Temi di discussione / Banca d'Italia ; number 1216 (April 2019)
    Schlagworte: safe assets; private information; liquidity; asset prices
    Umfang: 1 Online-Ressource (circa 51 Seiten), Illustrationen
  25. A monetary policy asset pricing model
    Autor*in: Caballero, Ricardo J.; Simsek, Alp
    Erschienen: 25 August 2023
    Verlag:  Centre for Economic Policy Research, London

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    LZ 161
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    Standort:
    Universitätsbibliothek Mannheim
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    Sprache: Englisch
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    Schriftenreihe: Array ; DP18393
    Schlagworte: Monetary policy; asset prices; transmission lags; interest rates; volatility; risk premium; aggregate demand and supply shocks; output and ináationgaps; inertia; overshooting; beliefs; disagreements; policy ìmistakesî; behind-the-curve; Fed put/call
    Umfang: 1 Online-Ressource (circa 66 Seiten)