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Displaying results 1 to 3 of 3.

  1. Behavioural finance at home
    testing deviations of house prices from their fundamental values
    Author: Lake, Alfred
    Published: [2020]
    Publisher:  University of Cambridge, Faculty of Economics, Cambridge

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VSP 1362
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Cambridge working paper in economics ; 20104
    Subjects: House Prices; Forecasting; Expectations; Housing Cycles; Monetary Shocks; Behavioural Housing
    Scope: 1 Online-Ressource (circa 53 Seiten), Illustrationen
  2. Optimal feasible expectations in economics and finance
    Author: Lake, Alfred
    Published: [2020]
    Publisher:  University of Cambridge, Faculty of Economics, Cambridge

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VSP 1362
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Cambridge working paper in economics ; 20105
    Subjects: Forecasting; Expectations; Uncertainty; Shrinkage; Inflation; Nominal Rigidities; Factor Models
    Scope: 1 Online-Ressource (circa 54 Seiten), Illustrationen
  3. Estimating financial integration in Europe
    how to separate structural trends from cyclical fluctuations
    Author: Lake, Alfred; Maurin, Laurent; Minnella, Enrico
    Published: November 2022
    Publisher:  European Investment Bank, Luxembourg

    We construct a new indicator of de facto financial integration in the EU. The resulting indicator is pro-cyclical as it evolves along the cyclical pattern of economic activity in the European Union. It is then appended to a set of relevant financial... more

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 429
    Inter-library loan:
    No inter-library loan

     

    We construct a new indicator of de facto financial integration in the EU. The resulting indicator is pro-cyclical as it evolves along the cyclical pattern of economic activity in the European Union. It is then appended to a set of relevant financial and macroeconomic variables, within a FAVAR framework, to allow us to separate the impact of cyclical boom-bust shocks from structural integration shocks. Increasing structural financial integration tends to improve risk absorption and reduce income disparities among European countries. However, our analysis suggests that most of the movements in the indicator reflect business cycle dynamics, not proper integration. Given the estimated beneficial effects of stronger structural financial integration, these results highlight the need to develop further policies to foster it in the EU.

     
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789286154089
    Other identifier:
    hdl: 10419/266484
    Series: Economics - working papers ; 2022, 15
    Subjects: Business Cycle; FAVAR Models; Financial Markets; Macroeconomic Shocks
    Scope: 1 Online-Ressource (circa 28 Seiten), Illustrationen