Search Results

Ageing and asset prices,
Elod Takats, from Bank for International Settlements (2010)
Keywords: ageing, asset prices, house prices

Asset pricing implications of a new keynesian model,
Bianca De Paoli, Alasdair Scott and Olaf Weeken, from HAL (2010)
Keywords: Asset prices

Fourier Inversion Formulas for Multiple-Asset Option Pricing,
Bruno Feunou and Ernest Tafolong, from Bank of Canada (2015)
Keywords: Asset Pricing

Some new variance bounds for asset prices: a comment,
Kevin Lansing, from Federal Reserve Bank of San Francisco (2010)
Keywords: Asset pricing

Fund managers, career concerns, and asset price volatility,
Veronica Guerrieri and Péter Kondor, from Federal Reserve Bank of Minneapolis (2010)
Keywords: Asset pricing

Quantitative asset pricing implications of endogenous solvency constraints,
Fernando Alvarez and Urban Jermann, from Federal Reserve Bank of Philadelphia (1999)
Keywords: Asset pricing

Approximating the Asset Pricing Kernel,
David Chapman, from Rochester, Business - Financial Research and Policy Studies (1996)
Keywords: CAPITAL MARKET ; ASSETS ; PRICING

Liquidity Discovery and Asset Pricing,
Duane Seppi, Michael Gallmeyer and Burton Hollifield, from Econometric Society (2004)
Keywords: Liquidity, Asset Pricing

Asset Pricing - A Brief Review,
Minqiang Li, from University Library of Munich, Germany (2010)
Keywords: Asset Pricing Models

Trading Volume and Asset Prices,
Jiang Wang, in Annals of Economics and Finance (2002)
Keywords: Trading volume, Asset prices

Asset pricing with return extrapolation,
Lawrence J. Jin and Pengfei Sui, in Journal of Financial Economics (2022)
Keywords: Expectations; Extrapolation; Asset prices;

Asset Prices and Hyperbolic Discounting,
Liutang Gong, William Smith and Heng-Fu Zou, in Annals of Economics and Finance (2007)
Keywords: Asset-Pricing, Hyperbolic Discounting

Alternative theory of asset pricing,
Moawia Alghalith, in Journal of Asset Management (2009)
Keywords: asset pricing, arbitrage, uncertainty

Global asset pricing,
Karen Lewis, from Federal Reserve Bank of Dallas (2011)
Keywords: Asset pricing; Financial markets

Monetary policy and asset prices,
Brett W. Fawley and Luciana Juvenal, in Economic Synopses (2010)
Keywords: Monetary policy; Asset pricing

Risk, uncertainty, and asset prices,
Geert Bekaert, Eric Engstrom and Yuhang Xing, from Board of Governors of the Federal Reserve System (U.S.) (2005)
Keywords: Asset pricing; Risk; Uncertainty

Taxes, regulations, and asset prices,
Ellen McGrattan and Edward Prescott, from Federal Reserve Bank of Minneapolis (2001)
Keywords: Asset pricing; Taxation; Regulation

Experimental Research On Asset Pricing,
Charles Noussair and Steven Tucker, from Tilburg University, Center for Economic Research (2013)
Keywords: Survey; Experiments; Asset Pricing

Information, Liquidity and Asset Prices,
Benjamin Lester, Andrew Postlewaite and Randall Wright, from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2008)
Keywords: Money, Asset Pricing, Liquidity

Leverage and asset prices: an experiment,
Marco Cipriani, Ana Fostel and Daniel Houser, from Federal Reserve Bank of New York (2012)
Keywords: Asset pricing; Financial leverage

Rational asset pricing bubbles,
Manuel S. Santos and Michael Woodford, from Universidad Carlos III de Madrid. Departamento de Economía (1995)
Keywords: Asset pricing bubbles

Asset Prices and Hyperbolic Discounting,
Liutang Gong, William Smith and Heng-Fu Zou, from China Economics and Management Academy, Central University of Finance and Economics (2011)
Keywords: Asset-Pricing, Hyperbolic Discounting

The Implications of Heterogeneity and Inequality for Asset Pricing,
Stavros Panageas, in Foundations and Trends(R) in Finance (2020)
Keywords: Asset pricing, Asset pricing: Models, Asset pricing: Theory

India: Asset Prices and the Macroeconomy,
Catriona Purfield, from International Monetary Fund (2007)
Keywords: WP;asset price;asset market;asset-price swing;asset price movement;per capita income

Asset price volatility and banks,
Yu Zhang, in Journal of Mathematical Economics (2017)
Keywords: Banks; Asset markets; Liquidity; Asset price volatility;

Safe asset shortages and asset price bubbles,
Kosuke Aoki, Tomoyuki Nakajima and Kalin Nikolov, in Journal of Mathematical Economics (2014)
Keywords: Safe asset shortage; Asset price bubbles;

Safe Asset Shortages and Asset Price Bubbles,
Kosuke Aoki, Tomoyuki Nakajima and Kalin Nikolov, from Kyoto University, Institute of Economic Research (2014)
Keywords: Safe Asset Shortage, Asset Price Bubbles.

Dynamic Leverage Asset Pricing,
Tobias Adrian, Emanuel Moench and Hyun Song Shin, from Federal Reserve Bank of New York (2013)
Keywords: leverage cycles; dynamic asset pricing; intermediary asset pricing

A theory of asset price booms and busts and the uncertain return to innovation,
Satyajit Chatterjee, in Business Review (2011)
Keywords: Asset pricing

Financial Liberalization and the Asset Price Cycle,
M.P. Moore, from California Irvine - School of Social Sciences (1997)
Keywords: FINANCIAL MARKET ; ASSET PRICES

Past Market Variance and Asset Prices,
Federico M. Bandi and Benoit Perron, from CIRANO (2011)
Keywords: Asset prices, financial markets,

Asset Prices with Heterogeneity in Preferences and Beliefs,
Raman Uppal and Harjoat Bhamra, from C.E.P.R. Discussion Papers (2013)
Keywords: Asset pricing; General equilibrium

Asset pricing with concentrated ownership of capital,
Kevin Lansing, from Federal Reserve Bank of San Francisco (2011)
Keywords: Asset pricing; Capital

The impact of monetary policy on asset prices,
Roberto Rigobon and Brian P. Sack, from Board of Governors of the Federal Reserve System (U.S.) (2002)
Keywords: Monetary policy; Asset pricing

Econometric evaluation of asset pricing models,
Wayne Ferson and Ravi Jagannathan, from Federal Reserve Bank of Minneapolis (1996)
Keywords: capital asset pricing model

Asset prices and liquidity in an exchange economy,
Ricardo Lagos, from Federal Reserve Bank of Minneapolis (2006)
Keywords: Asset pricing; Liquidity (Economics)

Fiscal adjustments and asset price movements,
Athanasios Tagkalakis, from Bank of Greece (2009)
Keywords: Asset prices; fiscal adjustments

Asset pricing in monetary economies,
Lukas Altermatt, Kohei Iwasaki and Randall Wright, in Journal of International Money and Finance (2021)
Keywords: Liquidity; Asset pricing; Monetary economics;

Regulating Asset Price Risk,
Philippe Bacchetta, Cédric Tille and Eric van Wincoop, from Economics Section, The Graduate Institute of International Studies (2011)
Keywords: Asset Pricing, Risk Management, Leverage.

Liquidity and Asset Prices,
Yakov Amihud, Haim Mendelson and Lasse Pedersen, from University Library of Munich, Germany (2005)
Keywords: Liquidity; Liquidity Risk; Asset Prices

Regulating Asset Price Risk,
Philippe Bacchetta, Cédric Tille and Eric van Wincoop, from Swiss Finance Institute (2011)
Keywords: Asset Pricing, Risk Management, Leverage.

Monetary policy and asset prices,
Kevin Lansing, in FRBSF Economic Letter (2008)
Keywords: Monetary policy; Assets (Accounting) - Prices

Leverage and Asset Prices: An Experiment,
Marco Cipriani, Ana Fostel and Daniel Houser, from George Mason University, Interdisciplinary Center for Economic Science (2012)
Keywords: Leverage, Asset Pricing, Experimental Economics

Happiness maintenance and asset prices,
Antonio Falato, from Board of Governors of the Federal Reserve System (U.S.) (2008)
Keywords: Asset pricing; Uncertainty; Financial markets

Central Clearing and Asset Prices,
Albert Menkveld, Emiliano Pagnotta and Marius Zoican, from Tinbergen Institute (2013)
Keywords: clearing, asset prices, margins, liquidity

Regulating Asset Price Risk,
Philippe Bacchetta, Cédric Tille and Eric van Wincoop, from Université de Lausanne, Faculté des HEC, Département d’économie (2011)
Keywords: asset pricing; risk management; leverage

Leverage and Asset Prices: An Experiment,
Ana Fostel, from The George Washington University, Institute for International Economic Policy (2012)
Keywords: Leverage, Asset Pricing, Experimental Economics

Default risk in asset pricing,
Pierre Mella-Baral and Pierre Tychon, from Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (1996)
Keywords: asset pricing; default risk; bankruptcy

Price discovery and asset pricing,
Paresh Narayan, Dinh Phan, Kannan Thuraisamy and Joakim Westerlund, in Pacific-Basin Finance Journal (2016)
Keywords: Price discovery; Asset pricing; Islamic stocks; Predictive regression; Out-of-sample;

Three Remarks On Asset Pricing,
Victor Olkhov, from University Library of Munich, Germany (2021)
Keywords: asset pricing, volatility, price probability, market trades

Three Remarks On Asset Pricing,
Victor Olkhov, from University Library of Munich, Germany (2021)
Keywords: asset pricing, volatility, price probability, market trades

Costly Interpretation of Asset Prices,
Jordi Mondria, Xavier Vives and Liyan Yang, in Management Science (2022)
Keywords: investor sophistication, price momentum, asset prices, complementarity

Costly Interpretation of Asset Prices,
Xavier Vives, Liyan Yang and Jordi Mondria, from C.E.P.R. Discussion Papers (2017)
Keywords: Investor sophistication; Price momentum; Asset prices; Complementarity

Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model?,
Anne-Sofie Reng Rasmussen, from University of Aarhus, Aarhus School of Business, Department of Business Studies (2006)
Keywords: C-CAPM; intertemporal asset pricing; conditional asset pricing; pricing errors

The Classification and Identification of Asset Price Bubbles,
Lubos Komarek and Ivana Kubicová, in Czech Journal of Economics and Finance (Finance a uver) (2011)
Keywords: asset prices, asset bubbles, equilibrium value, misalignment

Bubbles in Asset Prices,
Burton Malkiel, from Princeton University, Department of Economics, Center for Economic Policy Studies. (2010)
Keywords: Asset prices, price bubbles, housing prices, housing bubble

Explaining asset pricing puzzles associated with the 1987 market crash,
Luca Benzoni, Pierre Collin-Dufresne and Robert S. Goldstein, from Federal Reserve Bank of Chicago (2010)
Keywords: Asset pricing; Prices; Markets

Asset Prices and Institutional Investors,
Suleyman Basak and Anna Pavlova, from C.E.P.R. Discussion Papers (2012)
Keywords: Asset class; Asset pricing; General equilibrium; Indexing; Institutions; Money management

Monetary Policy and Asset Prices,
Athanasios Geromichalos, Juan M Licari and José Suárez-Lledó, in Review of Economic Dynamics (2007)
Keywords: Liquidity; Monetary policy; Inflation; Asset pricing; Asset returns

The Enigma of Japanese Asset Prices,
Richard Werner, from Palgrave Macmillan (2005)
Keywords: Asset Price, Land Price, Land Prex, Commercial Real Estate, Asset Price Bubble

Expectations Structure in Asset Pricing Experiments,
Giulio Bottazzi and Giovanna Devetag, from Springer (2005)
Keywords: Asset Price, Risky Asset, Price Return, Financial Advisor, Confidence Range

Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model,
Min-Hsien Chiang and Chihwa Kao, in Economics Bulletin (2005)
Keywords: Asset Pricing

Should Monetary Policy Respond to Asset Price Misalignments?,
Alexandros Kontonikas and Christos Ioannidis, from University Library of Munich, Germany (2004)
Keywords: Monetary policy; Asset prices

Do Heterogeneous Beliefs Matter for Asset Pricing?,
Jennifer Juergens, Evan Anderson and Eric Ghysels, from Econometric Society (2004)
Keywords: Heterogeneous Beliefs, Asset pricing

Global Sunspots and Asset Prices in a Monetary Economy,
Roger Farmer, from C.E.P.R. Discussion Papers (2015)
Keywords: Asset prices; Sunspots

Zoomers and Boomers: Asset Prices and Intergenerational Inequality,
Roger Farmer and Leland Farmer, from C.E.P.R. Discussion Papers (2022)
Keywords: Asset pricing; Indeterminacy

Pricing Indefinitely Lived Assets: Experimental Evidence,
John Duffy, Janet Jiang and Huan Xie, from Bank of Canada (2023)
Keywords: Asset pricing; Financial markets

Asset price booms and current account deficits,
Paul Bergin, in FRBSF Economic Letter (2011)
Keywords: Balance of payments; Asset pricing

Asset prices and their effect on the U.S. trade balance,
Luciana Juvenal, in Economic Synopses (2009)
Keywords: Balance of trade; Asset pricing

Solving an empirical puzzle in the capital asset pricing model,
Jalal Akhavein, John H. Leusner and P. A. V. B. Swamy, from Board of Governors of the Federal Reserve System (U.S.) (1996)
Keywords: capital asset pricing model

Expected returns, yield spreads, and asset pricing tests,
Murillo Campello, Long Chen and Lu Zhang, in Proceedings (2005)
Keywords: Asset pricing; Financial markets

Understanding Asset Prices: Determinants and Policy Implications,
Laurent Clerc, from Banque de France (2007)
Keywords: Asset prices ; Monetary policy.

A quantitative study of the role of wealth inequality on asset prices,
Juan Carlos Hatchondo, from Federal Reserve Bank of Richmond (2005)
Keywords: Wealth; Asset pricing

The Effect of Asset Price Jumps on Consumption and Investment Decisions,
Toby Daglish, from Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation (2008)
Keywords: asset pricing, investment decisions,

Production-Based Asset Pricing Models and Finance Constraints,
Huntley Schaller, from Carleton University, Department of Economics (1993)
Keywords: asset pricing, finance constraints

Asset price bubbles and economic welfare,
Paresh Narayan, Susan Sharma and Dinh Phan, in International Review of Financial Analysis (2016)
Keywords: Asset price bubbles; Welfare; Predictability;

Investment and Asset Prices with Financing Constraints,
Amir Yaron and João Gomes, from Society for Economic Dynamics (2004)
Keywords: Financing Constraints, Investment, Asset Prices

Asset pricing with an imprecise information set,
Gady Jacoby, Gemma Lee, Alexander Paseka and Yan Wang, in Pacific-Basin Finance Journal (2019)
Keywords: Asset pricing; Accounting information risk;

Agency Conflicts, Investment, and Asset Pricing,
Neng Wang and Rui Albuquerque, from Society for Computational Economics (2005)
Keywords: investment, asset pricing, investor protection

"Overreaction" of Asset Prices in General Equilibrium,
S. Aiyagari and Mark Gertler, from C.V. Starr Center for Applied Economics, New York University (1998)
Keywords: PRICING ; GENERAL EQUILIBRIUM ; FINANCIAL ASSETS

Asset prices, credit and the Russian economy,
Haroon Mumtaz, Alexandra Solovyeva and Elena Vasilieva, from Centre for Central Banking Studies, Bank of England (2012)
Keywords: Asset prices, credit and the Russian economy

Pricing Assets in a Perpetual Youth Model,
Roger Farmer, in Review of Economic Dynamics (2018)
Keywords: Asset prices; Equity premium; Sunspots

Liquidity and Asset Prices: A Unified Framework,
Dimitri Vayanos and Jiang Wang, from C.E.P.R. Discussion Papers (2009)
Keywords: Asset prices; Liquidity; Market imperfections

Mood, Memory, and the Evaluation of Asset Prices,
Aaron L Bodoh-Creed, in Review of Finance (2020)
Keywords: Behavioral asset pricing, Memory, Mood

Asset prices in segmented and integrated markets,
Paolo Guasoni and Kwok Chuen Wong, in Finance and Stochastics (2020)
Keywords: Asset pricing, Integration, Financialisation, Equilibrium

Temporal risk aversion and asset prices,
Skander Van den Heuvel, from Board of Governors of the Federal Reserve System (U.S.) (2008)
Keywords: Financial risk management; Asset pricing

The valuation and pricing of information assets,
Ralph Adler, Carolyn Stringer and Max Yap, in Pacific Accounting Review (2016)
Keywords: Pricing, Information assets, Situational dependency, Tree diagram

Liquidity Risk and Asset Pricing,
Hongtao Li, Robert Novy-Marx and Mihail Velikov, in Critical Finance Review (2019)
Keywords: Asset pricing, Liquidity, Factor models, Momentum

Technological Diffusion and Asset Prices,
Edgar Ghossoub, from College of Business, University of Texas at San Antonio (2009)
Keywords: Stock Market, Asset Prices, Technological Diffusion

Disagreement and asset prices,
Bruce I. Carlin, Francis A. Longstaff and Kyle Matoba, in Journal of Financial Economics (2014)
Keywords: Disagreement; Asset prices; Return volatility; Trading volume;