Asset Price Cycle
Fiscal policy and financial market movements
... particular asset price changes have on fiscal balances ...the asset price boom of the late 1990s and the windfall revenues it generated, which were then deemed as being of a structural nature ...
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Monetary policy and asset price volatility
... the asset price cycle in many of these cases were signifi- cant contractions in real economic ...seen asset price crashes in East Asia and Latin America, along with continued stagnation ...
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Structural balances and revenue windfalls: the role of asset prices revisited
... to asset prices to draw conclusions regarding the underlying budgetary position and fiscal stance in the recent ...regarding asset price movements in that year (and/or in the previous year if there ...
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Larry Summers’ interest rate conundrum CEPS Hi level Brief, 16 January 2014
... and asset price cycle is started when economic policy pushes the real funding rate below the real natural rate, which balances savings and investment in the long ...the price of existing ...
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Equilibrium interest rate and liquidity premium with transaction costs.
... illiquid asset, they buy more shares, consuming less at the beginning of their lifetime and more towards the ...total asset demand exceeds total asset ...illiquid asset are ...
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PRACTICE EXAM QUESTIONS ON OPTIONS
... underlying asset at the strike price on or before the expiration ...underlying asset at the strike price on or before the expiration ...stock price decrease with less risk than short ...
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The Fed's TRAP: A Taylor type Rule with Asset Prices
... The paper examines if US monetary policy implicitly responds to asset prices. Using real-time data and a GMM framework we estimate a Taylor-type rule with an asset cycle variable, which refers to ...
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ASEAN CREDIT GROWTH AND ASSET PRICE RESPONSE TO GLOBAL FINANCIAL CYCLE
... financial cycle fluctuations increase, investors tend to reduce their investment to developing ...and asset prices ...the price path, namely interest ...financial cycle impact on the financial ...
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Optimal Stopping Time to Buy an Asset When Growth Rate Is a Two State Markov Chain
... an asset in a posi- tion of an uptrend or downtrend in the financial market and currency market as well as other ...markets. Asset price is modeled as a geometric Brownian motion with drift being a ...
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The Reinsurance Price and the Insurance Cycle
... reinsurance price index and loss ratios for France, Germany and Switzerland are investigated over the recent period ...reinsurance price index is a significant variable explaining the fluctuations of the ...
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Asset price bubbles in the Australian market
... the price dynamics and how bubbles form has also been investigated in the experimental ...an asset and cash and are not allowed to ...the asset that pays a dividend over the length of the experiment, ...
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Price Manipulation in an Experimental Asset Market
... to price manipulation suppose that the fundamental value of the asset is ...the price of the asset converges rather quickly to its true ...the asset is ...any price above 100 and ...
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Fiscal adjustments and asset price movements
... whether asset prices movements have any effect on the probability of initiating and successfully concluding fiscal ...aggregate asset price index (taken from the Bank of International ...
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Can Excess Liquidity Signal an Asset Price Boom?
... aggregate asset price inflation (in the four quarters before the start of the excess liquidity period) all increase the probability of an asset price boom, while a larger interest rate gap or ...
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The asset growth of firms and stock price momentum
... sheet asset values, except for excluding those observations that seem large enough to be coding ...the asset growth rate is a simple measure of total investment activity in a firm that can provide ...
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Econophysics of Asset Price, Return and Multiple Expectations
... on price trends and fluctuations are studied at least since Muth (1961) and numerous papers (Lucas, 1972; Hansen and Sargent, 1979; Blume and Easley, 1984; Brunnermeier and Parker, 2005; Dominitz and Manski, 2005; ...
24
Essays on value at risk and asset price bubbles
... test and the mixed Kupiec joint test respectively. Among the univariate GARCH-type approaches, the GJR-GARCH(1,1) model performs the worst while the FIGARCH(1,1) model performs the best. The GJR-GARCH(1,1) model is ...
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Asset Price Booms, Busts and Financial Crises
... rising asset prices in the stock and housing markets, slowing real economic activity as measured by real per capital GDP, large current account deficits and sustained central government debt buildups (Reinhart and ...
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An analysis of some issues in asset price behaviour
... The failure to find a satisfactory economic explanation of the equity premium puzzle means that these models, and business tools derived from them, are built on shaky theoretical grounds[r] ...
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The State of Asset Management
... More commonly performed today is an asset condition assessment. Condition assessment is of value if it is used to the extent that it helps assess the nature and timing of possible failure, and should be focused on ...
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