Identifying The Role Of Risk Shocks In The Business Cycle Using Stock Price Data
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DOI: j.1465-7295.2011.00445.x
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Cited by:
- Sami Alpanda & Gino Cateau & Césaire Meh, 2018.
"A policy model to analyze macroprudential regulations and monetary policy,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(3), pages 828-863, August.
- Sami Alpanda & Gino Cateau & Césaire Meh, 2018. "A policy model to analyze macroprudential regulations and monetary policy," Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 828-863, August.
- Sami Alpanda & Gino Cateau & Cesaire Meh, 2014. "A policy model to analyze macroprudential regulations and monetary policy," BIS Working Papers 461, Bank for International Settlements.
- Sami Alpanda & Gino Cateau & Césaire Meh, 2014. "A Policy Model to Analyze Macroprudential Regulations and Monetary Policy," Staff Working Papers 14-6, Bank of Canada.
- Alpanda, Sami & Aysun, Uluc, 2014.
"International transmission of financial shocks in an estimated DSGE model,"
Journal of International Money and Finance, Elsevier, vol. 47(C), pages 21-55.
- Uluc Aysun & Sami Alpanda, 2012. "International Transmission of Financial Shocks in an Estimated DSGE model," Working Papers 2012-06, University of Central Florida, Department of Economics.
- Benchimol, Jonathan, 2014.
"Risk aversion in the Eurozone,"
Research in Economics, Elsevier, vol. 68(1), pages 39-56.
- Jonathan Benchimol, 2012. "Risk Aversion in the Euro area," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00713669, HAL.
- Jonathan Benchimol, 2014. "Risk aversion in the Eurozone," Post-Print hal-01165965, HAL.
- Sami Alpanda & Alexander Ueberfeldt, 2016. "Should Monetary Policy Lean Against Housing Market Booms?," Staff Working Papers 16-19, Bank of Canada.
- Sami Alpanda & Uluc Aysun, 2012.
"Global Banking and the Balance Sheet Channel of Monetary Transmission,"
International Journal of Central Banking, International Journal of Central Banking, vol. 8(3), pages 141-175, September.
- Uluc Aysun & Sami Alpanda, 2011. "Global banking and the balance sheet channel of monetary transmission," Working Papers 2011-04, University of Central Florida, Department of Economics.
- Aysun, Uluc, 2016. "Bank size and macroeconomic shock transmission: Does the credit channel operate through large or small banks?," Journal of International Money and Finance, Elsevier, vol. 65(C), pages 117-139.
- Jonathan Benchimol, 2012.
"Risk Aversion in the Euro area,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00713669, HAL.
- Jonathan Benchimol, 2012. "Risk Aversion in the Euro area," Post-Print hal-00713669, HAL.
- Eric Jondeau & Michael Rockinger, 2019. "Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2239-2291, December.
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