The Dynamic Interaction between Equity Prices and Supply Shocks
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More about this item
Keywords
share prices; supply shocks; rational expectations;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2003-09-08 (Macroeconomics)
- NEP-RMG-2003-09-08 (Risk Management)
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