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Risky business : The allocation of capital
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Cited by:
- Vivek Ghosal & Prakash Loungani, 1996. "Firm size and the impact of profit-margin uncertainty on investment: do financing constraints play a role?," International Finance Discussion Papers 557, Board of Governors of the Federal Reserve System (U.S.).
- Ting, Sai Hung Marten & Ewald, Christian-Oliver & Wang, Wen-Kai, 2013. "On the investment–uncertainty relationship in a real option model with stochastic volatility," Mathematical Social Sciences, Elsevier, vol. 66(1), pages 22-32.
- Grier, Robin & Grier, Kevin B., 2006. "On the real effects of inflation and inflation uncertainty in Mexico," Journal of Development Economics, Elsevier, vol. 80(2), pages 478-500, August.
- Girijasankar Mallik & Anis Chowdhury, 2011. "Effect of inflation uncertainty, output uncertainty and oil price on inflation and growth in Australia," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 38(4), pages 414-429, September.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez, 2015.
"Fiscal Volatility Shocks and Economic Activity,"
American Economic Review, American Economic Association, vol. 105(11), pages 3352-3384, November.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Kuester, Keith & Guerron-Quintana, Pablo A., 2011. "Fiscal Volatility Shocks and Economic Activity," CEPR Discussion Papers 8528, C.E.P.R. Discussion Papers.
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Keith Kuester & Juan Rubio-Ramirez, 2011. "Fiscal Volatility Shocks and Economic Activity," PIER Working Paper Archive 11-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Keith Kuester & Juan F. Rubio-Ramirez, 2011. "Fiscal volatility shocks and economic activity," Working Papers 11-32, Federal Reserve Bank of Philadelphia.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez, 2011. "Fiscal Volatility Shocks and Economic Activity," NBER Working Papers 17317, National Bureau of Economic Research, Inc.
- Bahmani-Oskooee, Mohsen & Hajilee, Massomeh, 2013. "Exchange rate volatility and its impact on domestic investment," Research in Economics, Elsevier, vol. 67(1), pages 1-12.
- Gianluca Femminis, 2019.
"Risk aversion heterogeneity and the investment–uncertainty relationship,"
Journal of Economics, Springer, vol. 127(3), pages 223-264, August.
- Gianluca Femminis, 2012. "Risk aversion heterogeneity and the investment-uncertainty relationship," DISCE - Quaderni dell'Istituto di Teoria Economica e Metodi Quantitativi itemq1260, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Bahar Erdal, 2001. "Investment Decisions under Real Exchange Rate Uncertainty," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 1(1), pages 25-47.
- Christidou Maria & Fountas Stilianos, 2018.
"Uncertainty in the housing market: evidence from US states,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(2), pages 1-17, April.
- Maria Christidou & Stilianos Fountas, 2017. "Uncertainty in the housing market: Evidence from the US states," Discussion Paper Series 2017_08, Department of Economics, University of Macedonia, revised Aug 2017.
- Mehmet Balcilar & Gizem Uzuner & Festus Victor Bekun & Mark E. Wohar, 2023. "Housing price uncertainty and housing prices in the UK in a time-varying environment," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 50(2), pages 523-549, May.
- Mellati, Ali, 2008. "Uncertainty and investment in private sector: An analytical argument and a review of the economy of Iran," MPRA Paper 26655, University Library of Munich, Germany.
- Pindyck, Robert S, 1991.
"Irreversibility, Uncertainty, and Investment,"
Journal of Economic Literature, American Economic Association, vol. 29(3), pages 1110-1148, September.
- Pindyck, Robert, 1989. "Irreversibility, uncertainty, and investment," Policy Research Working Paper Series 294, The World Bank.
- Pindyck, Robert S., 1990. "Irreversibility, uncertainty, and investment," Working papers 3137-90., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Robert S. Pindyck, 1990. "Irreversibility, Uncertainty, and Investment," NBER Working Papers 3307, National Bureau of Economic Research, Inc.
- Frank Silvio Marzano & Enrico Saltari, 1999. "Modern Theories of Investment Decisions A Critical Assessment," Working Papers 57, Sapienza University of Rome, CIDEI.
- Ensar Yilmaz, 2010. "Inflation and output in the long and short run in Turkey," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 37(3), pages 253-269, July.
- Goldberg, Linda S & Kolstad, Charles D, 1995.
"Foreign Direct Investment, Exchange Rate Variability and Demand Uncertainty,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 36(4), pages 855-873, November.
- Goldberg, Linda S. & Kolstad, Charles D., 1994. "Foreign Direct Investment, Exchange Rate Variability and Demand Uncertainty," Working Papers 94-23, C.V. Starr Center for Applied Economics, New York University.
- Linda S. Goldberg & Charles D. Kolstad, 1994. "Foreign Direct Investment, Exchange Rate Variability and Demand Uncertainty," NBER Working Papers 4815, National Bureau of Economic Research, Inc.
- Gianluca Femminis, 2006. "Risk‐Aversion, Optimal Leverage And The Investment–Uncertainty Relation," Metroeconomica, Wiley Blackwell, vol. 57(2), pages 214-238, May.
- International Monetary Fund, 2003. "Cross-Country and Cross-Sector Analysis of Transparency of Monetary and Financial Policies," IMF Working Papers 2003/094, International Monetary Fund.
- Martin Ruzima & Micheal Kofi Boachie, 2018. "Exchange rate uncertainty and private investment in BRICS economies," Asia-Pacific Journal of Regional Science, Springer, vol. 2(1), pages 65-77, April.
- H. Youn Kim, 2003. "Intertemporal production and asset pricing: a duality approach," Oxford Economic Papers, Oxford University Press, vol. 55(2), pages 344-379, April.
- Saltari, Enrico & Ticchi, Davide, 2007.
"Risk aversion, intertemporal substitution, and the aggregate investment-uncertainty relationship,"
Journal of Monetary Economics, Elsevier, vol. 54(3), pages 622-648, April.
- Enrico Saltari & Davide Ticchi, 2002. "Risk aversion, intertemporal substitution, and the aggregate investment-uncertainty relationship," Working Papers in Public Economics 69, University of Rome La Sapienza, Department of Economics and Law.
- Paraskeva Dimitrova, 2001. "Modeling of the Firm’s Investment Activity," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 105-131.
- Sodokin, Koffi & Kouwonou, Yao & Kodjovi Couchoro, Mawuli & Amadou, Akilou, 2024. "Monetary policy, threshold of profitability and dynamics of private investment in the West African Economic and Monetary Union," Journal of International Money and Finance, Elsevier, vol. 143(C).
- Mohsen Bahmani-Oskooee & Jungho Baek, 2021. "Exchange rate volatility and domestic investment in G7: are the effects asymmetric?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(3), pages 775-799, August.
- Ilyas, Muhammad & Khan, Aamir & Nadeem, Muhammad & Suleman, Muhammad Tahir, 2021. "Economic policy uncertainty, oil price shocks and corporate investment: Evidence from the oil industry," Energy Economics, Elsevier, vol. 97(C).
- Yingyi Tsai & Ching‐tang Wu, 2009. "Integrated Production And The Investment–Uncertainty Relationship," South African Journal of Economics, Economic Society of South Africa, vol. 77(1), pages 102-112, March.
- Havva Koc, 2020. "Trilemma Hypothesis: A Different Perspective on Turkey Economy," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 70(2), pages 383-412, December.
- Stilianos Fountas & Panagiota Karatasi & Paraskevi Tzika, 2018.
"Economic Policy Uncertainty in Greece: Measuring Uncertainty for the Greek Macroeconomy,"
South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 16(1), pages 80-92.
- Stilianos Fountas & Panagiota Karatasi & Paraskevi Tzika, 2018. "Economic Policy Uncertainty in Greece: Measuring Uncertainty for the Greek Macroeconomy," Discussion Paper Series 2018_05, Department of Economics, University of Macedonia, revised Apr 2018.
- Liu, Guanchun & Zhang, Chengsi, 2020. "Economic policy uncertainty and firms' investment and financing decisions in China," China Economic Review, Elsevier, vol. 63(C).
- Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2006. "Firm Investment and Financial Frictions," Discussion Papers of DIW Berlin 634, DIW Berlin, German Institute for Economic Research.
- Xiaoji Lin & Lu Zhang, 2011.
"Covariances versus Characteristics in General Equilibrium,"
NBER Working Papers
17285, National Bureau of Economic Research, Inc.
- Lin, Xiaoji & Zhang, Lu, 2011. "Covariances versus Characteristics in General Equilibrium," Working Paper Series 2011-15, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy, 2019.
"Time-varying impact of uncertainty shocks on the US housing market,"
Economics Letters, Elsevier, vol. 180(C), pages 15-20.
- Christina Christou & Rangan Gupta & Wendy Nyakabawo, 2018. "Time-Varying Impact of Uncertainty Shocks on the US Housing Market," Working Papers 201870, University of Pretoria, Department of Economics.
- Miles, William, 2008. "Inflation targeting and monetary policy in Canada: What is the impact on inflation uncertainty?," The North American Journal of Economics and Finance, Elsevier, vol. 19(2), pages 235-248, August.
- Caglayan, Mustafa & Xu, Bing, 2016. "Inflation volatility effects on the allocation of bank loans," Journal of Financial Stability, Elsevier, vol. 24(C), pages 27-39.
- Shin, Kwanho, 1999. "Fluctuating uncertainty and flexibility value," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(3), pages 329-340.
- Mellati, Ali, 2008. "Investment Under Uncertainty: A Theory," MPRA Paper 26714, University Library of Munich, Germany.