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Market exposure and endogenous firm volatility over the business cycle

Citations

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Cited by:

  1. Calvino, Flavio & Criscuolo, Chiara & Menon, Carlo & Secchi, Angelo, 2018. "Growth volatility and size: A firm-level study," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 390-407.
  2. Antoine Gervais, 2018. "Multiregional Firms And Region Switching In The U.S. Manufacturing Sector," Economic Inquiry, Western Economic Association International, vol. 56(2), pages 955-982, April.
  3. Mehkari, M. Saif, 2016. "Uncertainty shocks in a model with mean-variance frontiers and endogenous technology choices," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 71-98.
  4. Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci, 2014. "Uncertainty and Economic Activity: A Global Perspective," CESifo Working Paper Series 4736, CESifo Group Munich.
  5. Dudley Cooke & Tatiana Damjanovic, 2016. "Optimal Fiscal Policy in a Model of Firm Entry and Financial Frictions," CEMAP Working Papers 2016_02, Durham University Business School.
  6. David Berger & Ian Dew-Becker & Stefano Giglio, 2020. "Uncertainty Shocks as Second-Moment News Shocks," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(1), pages 40-76.
  7. Felipe S. Iachan, 2020. "Capital Budgeting and Risk Taking Under Credit Constraints," Management Science, INFORMS, vol. 66(9), pages 4292-4314, September.
  8. Souza, Thiago de Oliveira, 2020. "Dollar carry timing," Discussion Papers on Economics 10/2020, University of Southern Denmark, Department of Economics.
  9. Bachmann, Rüdiger & Born, Benjamin & Elstner, Steffen & Grimme, Christian, 2019. "Time-varying business volatility and the price setting of firms," Journal of Monetary Economics, Elsevier, vol. 101(C), pages 82-99.
  10. Emmanuel De Veirman & Andrew Levin, 2018. "Cyclical Changes in Firm Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(2-3), pages 317-349, March.
  11. Scott R Baker & Nicholas Bloom & Stephen J Terry, 2024. "Using Disasters to Estimate the Impact of Uncertainty," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(2), pages 720-747.
  12. Tian, Can, 2015. "Riskiness, endogenous productivity dispersion and business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 227-249.
  13. Kozeniauskas, Nicholas & Orlik, Anna & Veldkamp, Laura, 2018. "What are uncertainty shocks?," Journal of Monetary Economics, Elsevier, vol. 100(C), pages 1-15.
  14. Lee, Junghoon, 2016. "The impact of idiosyncratic uncertainty when investment opportunities are endogenous," Journal of Economic Dynamics and Control, Elsevier, vol. 65(C), pages 105-124.
  15. Basile, Roberto & Girardi, Alessandro, 2018. "Uncertainty and Business Cycle: A Review of the Literature and Some Evidence from the Spanish Economy/Incertidumbre y Ciclo Empresarial: Revisión de la literatura y evidencia en la economía española," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 36, pages 235-250, Enero.
  16. Bai, Ye & Girma, Sourafel & Riaño, Alejandro, 2024. "Corporate acquisitions and firm-level uncertainty: Domestic versus cross-border deals," Journal of International Money and Finance, Elsevier, vol. 140(C).
  17. Rayenda Khresna Brahmana & Hui San Loh & Maria Kontesa, 2020. "Market Competition, Managerial Incentives and Agency Cost," Global Business Review, International Management Institute, vol. 21(4), pages 937-955, August.
  18. Petr Sedláček, 2020. "Creative Destruction and Uncertainty," Journal of the European Economic Association, European Economic Association, vol. 18(4), pages 1814-1843.
  19. Alessandria, George & Choi, Horag & Kaboski, Joseph P. & Midrigan, Virgiliu, 2015. "Microeconomic uncertainty, international trade, and aggregate fluctuations," Journal of Monetary Economics, Elsevier, vol. 69(C), pages 20-38.
  20. David R. Munro, 2021. "Consumer Behavior and Firm Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(4), pages 845-873, June.
  21. Bachmann, Rüdiger & Elstner, Steffen & Hristov, Atanas, 2017. "Surprise, surprise – Measuring firm-level investment innovations," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 107-148.
  22. Hernan Moscoso Boedo, 2018. "New Facts About Firm Risk Across Countries And Over The Business Cycle," Economic Inquiry, Western Economic Association International, vol. 56(1), pages 510-529, January.
  23. Nicholas Kozeniauskas & Anna Orlik & Laura Veldkamp, 2016. "The Common Origin of Uncertainty Shocks," NBER Working Papers 22384, National Bureau of Economic Research, Inc.
  24. Pavlov, Oscar & Weder, Mark, 2022. "Endogenous product scope: Market interlacing and aggregate business cycle dynamics," European Economic Review, Elsevier, vol. 148(C).
  25. Dew-Becker, Ian & Giglio, Stefano & Kelly, Bryan, 2021. "Hedging macroeconomic and financial uncertainty and volatility," Journal of Financial Economics, Elsevier, vol. 142(1), pages 23-45.
  26. Chacko George & Florian Kuhn, 2019. "Business Cycle Implications of Capacity Constraints under Demand Shocks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 32, pages 94-121, April.
  27. Veldkamp, Laura & Kozeniauskas, Nicholas & Orlik, Anna, 2016. "What Are Uncertainty Shocks?," CEPR Discussion Papers 11501, C.E.P.R. Discussion Papers.
  28. Baruník, Jozef & Bevilacqua, Mattia & Faff, Robert, 2024. "Dynamic industry uncertainty networks and the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 159(C).
  29. Cosmin Ilut & Matthias Kehrig & Martin Schneider, 2018. "Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News," Journal of Political Economy, University of Chicago Press, vol. 126(5), pages 2011-2071.
  30. Laura Veldkamp & Anna Orlik & Nicholas Kozeniauskas, 2015. "Black Swans and the Many Shades of Uncertainty," 2015 Meeting Papers 677, Society for Economic Dynamics.
  31. Diyue Guo, 2018. "Multiproduct Firms and the Business Cycle," 2018 Meeting Papers 1205, Society for Economic Dynamics.
  32. Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci, 2014. "Uncertainty and Economic Activity: A Global Perspective," CESifo Working Paper Series 4736, CESifo.
  33. Graziano Moramarco, 2022. "Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers," Econometrics, MDPI, vol. 11(1), pages 1-29, December.
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