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Liquidity and Asset Prices: How Strong are the Linkages · Study

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PreprintLiquidity and Asset Prices: How Strong are the Linkages

Christian Dreger2009

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Preprintgreen2009

Liquidity and Asset Prices: How Strong are the Linkages

Christian Dreger · Jürgen Wolters

15 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Market Dynamics and Volatility Economic theories and models

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References

1998Generalized impulse response analysis in linear multivariate models 1990Inference in Linear Time Series Models with some Unit Roots 1994Image Formation Process 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 2001Should Central Banks Respond to Movements in Asset Prices?1984Resolution Adopted By The General Assembly 2007Exploring the international linkages of the euro area: a global VAR analysis 1999Error Bands for Impulse Responses

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2021Monetary policy and corporate financing: Evidence from different industries

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2008Global Liquidity and House Prices: A VAR Analysis for OECD Countriespreprint · 9 shared references 2008Sowing the seeds for the subprime crisis: does global liquidity matter for housing and other asset prices?article · 8 shared references 2007Liquidity Shocks and Asset Price Boom/Bust Cyclespreprint · 6 shared references 2008Global Excess Liquidity and House Prices - A VAR Analysis for OECD Countriespreprint · 6 shared references 2015US monetary policy and sectoral commodity pricesarticle · 5 shared references 2013Housing cycles and macroeconomic fluctuations: A global perspectivearticle · 5 shared references

Details

Year2009

Typepreprint

Published2009-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations15

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.1430982

openalex_workW1536494368

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