SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
In the Shadow of the U nited S tates: The International Transmission Effect of Asset Returns
16 references·6 citing·45 second hop
In the Shadow of the U nited S tates: The International Transmission Effect of Asset Returns (2013)In the Shadow of the U nited S tates: The…Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Financial Intermediation and …Understanding the Subprime Mortgage Crisis (2009)Understanding the Subprime Mo…The Financial Crisis and the Policy Responses: An Empirical Analysis of What Went Wrong (2009)The Financial Crisis and the …Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Welfare and Macroeconomic Interdependence (2001)Welfare and Macroeconomic Int…On crises, contagion, and confusion (2000)On crises, contagion, and con…Collateral Damage: Effects of the Japanese Bank Crisis on Real Activity in the United States (2000)Collateral Damage: Effects of…What caused the Asian currency and financial crisis? (1999)What caused the Asian currenc…The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)The East Asian Financial Cris…The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank (1997)The predictive power of the t…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyBusiness-Cycle Phases and Their Transitional Dynamics (1994)Business-Cycle Phases and The…The Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…New Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…Macroeconomics and Reality (1980)Macroeconomics and RealityWishful Thinking in Macroeconomic Expectations (2021)Wishful Thinking in Macroecon…Choice with Limited Capacity (2019)Choice with Limited CapacityEffects of capital flow on the equity and housing markets in Hong Kong (2017)Effects of capital flow on th…Losing Track of the Asset Markets: The Case of Housing and Stock (2015)Losing Track of the Asset Mar…Comparing consumption-based asset pricing models: The case of an Asian city (2014)Comparing consumption-based a…Financial Crisis and the Comovements of Housing Sub-markets: Do relationships change after a crisis? (2011)Financial Crisis and the Como…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Credit Spreads and Business Cycle Fluctuations (2012)A Macroeconomic Model with a Financial Sector (2014)The Efficiency of the Market for Single-Family Homes (1988)The Credit Crunch (1991)Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance (1992)Rethinking Bank Regulation: Till Angels Govern (2005)Unnatural Selection: Perverse Incentives and the Misallocation of Credit in Japan (2005)Banking Globalization and Monetary Transmission (2012)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Macroeconomic Forecasting Using Diffusion Indexes (2002)A PANIC Attack on Unit Roots and Cointegration (2004)Measuring Uncertainty (2015)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)A Simple Model of Herd Behavior (1992)Economic Crises: Evidence and Insights from East Asia (1998)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Demand–Deposit Contracts and the Probability of Bank Runs (2005)Econometric policy evaluation: A critique (1976)The theory and practice of econometrics (1986)The Information in Long-Maturity Forward Rates (1987)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)A Rational Expectations Model of Financial Contagion (2002)A New Approach to Measuring Financial Contagion (2003)Introduction: The International Diffusion of Liberalism (2006)Continuous Auctions and Insider Trading (1985)Liquidity and leverage (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)The Conditional CAPM and the Cross-Section of Expected Returns (1996)Measuring the Output Responses to Fiscal Policy (2012)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)
this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2010Financial Intermediation and Credit Policy in Business Cycle Analysis1,986 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 1998The East Asian Financial Crisis: Diagnosis, Remedies, Prospects1,558 cited
  • 2000On crises, contagion, and confusion1,270 cited
  • 2000Collateral Damage: Effects of the Japanese Bank Crisis on Real Activity in the United States1,189 cited
  • 2009Understanding the Subprime Mortgage Crisis1,012 cited
  • 1999What caused the Asian currency and financial crisis?915 cited
  • 1994Business-Cycle Phases and Their Transitional Dynamics883 cited
  • 2001Welfare and Macroeconomic Interdependence732 cited
  • 2009The Financial Crisis and the Policy Responses: An Empirical Analysis of What Went Wrong630 cited
  • 1997

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank
537 cited

Cited by

  • 2014Comparing consumption-based asset pricing models: The case of an Asian city44 cited
  • 2011Financial Crisis and the Comovements of Housing Sub-markets: Do relationships change after a crisis?40 cited
  • 2017Effects of capital flow on the equity and housing markets in Hong Kong29 cited
  • 2015Losing Track of the Asset Markets: The Case of Housing and Stock26 cited
  • 2019Choice with Limited Capacity1 cited
  • 2021Wishful Thinking in Macroeconomic Expectations0 cited