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Global Financial Cycles and Risk Premiums
16 references·14 citing·45 second hop
Global Financial Cycles and Risk Premiums (2018)Global Financial Cycles and Risk PremiumsCredit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Credit Booms Gone Bust: Monet…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Estimation and Inference of Impulse Responses by Local Projections (2005)Estimation and Inference of I…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Dissecting the cycle: a methodological investigation (2002)Dissecting the cycle: a metho…Irrational Exuberance (2000)Irrational ExuberanceConsistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Consistent Covariance Matrix …International Real Business Cycles (1992)International Real Business C…A VARIANCE DECOMPOSITION FOR STOCK RETURNS (1990)A VARIANCE DECOMPOSITION FOR …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? 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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
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  • 1998Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data6,815 cited
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  • 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
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  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 1992International Real Business Cycles1,842 cited
  • 1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1,822 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2000

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Irrational Exuberance
1,515 cited
  • 2002Dissecting the cycle: a methodological investigation1,504 cited
  • Cited by

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    • 2019Financial cycles: Characterisation and real-time measurement61 cited
    • 2019The Spillovers from Easy Liquidity and the Implications for Multilateralism58 cited
    • 2021The Flight to Safety and International Risk Sharing52 cited
    • 2018Gross Capital Flows, Common Factors, and the Global Financial Cycle51 cited
    • 2023Identification with External Instruments in Structural VARs49 cited
    • 2021Dynamic interactions between financial cycles, business cycles and macroeconomic imbalances: A panel VAR analysis40 cited
    • 2018External Debt Composition and Domestic Credit Cycles35 cited
    • 2021Spillovers of US unconventional monetary policy: quantitative easing, spreads, and international financial markets30 cited
    • 2023The Global Dollar Cycle30 cited
    • 2019Choice with Limited Capacity1 cited