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The Market Price of Fiscal Uncertainty
16 references·6 citing·40 second hop
The Market Price of Fiscal Uncertainty (2011)The Market Price of Fiscal UncertaintyUncertainty about Government Policy and Stock Prices (2012)Uncertainty about Government …Uncertainty About Government Policy and Stock Prices (2010)Uncertainty About Government …Dynamics of fiscal financing in the United States (2009)Dynamics of fiscal financing …Optimal simple and implementable monetary and fiscal rules (2006)Optimal simple and implementa…Medium-Term Business Cycles (2006)Medium-Term Business CyclesUsing Asset Prices to Measure the Cost of Business Cycles (2004)Using Asset Prices to Measure…A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection (2003)A Quartet of Semigroups for M…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Implications of Security Market Data for Models of Dynamic Economies (1991)Implications of Security Mark…Patent Statistics as Economic Indicators: A Survey (1990)Patent Statistics as Economic…Implications of Security Market Data for Models of Dynamic Economies (1990)Implications of Security Mark…Implications of Security Market Data for Models of Dynamic Economies (1990)Implications of Security Mark…Endogenous Technological Change (1990)Endogenous Technological Chan…Endogenous Technological Change (1989)Endogenous Technological Chan…Models of business cycles (1988)Models of business cyclesModels of business cycles (1987)Models of business cyclesHow do tariffs impact the US economy? (2025)How do tariffs impact the US …Impact of fiscal policies and green financing on firm innovation and firm value for green economic recovery (2024)Impact of fiscal policies and…COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission (2020)COVID-19 and the Cross-Sectio…China's Model of Managing the Financial System (2020)China's Model of Managing the…Fiscal Policy and Asset Prices with Incomplete Markets (2012)Fiscal Policy and Asset Price…Government Investment and the Stock Market (2011)Government Investment and the…The equity premium: A puzzle (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)On the mechanics of economic development (1988)Finance and Growth: Schumpeter Might Be Right (1993)Postwar U.S. Business Cycles: An Empirical Investigation (1997)CREDIT CONSTRAINTS AND THE CYCLICALITY OF R&D INVESTMENT: EVIDENCE FROM FRANCE (2008)Volatility and growth: Credit constraints and the composition of investment (2010)The financial cycle and macroeconomics: What have we learnt? (2013)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Discretion versus policy rules in practice (1993)Generalizing the Taylor Principle (2007)A General Equilibrium Model of Sovereign Default and Business Cycles (2012)Capital regulation and monetary policy with fragile banks (2013)The Theory of Syndicates (1968)Asset Prices in an Exchange Economy (1978)Martingales and arbitrage in multiperiod securities markets (1979)An Economic Theory of Democracy. (1958)Distributive Politics and Economic Growth (1994)The Impact of Uncertainty Shocks (2009)Political uncertainty and risk premia (2013)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Carbon Tail Risk (2018)Geographic Localization of Knowledge Spillovers as Evidenced by Patent Citations (1993)International R&D spillovers (1995)Collaboration Networks, Structural Holes, and Innovation: A Longitudinal Study (2000)Income and Wealth Heterogeneity in the Macroeconomy (1998)Information and the Change in the Paradigm in Economics (2002)The Macroeconomics of Happiness (2003)How does foreign direct investment affect economic growth? (1998)Why do Some Countries Produce So Much More Output Per Worker than Others? (1999)A new data set of educational attainment in the world, 1950–2010 (2012)The Conditional CAPM and the Cross-Section of Expected Returns (1996)Conditional Skewness in Asset Pricing Tests (2000)
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References

  • 1990Endogenous Technological Change17,695 cited
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  • 1990Patent Statistics as Economic Indicators: A Survey5,917 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
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  • 2004Using Asset Prices to Measure the Cost of Business Cycles

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186 cited

Cited by

  • 2020COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission98 cited
  • 2011Government Investment and the Stock Market80 cited
  • 2012Fiscal Policy and Asset Prices with Incomplete Markets72 cited
  • 2020China's Model of Managing the Financial System39 cited
  • 2024Impact of fiscal policies and green financing on firm innovation and firm value for green economic recovery17 cited
  • 2025How do tariffs impact the US economy?15 cited