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Uncertainty, Financial Frictions, and Investment Dynamics
16 references·16 citing·46 second hopsampled
Uncertainty, Financial Frictions, and Investment Dynamics (2014)Uncertainty, Financial Frictions, and Inv…A Macroeconomic Model with a Financial Sector (2014)A Macroeconomic Model with a …Credit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…Robust Inference With Multiway Clustering (2011)Robust Inference With Multiwa…A model of unconventional monetary policy (2010)A model of unconventional mon…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…Income and Wealth Heterogeneity in the Macroeconomy (1998)Income and Wealth Heterogenei…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Liquidation Values and Debt C…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Optimal contracts and competitive markets with costly state verification (1979)Optimal contracts and competi…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…Essays in International Finance (2024)Essays in International Finan…The Finance Uncertainty Multiplier (2023)The Finance Uncertainty Multi…Oil price uncertainty and enterprise total factor productivity: Evidence from China (2022)Oil price uncertainty and ent…Environmental uncertainty, financing constraints and corporate investment: Evidence from China (2021)Environmental uncertainty, fi…Economic policy uncertainty and cost of debt financing: International evidence (2021)Economic policy uncertainty a…Economic uncertainty and bank risk: Evidence from emerging economies (2020)Economic uncertainty and bank…Economic policy uncertainty and financial stability–Is there a relation? (2020)Economic policy uncertainty a…Loan supply, credit markets and the euro area financial crisis (2019)Loan supply, credit markets a…Short and Long Run Uncertainty (2017)Short and Long Run UncertaintyAn Index of Global Economic Policy Uncertainty (2016)An Index of Global Economic P…Measuring Economic Policy Uncertainty (2015)Measuring Economic Policy Unc…Rising Intangible Capital, Shrinking Debt Capacity, and the US Corporate Savings Glut (2013)Rising Intangible Capital, Sh…Uncertainty Shocks in a Model of Effective Demand (2012)Uncertainty Shocks in a Model…Uncertainty Shocks are Aggregate Demand Shocks (2012)Uncertainty Shocks are Aggreg…Aggregate Implications of a Credit Crunch (2012)Aggregate Implications of a C…Credit Shocks and Aggregate Fluctuations in an Economy with Production Heterogeneity (2011)Credit Shocks and Aggregate F…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)The Limits of Arbitrage (1995)A Survey of Corporate Governance (1997)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Understanding business cycles (1977)The Value of Waiting to Invest (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Policy Uncertainty and Corporate Investment (2015)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Econometric Analysis of Cross Section and Panel Data (2001)Bootstrap-Based Improvements for Inference with Clustered Errors (2008)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Temperature Shocks and Economic Growth: Evidence from the Last Half Century (2012)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Impact of Uncertainty Shocks (2007)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)Theory of Value (1959)Essays in the Theory of Risk-Bearing. (1972)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)Financial Intermediation and Delegated Monitoring (1984)Agency Costs, Net Worth, And Business Fluctuations (1988)Monitoring and Reputation: The Choice between Bank Loans and Directly Placed Debt (1991)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 1979Optimal contracts and competitive markets with costly state verification3,201 cited
  • 2011Robust Inference With Multiway Clustering3,199 cited
  • 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach2,901 cited
  • 2010A model of unconventional monetary policy2,439 cited
  • 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
  • 1998Income and Wealth Heterogeneity in the Macroeconomy2,299 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 2014A Macroeconomic Model with a Financial Sector1,976 cited

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

  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • Cited by

    • 2016An Index of Global Economic Policy Uncertainty502 cited
    • 2015Measuring Economic Policy Uncertainty502 cited
    • 2020Economic policy uncertainty and financial stability–Is there a relation?370 cited
    • 2012Uncertainty Shocks in a Model of Effective Demand171 cited
    • 2021Environmental uncertainty, financing constraints and corporate investment: Evidence from China163 cited
    • 2023The Finance Uncertainty Multiplier149 cited
    • 2020Economic uncertainty and bank risk: Evidence from emerging economies132 cited
    • 2011Credit Shocks and Aggregate Fluctuations in an Economy with Production Heterogeneity130 cited
    • 2017Short and Long Run Uncertainty129 cited
    • 2022Oil price uncertainty and enterprise total factor productivity: Evidence from China129 cited
    • 2024Essays in International Finance122 cited
    • 2021Economic policy uncertainty and cost of debt financing: International evidence110 cited
    • 2012Aggregate Implications of a Credit Crunch97 cited
    • 2012Uncertainty Shocks are Aggregate Demand Shocks91 cited
    • 2013Rising Intangible Capital, Shrinking Debt Capacity, and the US Corporate Savings Glut90 cited
    • 2019Loan supply, credit markets and the euro area financial crisis79 cited