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DP16021 Cross-Country Stock Market Comovement: A Macro Perspective 智库出版物
2022
作者:  Alexios Anagnostopoulos;  Orhan Erem Atesagaoglu;  Elisa Faraglia;  Chryssi Giannitsarou
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Stock market comovement  Foreign direct investment  Multinational firms  Asset pricing  International trade  Portfolio diversification  
DP14903 Epidemics in the Neoclassical and New-Keynesian Models 智库出版物
2022
作者:  Martin Eichenbaum;  Sérgio Rebelo;  Mathias Trabandt
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Epidemic  Comovement  investment  Recession  
DP16381 The real channel for nominal bond-stock puzzles 智库出版物
2021
作者:  Mikhail Chernov;  Lars Lochstoer;  Dongho Song
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Permanent and transitory components of consumption  Bond-stock comovement  Bond yield curve  Equity yield curve  
DP14713 Stock Return Comovement when Investors are Distracted: More, and More Homogeneous 智库出版物
2020
作者:  Michael Ehrmann;  David-Jan Jansen
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Investor attention  Stock returns  Comovement  
DP14708 Common shocks in stocks and bonds 智库出版物
2020
作者:  Anna Cieslak;  Hao Pang
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Stock-bond comovement  Federal Reserve  Risk premia  
DP14438 Utilization-Adjusted TFP Across Countries: Measurement and Implications for International Comovement 智库出版物
2020
作者:  Zhen Huo;  Andrei Levchenko;  Nitya Pandalai-Nayar
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Tfp  Utilization  Solow residual  International comovement  
DP13796 International Comovement in the Global Production Network 智库出版物
2019
作者:  Zhen Huo;  Andrei Levchenko;  Nitya Pandalai-Nayar
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Production networks  International comovement  
DP13796 International Comovement in the Global Production Network 智库出版物
2019
作者:  Zhen Huo;  Andrei Levchenko;  Nitya Pandalai-Nayar
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Production networks  International comovement  
DP13006 Macroeconomics with Heterogeneous Agents and Input-Output Networks 智库出版物
2018
作者:  David Rezza Baqaee;  Emmanuel Farhi
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Production networks  Heterogeneous agents  Comovement  Propagation  Aggregation  
DP11690 Market Fragmentation, Dissimulation, and the Disclosure of Insider Trades 智库出版物
2016
作者:  Giovanni Cespa
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Fragmentation  Disclosure of insider trades  Dissimulation  Market transparency  Informational efficiency  Price comovement