Search Results - subject:"Uncertainty hypothesis"

Stock returns and inflation expectations : evidence from 20 major countries

Chiang, Thomas C. - In: Quantitative finance and economics 7 (2023) 4, pp. 538-568

Persistent link: https://www.econbiz.de/10015125362

Does the turbulence of the stock market terrify consumers? Evidence from a panel of U.S. States using pooled mean group estimation

Ebadi, Esmaeil - 2021

This paper elucidates the influence of stock market volatility on U.S. consumption using pooled mean group (PMG) estimation of 46 states over the period from 1998 to 2017. The findings confirm that the PMG estimates of the effect of stock market volatility on consumption are robust to the lag...

Persistent link: https://www.econbiz.de/10012939248

Does the turbulence of the stock market terrify consumers? : evidence from a panel of U.S. States using pooled mean group estimation

Ebadi, Esmaeil - 2021

Persistent link: https://www.econbiz.de/10012661246

Stock Market Volatility, Consumption and Investment; An Evaluation of the Uncertainty Hypothesis Using Post-War U.S. Data

Raunig, Burkhard; Scharler, Johann - 2011

We estimate the effects of stock market volatility on the growth rates of durable consumption, non-durable consumption and invest- ment using post-war US data. Our results indicate that high levels of stock market volatility exert large adverse effects on the growth rates of investment and...

Persistent link: https://www.econbiz.de/10013370085

Working Paper 168

Scharler, Johann; Raunig, Burkhard - Oesterreichische Nationalbank - 2011

Persistent link: https://www.econbiz.de/10010727824

Stock Market Volatility, Consumption and Investment; An Evaluation of the Uncertainty Hypothesis Using Post-War U.S. Data

Raunig, Burkhard; Scharler, Johann - Oesterreichische Nationalbank - 2011

Persistent link: https://www.econbiz.de/10009022076

Stock Market Volatility and the Business Cycle

Raunig, Burkhard; Scharler, Johann - In: Monetary Policy & the Economy (2010) 2, pp. 54-63

. In particular, we focus on the implications of the so-called uncertainty hypothesis according to which it is primarily …

Persistent link: https://www.econbiz.de/10008527033