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How does the macroeconomy respond to stock market fluctuations? : the role of sentiment

Pan, Wei-Fong - In: Macroeconomic dynamics 24 (2020) 2, pp. 421-446

Persistent link: https://www.econbiz.de/10012193903

The asymmetric effects of monetary policy on stock price bubbles

Blot, Christophe; Hubert, Paul; Labondance, Fabien - In: European economic review : EER 168 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015076490

Financial shocks, investor sentiment, and heterogeneous firms' output volatility : evidence from credit asset securitization markets

Li, Jia; Yang, Jianfei - In: Finance research letters 60 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014490265

Frenzy : bubbles, busts, and how to come out ahead

Haacke, Carl - 2004 - 1. publ.

Persistent link: https://www.econbiz.de/10001973387

Booms, Busts and Behavioural Heterogeneity in Stock Prices

Hommes, Cars H. - 2015

We empirically evaluate a behavioural model with boundedly rational traders who disagree about the persistence of deviations from the fundamental stock price. Fundamentalist traders believe in mean-reversion, while chartists extrapolate trends. Agents gradually switch between the two rules,...

Persistent link: https://www.econbiz.de/10013018699

Heterogeneous stock traders, endogenous bubbles, and economic fluctuations

He, Yiyao - In: Finance research letters 47 (2022) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10013457686

A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles

Miao, Jianjun; Wang, Pengfei; Xu, Zhiwei - In: Quantitative economics : QE ; journal of the … 6 (2015) 3, pp. 599-635

Persistent link: https://www.econbiz.de/10011440574

A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles

Miao, Jianjun; Wang, Pengfei; Xu, Zhiwei - In: Quantitative economics : QE ; journal of the … 6 (2015) 3, pp. 599-635

sentiment shock that drives the movements of bubbles and is transmitted to the real economy through endogenous credit …We present an estimated dynamic stochastic general equilibrium model of stock market bubbles and business cycles using … Bayesian methods. Bubbles emerge through a positive feedback loop mechanism supported by self-fulfilling beliefs. We identify a …

Persistent link: https://www.econbiz.de/10011757753

The asymmetric effects of monetary policy on stock price bubbles

Blot, Christophe; Hubert, Paul; Labondance, Fabien - 2020

Persistent link: https://www.econbiz.de/10012233682

News, noise and oil price swings

Gambetti, Luca; Moretti, Laura - 2017

Persistent link: https://www.econbiz.de/10012182213