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Asset price misalignments and the role of money and credit
Gerdesmeier, Dieter; Roffia, Barbara; Reimers, Hans-Eggert - 2009
This paper contributes to the literature on the properties of money and credit indicators for detecting asset price … several macroeconomic monetary, financial and real variables. According to statistical tests, credit aggregates (either in … models ; monetary aggregates ; credit aggregates …
Persistent link: https://www.econbiz.de/10003867070
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On the neutrality of credit-driven asset bubbles
Reicher, Christopher Phillip - 2011
This paper proposes and tests a theory of credit-driven asset bubbles which are neutral in their real effects. When a …
Persistent link: https://www.econbiz.de/10008904609
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Asset price misalignments and the role of money and credit
Gerdesmeier, Dieter; Reimers, Hans-Eggert; Roffia, Barbara - In: International finance 13 (2010) 3, pp. 377-407
Persistent link: https://www.econbiz.de/10008841291
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Asset Price Misalignments and the Role of Money and Credit
Gerdesmeier, Dieter - 2009
This paper contributes to the literature on the properties of money and credit indicators for detecting asset price … several macroeconomic monetary, financial and real variables. According to statistical tests, credit aggregates (either in …
Persistent link: https://www.econbiz.de/10013158362
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Early warning indicator model of financial developments using an ordered logit
Reimers, Hans-Eggert - 2012
variables. Following some statistical tests, credit aggregates, the interest rate spread together with the house price growth …
Persistent link: https://www.econbiz.de/10010310845
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Early warning indicator model of financial developments using an ordered logit
Reimers, Hans-Eggert - 2012
variables. Following some statistical tests, credit aggregates, the interest rate spread together with the house price growth …
Persistent link: https://www.econbiz.de/10009658569
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Frontiers of Macrofinancial Linkages
Claessens, Stijn - 2018
sharp fluctuations in asset prices, credit and capital flows can have dramatic impact on the financial positions of …
Persistent link: https://www.econbiz.de/10012929483
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Stock Markets, Banks and Economic Growth : Some Evidence on the Role of Stock Price Informativeness
Cheng, Fang Chin - 2011
This paper extends the economic growth model tested by Levine and Zervos (1998) by including a measure for capital allocation efficiency proxied by stock price informativeness. Using a sample of 59 countries, this study finds that stock price informativeness as measured by firm-specific return...
Persistent link: https://www.econbiz.de/10013121128
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Stock Price Informativeness, Analyst Coverage and Economic Growth : Evidence from Emerging Markets
Cheng, Fang Chin - 2013
This paper extends the output growth model tested by Levine and Zervos (1998) by including a channel for capital allocation efficiency proxied by stock price informativeness. Using a sample of 59 countries, this study finds that stock price informativeness as measured by firm-specific return...
Persistent link: https://www.econbiz.de/10013088911
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Stock Price Informativeness, Analyst Coverage and Economic Growth : Evidence from Emerging Markets
Cheng, Fang Chin - 2013
This paper extends the output growth model tested by Levine and Zervos (1998) by including a channel for capital allocation efficiency proxied by stock price informativeness. Using a sample of 59 countries, this study finds that stock price informativeness as measured by firm-specific return...
Persistent link: https://www.econbiz.de/10013090426