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Consumption Asymmetry and the Stock Market: Further Evidence. (2004). Miller, Stephen ; Apergis, Nicholas.
In: Working papers.
RePEc:uct:uconnp:2004-19.

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Cited: 7

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Cites: 37

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Cocites: 50

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  1. Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model. (2015). GUPTA, RANGAN.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:14:y:2015:i:2:p:176-196.

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  2. Macroeconomic Variables and South African Stock Return Predictability. (2013). GUPTA, RANGAN ; Modise, Mampho P..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:30:y:2013:i:c:p:612-622.

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  3. Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). GUPTA, RANGAN ; Aye, Goodness C. ; Modise, Mampho P..
    In: Working Papers.
    RePEc:pre:wpaper:201224.

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  4. South African stock return predictability in the context data mining: The role of financial variables and international stock returns. (2012). GUPTA, RANGAN ; Modise, Mampho P..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:3:p:908-916.

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  5. Asymmetric effects of interest rate changes: the role of the consumption-wealth channel. (2011). Sensarma, Rudra ; MacDonald, Garry ; Mullineux, Andy .
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:16:p:1991-2001.

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  6. Households response to wealth changes: do gins or losses make a difference?. (2007). Bernoth, Kerstin ; Berben, Robert-Paul ; Mastrogiacomo, Mauro.
    In: IFC Bulletins chapters.
    RePEc:bis:bisifc:25-10.

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  7. Testing consumers asymmetric reaction to wealth changes. (2006). Nistal, Rafael Saitua.
    In: CPB Discussion Paper.
    RePEc:cpb:discus:53.rdf.

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References

References cited by this document

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  2. Wealth shocks, credit conditions and asymmetric consumption response: Empirical evidence for the UK. (2013). Martinez-Caete, Ana R. ; Perez-Soba, Ines ; Marquez, Elena .
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  3. WEALTH EFFECTS IN CONSUMPTION: THE FINANCIAL ACCELERATOR AND BANKS’ WILLINGNESS TO LEND. (2012). Madsen, Jakob ; Yao, Hui.
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  5. Stock market and aggregate consumption asymmetry: evidence from Malaysia. (2010). Ibrahim, Mansor ; Habibullah, Muzafar Shah.
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