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Long-run bulls and bears. (2015). Rebelo, Sergio ; Papanikolaou, Dimitris ; Eichenbaum, Martin ; Albuquerque, Rui .
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:10351.

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Cited: 25

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  1. Changes in shares outstanding and country stock returns around the world. (2024). Zaremba, Adam ; Chiah, Mardy ; Long, Huaigang ; Umar, Zaghum.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

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  2. Macro-prudential policies to contain the effect of structural risks on financial downturns. (2023). Hodula, Martin ; Jank, Jan ; Pfeifer, Luka.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:45:y:2023:i:6:p:1204-1222.

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  3. Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns. (2023). Zaremba, Adam ; Cakici, Nusret.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000043.

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  4. Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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  5. Exchange-Rate Swings and Foreign Currency Intervention. (2022). Gelos, R G ; McGregor, Thomas ; Filardo, Andrew.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2022/158.

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  6. Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns. (2022). Bouri, Elie ; Zhou, Wenyu ; Zaremba, Adam ; Long, Huaigang.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:61:y:2022:i:c:s1386418122000295.

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  7. A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2022). Wong, Benjamin ; Richter, Julia ; Berger, Tino.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000203.

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  8. A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2021). Wong, Benjamin ; Richter, Julia ; Berger, Tino.
    In: Center for European, Governance and Economic Development Research Discussion Papers.
    RePEc:zbw:cegedp:415.

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  9. A Unified Approach for Jointly Estimating the Business and Financial Cycle, and the Role of Financial Factors. (2021). Wong, Benjamin ; Berger, Tino ; Richter, Julia.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2021-4.

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  10. Global factor premiums. (2021). Swinkels, Laurens ; van Vliet, Pim ; Baltussen, Guido.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:142:y:2021:i:3:p:1128-1154.

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  11. A tale of tails : New evidence on the growth-return nexus. (2021). Výrost, Tomáš ; Lyócsa, Štefan ; Vrost, Toma ; Lyocsa, Tefan ; Plihal, Toma.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310347.

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  12. Stock prices and the risk-free rate: An internal rationality approach. (2021). Zhang, Tongbin.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000385.

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  13. Interaction of Cyclical and Structural Systemic Risks: Insights from Around and After the Global Financial Crisis. (2021). Hodula, Martin ; Pfeifer, Lukas ; Janku, Jan.
    In: Research and Policy Notes.
    RePEc:cnb:rpnrpn:2021/03.

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  14. Valuation Risk Revalued. (2019). Throckmorton, Nathaniel ; Richter, Alexander ; de Groot, Oliver ; DeGroot, Oliver .
    In: Working Papers.
    RePEc:liv:livedp:201904.

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  15. Informality and Bank Stability. (2019). Mitra, Shalini ; Lui-Evans, Gareth.
    In: Working Papers.
    RePEc:liv:livedp:201903.

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  16. Measuring financial cycle time. (2019). Lombardi, Marco ; Filardo, Andrew ; Raczko, Marek.
    In: Bank of England working papers.
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  17. Dynamic Programming with State-Dependent Discounting. (2019). Zhang, Junnan ; Stachurski, John.
    In: Papers.
    RePEc:arx:papers:1908.08800.

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  18. A top-down approach to identifying bull and bear market states. (2018). Hanna, Alan J.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:55:y:2018:i:c:p:93-110.

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  19. Faraway, So Close: Coupled Climate and Economic Dynamics in an Agent-based Integrated Assessment Model. (2018). Roventini, Andrea ; Dosi, Giovanni ; Sapio, A ; Napoletano, M ; Lamperti, F.
    In: Ecological Economics.
    RePEc:eee:ecolec:v:150:y:2018:i:c:p:315-339.

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  20. Measuring financial cycle time. (2018). Lombardi, Marco ; Filardo, Andrew ; Raczko, Marek.
    In: BIS Working Papers.
    RePEc:bis:biswps:755.

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  21. Faraway, so Close: Coupled Climate and Economic Dynamics in an Agent-Based Integrated Assessment Model. (2017). Roventini, Andrea ; Napoletano, Mauro ; Lamperti, Francesco ; Dosi, Giovanni ; Sapio, Alessandro.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2017/12.

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  22. Disaster risk and preference shifts in a New Keynesian model. (2017). Szczerbowicz, Urszula ; Isoré, Marlène.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:79:y:2017:i:c:p:97-125.

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  23. Volatility Persistence in Palestine Exchange Bulls and Bears: An Econometric Analysis of Time Series Data. (2017). Awad, Ibrahim M ; Al-Ewesat, Abdel-Rahman .
    In: Review of Economics & Finance.
    RePEc:bap:journl:170307.

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  24. Does the Feds unconventional monetary policy weaken the link between the financial and the real sector?. (2016). de Haan, Jakob ; Xu, Yimin .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:529.

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  25. Disaster Risk and Preference Shifts in a New Keynesian Model.. (2016). Szczerbowicz, Urszula ; Isoré, Marlène.
    In: Working papers.
    RePEc:bfr:banfra:614.

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    RePEc:eee:econom:v:183:y:2014:i:2:p:181-192.

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  52. The conditional equity premium, cross-sectional returns and stochastic volatility. (2014). Lau, Chi Keung ; Chan, Kwok Ho ; Fung, Ka Wai Terence, ; Lau, Chi Keung Marco, .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:38:y:2014:i:c:p:316-327.

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  53. How beneficial was the Great Moderation after all?. (2014). Pancrazi, Roberto.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:46:y:2014:i:c:p:73-90.

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  54. Asset prices in affine real business cycle models. (2014). Malkhozov, Aytek.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:45:y:2014:i:c:p:180-193.

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  55. The VIX, the variance premium and stock market volatility. (2014). Hoerova, Marie ; Bekaert, Geert.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141675.

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  56. Rare Disasters and the Term Structure of Interest Rates. (2013). Tsai, Jerry.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:665.

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  57. Expectations of Returns and Expected Returns. (2013). Shleifer, Andrei ; Greenwood, Robin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18686.

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  58. Comment on Shocks and Crashes. (2013). Campbell, John .
    In: NBER Chapters.
    RePEc:nbr:nberch:12933.

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  59. Identifying long-run risks: a bayesian mixed-frequency approach. (2013). Song, Dongho ; Schorfheide, Frank ; Yaron, Amir.
    In: Working Papers.
    RePEc:fip:fedpwp:13-39.

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  60. Volatility, labor heterogeneity and asset prices. (2013). Ochoa, Marcelo.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-71.

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  61. Cyclical Asset Returns in the Consumption and Investment Goods Sector. (2013). Süssmuth, Bernd ; Maussner, Alfred ; Heer, Burkhard ; Sussmuth, Bernd.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4364.

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  62. Expectations-Based Reference-Dependent Preferences and Asset Pricing. (2012). Pagel, Michaela.
    In: MPRA Paper.
    RePEc:pra:mprapa:47933.

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  63. An Intertemporal CAPM with Stochastic Volatility. (2012). Polk, Christopher ; Giglio, Stefano ; Campbell, John ; Turley, Robert .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18411.

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