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Books on the topic 'Asset price cycle'

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Author: Grafiati

Published: 11 March 2023

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1

Fund, International Monetary, ed. Asset prices and the business cycle. Washington D.C: International Monetary Fund, 2000.

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2

Campbell, John Y. Asset prices, consumption, and the business cycle. Cambridge, MA: National Bureau of Economic Research, 1998.

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3

Schinasi, Garry J. Asset prices, monetary policy, and the business cycle. [Washington, D.C.]: International Monetary Fund, 1994.

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4

Gomes, Joao. Asset prices and business cycles with costly external finance. Cambridge, Mass: National Bureau of Economic Research, 2002.

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5

IMF. Research Dept. World Economic Outlook, May 2000: Asset Prices and the Business Cycle. Washington, D.C.: International Monetary Fund, 2000. http://dx.doi.org/10.5089/9781557759368.081.

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IMF. Research Dept. World Economic Outlook, May 2000: Asset Prices and the Business Cycle. Washington, D.C.: International Monetary Fund, 2000. http://dx.doi.org/10.5089/9781557759375.081.

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IMF. Research Dept. World Economic Outlook, May 2000: Asset Prices and the Business Cycle. Washington, D.C.: International Monetary Fund, 2000. http://dx.doi.org/10.5089/9781557759382.081.

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8

Menzly, Lior. The time series of the cross section of asset prices. Cambridge, MA: National Bureau of Economic Research, 2002.

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9

Fernando, Alvarez. Using asset prices to measure the cost of business cycles. Cambridge, MA: National Bureau of Economic Research, 2000.

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10

Stock, James H. Forecasting output and inflation: The role of asset prices. Cambridge, MA: National Bureau of Economic Research, 2001.

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11

Bordo, Michael D. Boom-busts in asset prices, economic instability, and monetary policy. Cambridge, MA: National Bureau of Economic Research, 2002.

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12

Herrera, Santiago. Tropical bubbles: Asset prices in Latin America, 1980-2001. Washington, D.C: World Bank, Latin America and the Caribbean Region, Office of the Chief Economist, 2001.

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13

G, Mendoza Enrique. Quantitative implication of a debt-deflation theory of sudden stops and asset prices. Cambridge, MA: National Bureau of Economic Research, 2004.

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14

G, Mendoza Enrique. Quantitative implication of a debt-deflation theory of sudden stops and asset prices. Cambridge, Mass: National Bureau of Economic Research, 2004.

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15

Lettau, Martin. Understanding trend and cycle in asset values: Reevaluating the wealth effect on consumption. Cambridge, Mass: National Bureau of Economic Research, 2003.

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16

G, Mendoza Enrique. Margin calls, trading costs, and asset prices in emerging markets: The financial mechanics of the 'sudden stop' phenomenon. Cambridge, MA: National Bureau of Economic Research, 2002.

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17

Robert Miguel W. K. Kollmann. Explaining international comovements of output and asset returns: The role of money and nominal rigidities. [Washington, D.C.]: International Monetary Fund, Research Department, 1999.

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18

IMF. Research Dept. World Economic Outlook, May 2000: Asset Prices and the Business Cycle : Asset Prices and the Business Cycle. 2000. http://dx.doi.org/10.5089/9781557759399.081.

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19

Putnam, Kyle J. Financialization of Commodity Markets. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780190656010.003.0025.

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In the early 2000s, financial investors began pouring billions of dollars into the commodity futures markets seeking the unique investment benefits of this distinct asset class. This “financialization” process has called into question the fundamental risk and return properties of commodity futures as evidence has emerged favoring the idea that the massive increase in investor flows caused a rise in futures prices, volatility, and intra- and intermarket return correlations. However, a contrarian line of research contends that the effects of the new “speculative” capital on the futures markets are unsubstantiated and the increased participation of financial investors poses little consequence to the economics of the marketplace. This latter line of literature maintains that the investment benefits of commodity futures have not been diminished and that fundamental factors and business cycle variations can explain the observed changes in commodity price behavior.

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20

Shamloo, Maral, and Aytek Malkhozov. Asset Prices in Affine Real Business Cycle Models. International Monetary Fund, 2010.

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21

Shamloo, Maral, and Aytek Malkhozov. Asset Prices in Affine Real Business Cycle Models. International Monetary Fund, 2010.

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22

Shamloo, Maral, and Aytek Malkhozov. Asset Prices in Affine Real Business Cycle Models. International Monetary Fund, 2010.

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23

Fund, International Monetary. World Economic Outlook, May 2000: Asset Prices and the Business Cycle. International Monetary Fund, 2000.

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24

Fund, International Monetary. World Economic Outlook, May 2000: Asset Prices and the Business Cycle. International Monetary Fund, 2000.

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25

Fund, International Monetary. World Economic Outlook, May 2000: Asset Prices and the Business Cycle. International Monetary Fund, 2000.

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26

Staff, International Monetary Fund. World Economic Outlook, May 2000: Asset Prices and the Business Cycle. International Monetary Fund, 2000.

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27

Research Department Staff International Monetary Fund. World Economic Outlook May 2000: Asset Prices and the Business Cycle. International Monetary Fund, 2000.

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28

Fund, International Monetary. World Economic Outlook, May 2000: Asset Prices and the Business Cycle. International Monetary Fund, 2000.

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29

Liu, Estelle X., and Todd Mattina. Correcting Beyond the Cycle: Accounting for Asset Prices in Structural Fiscal Balances. International Monetary Fund, 2015.

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30

Liu, Estelle X., and Todd Mattina. Correcting Beyond the Cycle: Accounting for Asset Prices in Structural Fiscal Balances. International Monetary Fund, 2015.

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31

Poghosyan, Tigran, Estelle X. Liu, and Todd Mattina. Correcting Beyond the Cycle: Accounting for Asset Prices in Structural Fiscal Balances. International Monetary Fund, 2015.

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32

Congdon, Tim. Money And Asset Prices in Boom And Bust. Inst of Economic Affairs, 2006.

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33

Fund, International Monetary. World Economic Outlook, May 2000: Asset Prices and the Business Cycle (World Economic Outlook). Intl Monetary Fund, 2000.

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34

Semmler, Willi. Asset Prices, Booms and Recessions: Financial Economics from a Dynamic Perspective. Springer, 2014.

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35

Asset Prices, Booms and Recessions: Financial Economics from a Dynamic Perspective. 2nd ed. Springer, 2006.

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36

Asset Prices, Booms and Recessions: Financial Market, Economic Activity and the Macroeconomy. Springer, 2003.

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37

Bahgat, Gawdat. Sovereign Wealth Funds in the Persian Gulf States. Edited by Douglas Cumming, Geoffrey Wood, Igor Filatotchev, and Juliane Reinecke. Oxford University Press, 2017. http://dx.doi.org/10.1093/oxfordhb/9780198754800.013.19.

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The period from early 2000s to 2014 witnessed unprecedented and sustained high oil prices transforming the main oil and gas exporters in the Persian Gulf into major players in global finance. The Islamic Republic of Iran and the six GCC member states (Bahrain, Kuwait, Oman, Qatar, Saudi Arabia, and the United Arab Emirates) have been using these massive oil revenues to assert their economic and political leverage on the regional and international scene. A key component of this effort has been the creation of sovereign wealth funds (SWFs). This chapter examines the SWFs in Iran and the GCC states. It includes discussion of the emergence and evolution of the oil and gas industry in the region, analysis of the sharp drop in oil prices since 2014 and how this cycle is different from previous ones, and detailed examination (based on limited data availability) of Iran’s and the GCC’s major SWFs.

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