Literatura académica sobre el tema "Asset price cycle"
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Artículos de revistas sobre el tema "Asset price cycle"
Zhu, Qing, Shuyu Bai y Jia Wang. "Liquidity, Asset Price Volatility, and Monetary Policy Choices: Empirical Evidence from China". Complexity 2022 (26 de mayo de 2022): 1–19. http://dx.doi.org/10.1155/2022/4710234.
Texto completoErturk, Korkut A. "ASSET PRICE BUBBLES, LIQUIDITY PREFERENCE AND THE BUSINESS CYCLE". Metroeconomica 57, n.º 2 (mayo de 2006): 239–56. http://dx.doi.org/10.1111/j.1467-999x.2006.00241.x.
Texto completoSekizawa, Yoichi y Yoko Konishi. "Are consumer confidence and asset value expectations positively associated with length of daylight?: An exploration of psychological mediators between length of daylight and seasonal asset price transitions". PLOS ONE 16, n.º 1 (20 de enero de 2021): e0245520. http://dx.doi.org/10.1371/journal.pone.0245520.
Texto completoAndaiyani, Sri y Telisa Aulia Falianty. "ASEAN CREDIT GROWTH AND ASSET PRICE RESPONSE TO GLOBAL FINANCIAL CYCLE". Buletin Ekonomi Moneter dan Perbankan 20, n.º 2 (31 de octubre de 2017): 203–28. http://dx.doi.org/10.21098/bemp.v20i2.812.
Texto completoChakraborty, Suparna. "REAL ESTATE CYCLES, ASSET REDISTRIBUTION, AND THE DYNAMICS OF A CRISIS". Macroeconomic Dynamics 20, n.º 7 (17 de marzo de 2016): 1873–905. http://dx.doi.org/10.1017/s1365100515000322.
Texto completoErtürk, Korkut Alp y Jake Jennings. "Debt and Financial Sentiment. Early Keynes on Balance Sheet Effects of Asset Price Changes". Vierteljahrshefte zur Wirtschaftsforschung 89, n.º 1 (1 de enero de 2020): 45–58. http://dx.doi.org/10.3790/vjh.89.1.45.
Texto completoKhandelwal, Padamja, Ken Miyajima y Andre Santos. "The impact of oil prices on the banking system in the Gulf Cooperation Council". Journal of Governance and Regulation 6, n.º 2 (2017): 32–47. http://dx.doi.org/10.22495/jgr_v6_i2_p4.
Texto completoBoehm, Christoph E. y T. Niklas Kroner. "The US, Economic News, and the Global Financial Cycle". International Finance Discussion Paper, n.º 1371 (febrero de 2023): 1–104. http://dx.doi.org/10.17016/ifdp.2023.1371.
Texto completoRyczkowski, Maciej. "MONEY, CREDIT, HOUSE PRICES AND QUANTITATIVE EASING – THE WAVELET PERSPECTIVE FROM 1970 TO 2016". Journal of Business Economics and Management 20, n.º 3 (2 de mayo de 2019): 546–72. http://dx.doi.org/10.3846/jbem.2019.9859.
Texto completoWong, Chin-Yoong y Yoke-Kee Eng. "Asset price boom–burst cycle as an elastic money response to technological shocks". Economics Letters 114, n.º 3 (marzo de 2012): 292–95. http://dx.doi.org/10.1016/j.econlet.2011.10.005.
Texto completoTesis sobre el tema "Asset price cycle"
Oshima, Katsuhiro. "SUBJECTIVE EXPECTATION,ASSET PRICE,AND MACRO ECONOMY". Kyoto University, 2020. http://hdl.handle.net/2433/253053.
Texto completoToyoda, Hiroki. "Asset Prices and Business Cycles". Kyoto University, 2019. http://hdl.handle.net/2433/236600.
Texto completoPetukhov, Anton. "Business cycle, reallocation of labor and asset prices". Thesis, Massachusetts Institute of Technology, 2016. http://hdl.handle.net/1721.1/107863.
Texto completoCataloged from PDF version of thesis.
Includes bibliographical references (pages 33-36).
Empirical literature on reallocation of resources during business cycles provides an evidence of increased reallocation of labor across firms during downturns. In this paper I build a theoretical model with search frictions in the labor market, that is consistent with this observation, and study implications of search and match frictions for the cross section of stock returns. In the model firms having more growth opportunities benefit from recessions due to more slack in the labor market which allows them to expand quicker and convert higher share of their growth opportunities into profitable projects. This feature generates a return spread between value and growth firms. In the model sorts of stocks based on different growth indicators yield patterns documented empirically in previous studies.
by Anton Petukhov.
S.M. in Management Research
Bergantino, Steven M. (Steven Michael) 1967. "Life cycle investment behavior, demographics and asset prices". Thesis, Massachusetts Institute of Technology, 1998. http://hdl.handle.net/1721.1/9667.
Texto completoIncludes bibliographical references (p. 127-131).
This thesis investigates the relationship between demographics and asset prices. More specifically it examines the effect of changes in the age distribution of the U.S. population on housing, stock, and bond prices over the post World War II period in the U.S. This is done in two steps. First, survey data on household asset holdings is used to construct age profiles of household demand for housing, stocks, bonds, and debt. These asset demand profiles are combined with data on the age distribution of the U.S. population to construct time series measures of aggregate demographic demand for housing, financial assets net of debt, and stocks in excess of bonds, which are then used to analyze the effects of demographically driven changes in aggregate asset demand on equilibrium asset prices over the period from 1946 through 1997. The results of this exercise suggest several interesting findings. With respect to the microeconomic issue of life cycle investment behavior, one finds that the scale and composition of household asset demand changes dramatically over the course of the economic life cycle. Young households, that is, households with heads under age 40, tend to draw credit out of financial markets, primarily by issuing mortgage contracts for the purchase of houses. The extent of this and other borrowing done by young households tends to exceed any gross contributions they make to financial markets through transactions accounts, mutual funds, retirement plans, etc., making them net negative investors in financial assets on average. In contrast, households with heads between ages 40 and 60, tend to provide substantial amounts of credit to financial markets. Much of this saving is, at least nominally, retirement saving, held in personal retirement accounts and employer provided pensions. Households with heads over age 60 tend, like younger households, to drain credit from financial markets. However, unlike young households, older households draw credit out of financial markets not by borrowing, rather, by using previously accumulated assets to fund consumption during retirement. Due to large shifts in the age distribution of the U.S. population since 1946, these life cycle investment patterns appear to have had significant macroeconomic consequences. Tests of the correlation between the constructed demographic demand variables and corresponding asset price series, suggest a statistically significant link between demographic changes in the U.S. population and observed long run movements in housing, stock, and bond prices. This is true even after controlling for the effects of other factors such as fluctuations in real GDP (in the case of housing and bond prices) and dividends (in the case of stock prices). Estimated elasticities of real housing prices with respect to the demographic demand for housing suggest that demographic factors can account for approximately 59% of the observed annual increase in real housing prices between 1966 and 1986. Similarly, demographically driven changes in the demand for financial assets can account for approximately 77% of the observed annual increase in real stock prices between 1986 and 1997 and can account for at least 81 % of the observed annual increase in real bond prices. As for the future, current Census Bureau population projections suggest that annual growth in demographic housing demand will provide a positive stimulus of about 0.35% per year to real housing price appreciation between 1997 and 2007, down from about 0.98% per year for the period between 1986 to 1997, and 1.02% per year for the period between 1966 and 1986. Growth in the demographic demand for financial assets is expected to provide a positive stimulus to real stock and bond price appreciation of about 8.76% per year between 1997 and 2007, up from about 6.62% per year for the period between 1986 and 1997, and -1.34% per year for the period between 1966 and 1986.
by Steven M. Bergantino.
Ph.D.
BASSANIN, MARZIO. "Essays in Macro-Financial Linkages". Doctoral thesis, Luiss Guido Carli, 2019. http://hdl.handle.net/11385/201073.
Texto completoBhaskar, Sandeep. "Asset Prices, Banking and Economic Activity". Diss., Temple University Libraries, 2016. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/406182.
Texto completoPh.D.
This dissertation examines the role of asset prices to act as a transmission and amplification mechanism. Specifically, it looks at how changes in asset prices can help transmit and amplify technology shocks through the credit channel by changing the supply of loanable funds, or changing the supply of deposits, or both. Using a modified version of the Kiyotaki-Moore credit cycles model with concave utility and decreasing returns to scale production function, the dissertation illustrates that asset prices can as a credible amplification and transmission mechanism. Using concave utility and decreasing returns to scale production function allows the incorporation risk aversion into the credit cycles model. The model can help explain the gap between observed magnitude of shocks, and the corresponding changes in economic activity. The behavior of a heterogeneous agent economy in response to a technology shock is simulated using computer programs. The simulations show that a one percent technology shock translates into a more than four percent change in capital held by the constrained agents by moving capital from one agent type to the other. This moves the economy away from a first-best equilibrium. If the technology shock is positive there is an increased demand of capital from the more productive agents, and thus a more than proportionate increase in output. If the technology shock is negative, the opposite path is followed, and economic activity falls more than proportionately. There are credit constraints built into the model. Agents' access to credit is determined by the value of collateral on oer, which in turn depends on asset prices. Technology shocks change demand for assets, their prices, their value as collateral, and hence agents' access to credit. Further, since prices are forward looking, a shock in one period propagates through time. These simulations show that the effects of the shock can be felt up to 13 periods after it has hit. An event analysis with housing price data from 18 countries spanning a period of more than four decades is also performed. It shows that there is strong co-movement of housing prices and economic activity. In particular, larger changes in housing prices have been accompanied by qualitatively similar changes in economic activity. The period leading up to the peak of a real estate cycle is accompanied by a more than proportionate increase in private sector lending, and once the peak has been crested, there is a more than proportionate fall in nominal private sector lending. This evidence is in sync with the earlier observation that changes in asset prices influence agents' access to credit and contribute to the persistence of the effects of the shock far into the future. Further, the preferred measure of economic health, the rate of inflation, sees no measurable change in periods leading up to a real estate peak, and beyond. This throws up the need for some other measure of economic health that is better able to capture the events in asset markets. Policy makers have been paying more attention to this channel in the aftermath of the sub-prime mortgage crisis in the United States. There have been multiples changes in regulatory policy across the world, and specific steps are being taken to dampen exuberance in the real estate market. Only time can tell if these measures turn out to be effective, but at least a step has been taken towards realizing that housing market can lead to a wider economic and banking crisis.
Temple University--Theses
Iacoviello, Matteo. "Monetary policy, asset prices andthe business cycle : a theoretical and empirical analysis". Thesis, London School of Economics and Political Science (University of London), 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.398255.
Texto completoScheffel, Eric M. "Business cycles, velocity and asset prices in a Wicksellian banking time economy". Thesis, Cardiff University, 2010. http://orca.cf.ac.uk/55889/.
Texto completoKnütter, Rolf [Verfasser]. "Monetary Policy and Asset Prices: How Do Boom-Bust Cycles Influence the Optimal Strategy of Monetary Policy? / Rolf Knütter". Hagen : Fernuniversität Hagen, 2011. http://d-nb.info/1013332350/34.
Texto completoHýža, David. "Stock market panics, safe havens and implications for the portfolio management". Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-199200.
Texto completoLibros sobre el tema "Asset price cycle"
Fund, International Monetary, ed. Asset prices and the business cycle. Washington D.C: International Monetary Fund, 2000.
Buscar texto completoCampbell, John Y. Asset prices, consumption, and the business cycle. Cambridge, MA: National Bureau of Economic Research, 1998.
Buscar texto completoSchinasi, Garry J. Asset prices, monetary policy, and the business cycle. [Washington, D.C.]: International Monetary Fund, 1994.
Buscar texto completoGomes, Joao. Asset prices and business cycles with costly external finance. Cambridge, Mass: National Bureau of Economic Research, 2002.
Buscar texto completoIMF. 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.
Texto completoIMF. 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.
Texto completoIMF. 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.
Texto completoMenzly, Lior. The time series of the cross section of asset prices. Cambridge, MA: National Bureau of Economic Research, 2002.
Buscar texto completoFernando, Alvarez. Using asset prices to measure the cost of business cycles. Cambridge, MA: National Bureau of Economic Research, 2000.
Buscar texto completoStock, James H. Forecasting output and inflation: The role of asset prices. Cambridge, MA: National Bureau of Economic Research, 2001.
Buscar texto completoCapítulos de libros sobre el tema "Asset price cycle"
Pepper, Gordon. "Savings Imbalances and the Business Cycle". En Money, Credit and Asset Prices, 48–54. London: Palgrave Macmillan UK, 1994. http://dx.doi.org/10.1057/9780230375932_7.
Texto completoPepper, Gordon. "Shifts in the Savings Demand for Money and the Business Cycle". En Money, Credit and Asset Prices, 55–59. London: Palgrave Macmillan UK, 1994. http://dx.doi.org/10.1057/9780230375932_8.
Texto completoSemmler, Willi. "The Mechanism of Recent Boom-Bust Cycles: Credit, Complex Securities, and Asset Prices". En Asset Prices, Booms and Recessions, 271–88. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-20680-1_21.
Texto completoShi, Shouyong. "Liquidity Shocks and Asset Prices in the Business Cycle". En The Global Macro Economy and Finance, 118–30. London: Palgrave Macmillan UK, 2012. http://dx.doi.org/10.1057/9781137034250_7.
Texto completoSterken, Elmer. "The Role of the Ifo Business Climate Indicator and Asset Prices in German Monetary Policy". En Ifo Survey Data in Business Cycle and Monetary Policy Analysis, 173–201. Heidelberg: Physica-Verlag HD, 2005. http://dx.doi.org/10.1007/3-7908-1605-1_8.
Texto completoCongdon, Tim. "Money, Asset Prices and the Boom-Bust Cycles in the UK: An Analysis of the Transmission Mechanism from Money to Macro-Economic Outcomes". En Issues in Monetary Policy, 103–22. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119205814.ch9.
Texto completo"The Historical Pattern of Economic Cycles and Their Interaction with Asset Prices and Financial Regulation". En Asset Price Bubbles. The MIT Press, 2003. http://dx.doi.org/10.7551/mitpress/1459.003.0044.
Texto completo"Comments on “The Historical Pattern of Economic Cycles and Their Interaction with Asset Prices and Financial Regulation”". En Asset Price Bubbles. The MIT Press, 2003. http://dx.doi.org/10.7551/mitpress/1459.003.0047.
Texto completo"Cyclical Changes Associated with Business Cycles". En The Liquidity Theory of Asset Prices, 37–42. Oxford, UK: John Wiley & Sons Ltd, 2013. http://dx.doi.org/10.1002/9781118673423.ch5.
Texto completoRangvid, Jesper. "Monetary policy and the business cycle". En From Main Street to Wall Street, 142–54. Oxford University Press, 2021. http://dx.doi.org/10.1093/oso/9780198866404.003.0010.
Texto completoActas de conferencias sobre el tema "Asset price cycle"
Berry, Irene, Glen Merfeld y Patrick Riley. "Mapping Energy Storage Physics to Application Economics". En ASME 2016 10th International Conference on Energy Sustainability collocated with the ASME 2016 Power Conference and the ASME 2016 14th International Conference on Fuel Cell Science, Engineering and Technology. American Society of Mechanical Engineers, 2016. http://dx.doi.org/10.1115/es2016-59597.
Texto completoAl-Aulaqi, Talal, Hussain Al Bulushi, Hashim Al Hashmi, Sultan Al Amri, Ali Al Habsi, Ali Al Kalbani, Bader Al Mufarraji et al. "Thermal EOR Conformance – A New Frontier for Asset Optimization: Steam Shutoff Pilot in Oman". En Abu Dhabi International Petroleum Exhibition & Conference. SPE, 2021. http://dx.doi.org/10.2118/207254-ms.
Texto completoHurdle, Tim. "Cost-Effective Intelligent Engine Health Monitoring for Naval Gas Turbines". En ASME Turbo Expo 2007: Power for Land, Sea, and Air. ASMEDC, 2007. http://dx.doi.org/10.1115/gt2007-27507.
Texto completoReid, Michael y Bernie Cook. "The Application of Smart, Connected Power Plant Assets for Enhanced Condition Monitoring and Improving Equipment Reliability". En ASME 2016 Power Conference collocated with the ASME 2016 10th International Conference on Energy Sustainability and the ASME 2016 14th International Conference on Fuel Cell Science, Engineering and Technology. American Society of Mechanical Engineers, 2016. http://dx.doi.org/10.1115/power2016-59189.
Texto completoZhang, Xiao-rong, Jian-gang Xu y Zhi-guo Li. "Financial stability and interest rate adjustment in asset price boom-bust cycles". En 2011 International Conference on Electronics, Communications and Control (ICECC). IEEE, 2011. http://dx.doi.org/10.1109/icecc.2011.6068187.
Texto completoRaj, Komandur Sunder. "Technical/Technological Advances for Optimizing Heat Rate". En ASME 2015 Power Conference collocated with the ASME 2015 9th International Conference on Energy Sustainability, the ASME 2015 13th International Conference on Fuel Cell Science, Engineering and Technology, and the ASME 2015 Nuclear Forum. American Society of Mechanical Engineers, 2015. http://dx.doi.org/10.1115/power2015-49012.
Texto completoAdamuscin, Andrej, Miroslav Panik y Julius Golej. "Economic Impact of COVID-19 on Real Estate Prices in Slovakia". En 13th International Conference on Applied Human Factors and Ergonomics (AHFE 2022). AHFE International, 2022. http://dx.doi.org/10.54941/ahfe1002286.
Texto completoNadig, Ranga. "Design of Fast and Reliable Steam Surface Condensers". En ASME 2020 Power Conference collocated with the 2020 International Conference on Nuclear Engineering. American Society of Mechanical Engineers, 2020. http://dx.doi.org/10.1115/power2020-16680.
Texto completoJarmowski, Dennis, Paolo Capozzi, Jan Vogt y Klaus Helbig. "Investigation of Advanced Lifetime Calculation Procedure for Steam Turbines in Flexible Operation". En ASME Turbo Expo 2017: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2017. http://dx.doi.org/10.1115/gt2017-64147.
Texto completoPérez, Romel Antonio, Héctor Arnoldo Rodréguez, Gabriel Julian Rendón, Brayan Guillermo Plata, Lina Marcela Salinas, Carolina Barbosa, Luis Eduardo García et al. "Optimizing Production Performance, Energy Efficiency and Carbon Intensity with Preformed Foams in Cyclic Steam Stimulation in a Mature Heavy Oil Field: Pilot Results and Development Plans". En SPE Improved Oil Recovery Conference. SPE, 2022. http://dx.doi.org/10.2118/209399-ms.
Texto completoInformes sobre el tema "Asset price cycle"
Campbell, John. Asset Prices, Consumption, and the Business Cycle. Cambridge, MA: National Bureau of Economic Research, marzo de 1998. http://dx.doi.org/10.3386/w6485.
Texto completoGomes, Joao, Amir Yaron y Lu Zhang. Asset Prices and Business Cycles with Costly External Finance. Cambridge, MA: National Bureau of Economic Research, diciembre de 2002. http://dx.doi.org/10.3386/w9364.
Texto completoAlvarez, Fernando y Urban Jermann. Using Asset Prices to Measure the Cost of Business Cycles. Cambridge, MA: National Bureau of Economic Research, octubre de 2000. http://dx.doi.org/10.3386/w7978.
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