Littérature scientifique sur le sujet « Asset price cycle »
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Articles de revues sur le sujet "Asset price cycle"
Zhu, Qing, Shuyu Bai et Jia Wang. « Liquidity, Asset Price Volatility, and Monetary Policy Choices : Empirical Evidence from China ». Complexity 2022 (26 mai 2022) : 1–19. http://dx.doi.org/10.1155/2022/4710234.
Texte intégralErturk, Korkut A. « ASSET PRICE BUBBLES, LIQUIDITY PREFERENCE AND THE BUSINESS CYCLE ». Metroeconomica 57, no 2 (mai 2006) : 239–56. http://dx.doi.org/10.1111/j.1467-999x.2006.00241.x.
Texte intégralSekizawa, Yoichi, et 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, no 1 (20 janvier 2021) : e0245520. http://dx.doi.org/10.1371/journal.pone.0245520.
Texte intégralAndaiyani, Sri, et Telisa Aulia Falianty. « ASEAN CREDIT GROWTH AND ASSET PRICE RESPONSE TO GLOBAL FINANCIAL CYCLE ». Buletin Ekonomi Moneter dan Perbankan 20, no 2 (31 octobre 2017) : 203–28. http://dx.doi.org/10.21098/bemp.v20i2.812.
Texte intégralChakraborty, Suparna. « REAL ESTATE CYCLES, ASSET REDISTRIBUTION, AND THE DYNAMICS OF A CRISIS ». Macroeconomic Dynamics 20, no 7 (17 mars 2016) : 1873–905. http://dx.doi.org/10.1017/s1365100515000322.
Texte intégralErtürk, Korkut Alp, et Jake Jennings. « Debt and Financial Sentiment. Early Keynes on Balance Sheet Effects of Asset Price Changes ». Vierteljahrshefte zur Wirtschaftsforschung 89, no 1 (1 janvier 2020) : 45–58. http://dx.doi.org/10.3790/vjh.89.1.45.
Texte intégralKhandelwal, Padamja, Ken Miyajima et Andre Santos. « The impact of oil prices on the banking system in the Gulf Cooperation Council ». Journal of Governance and Regulation 6, no 2 (2017) : 32–47. http://dx.doi.org/10.22495/jgr_v6_i2_p4.
Texte intégralBoehm, Christoph E., et T. Niklas Kroner. « The US, Economic News, and the Global Financial Cycle ». International Finance Discussion Paper, no 1371 (février 2023) : 1–104. http://dx.doi.org/10.17016/ifdp.2023.1371.
Texte intégralRyczkowski, Maciej. « MONEY, CREDIT, HOUSE PRICES AND QUANTITATIVE EASING – THE WAVELET PERSPECTIVE FROM 1970 TO 2016 ». Journal of Business Economics and Management 20, no 3 (2 mai 2019) : 546–72. http://dx.doi.org/10.3846/jbem.2019.9859.
Texte intégralWong, Chin-Yoong, et Yoke-Kee Eng. « Asset price boom–burst cycle as an elastic money response to technological shocks ». Economics Letters 114, no 3 (mars 2012) : 292–95. http://dx.doi.org/10.1016/j.econlet.2011.10.005.
Texte intégralThèses sur le sujet "Asset price cycle"
Oshima, Katsuhiro. « SUBJECTIVE EXPECTATION,ASSET PRICE,AND MACRO ECONOMY ». Kyoto University, 2020. http://hdl.handle.net/2433/253053.
Texte intégralToyoda, Hiroki. « Asset Prices and Business Cycles ». Kyoto University, 2019. http://hdl.handle.net/2433/236600.
Texte intégralPetukhov, Anton. « Business cycle, reallocation of labor and asset prices ». Thesis, Massachusetts Institute of Technology, 2016. http://hdl.handle.net/1721.1/107863.
Texte intégralCataloged 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.
Texte intégralIncludes 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.
Texte intégralBhaskar, Sandeep. « Asset Prices, Banking and Economic Activity ». Diss., Temple University Libraries, 2016. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/406182.
Texte intégralPh.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.
Texte intégralScheffel, Eric M. « Business cycles, velocity and asset prices in a Wicksellian banking time economy ». Thesis, Cardiff University, 2010. http://orca.cf.ac.uk/55889/.
Texte intégralKnütter, 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.
Texte intégralHýža, 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.
Texte intégralLivres sur le sujet "Asset price cycle"
Fund, International Monetary, dir. Asset prices and the business cycle. Washington D.C : International Monetary Fund, 2000.
Trouver le texte intégralCampbell, John Y. Asset prices, consumption, and the business cycle. Cambridge, MA : National Bureau of Economic Research, 1998.
Trouver le texte intégralSchinasi, Garry J. Asset prices, monetary policy, and the business cycle. [Washington, D.C.] : International Monetary Fund, 1994.
Trouver le texte intégralGomes, Joao. Asset prices and business cycles with costly external finance. Cambridge, Mass : National Bureau of Economic Research, 2002.
Trouver le texte intégralIMF. 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.
Texte intégralIMF. 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.
Texte intégralIMF. 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.
Texte intégralMenzly, Lior. The time series of the cross section of asset prices. Cambridge, MA : National Bureau of Economic Research, 2002.
Trouver le texte intégralFernando, Alvarez. Using asset prices to measure the cost of business cycles. Cambridge, MA : National Bureau of Economic Research, 2000.
Trouver le texte intégralStock, James H. Forecasting output and inflation : The role of asset prices. Cambridge, MA : National Bureau of Economic Research, 2001.
Trouver le texte intégralChapitres de livres sur le sujet "Asset price cycle"
Pepper, Gordon. « Savings Imbalances and the Business Cycle ». Dans Money, Credit and Asset Prices, 48–54. London : Palgrave Macmillan UK, 1994. http://dx.doi.org/10.1057/9780230375932_7.
Texte intégralPepper, Gordon. « Shifts in the Savings Demand for Money and the Business Cycle ». Dans Money, Credit and Asset Prices, 55–59. London : Palgrave Macmillan UK, 1994. http://dx.doi.org/10.1057/9780230375932_8.
Texte intégralSemmler, Willi. « The Mechanism of Recent Boom-Bust Cycles : Credit, Complex Securities, and Asset Prices ». Dans 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.
Texte intégralShi, Shouyong. « Liquidity Shocks and Asset Prices in the Business Cycle ». Dans The Global Macro Economy and Finance, 118–30. London : Palgrave Macmillan UK, 2012. http://dx.doi.org/10.1057/9781137034250_7.
Texte intégralSterken, Elmer. « The Role of the Ifo Business Climate Indicator and Asset Prices in German Monetary Policy ». Dans 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.
Texte intégralCongdon, Tim. « Money, Asset Prices and the Boom-Bust Cycles in the UK : An Analysis of the Transmission Mechanism from Money to Macro-Economic Outcomes ». Dans Issues in Monetary Policy, 103–22. Hoboken, NJ, USA : John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119205814.ch9.
Texte intégral« The Historical Pattern of Economic Cycles and Their Interaction with Asset Prices and Financial Regulation ». Dans Asset Price Bubbles. The MIT Press, 2003. http://dx.doi.org/10.7551/mitpress/1459.003.0044.
Texte intégral« Comments on “The Historical Pattern of Economic Cycles and Their Interaction with Asset Prices and Financial Regulation” ». Dans Asset Price Bubbles. The MIT Press, 2003. http://dx.doi.org/10.7551/mitpress/1459.003.0047.
Texte intégral« Cyclical Changes Associated with Business Cycles ». Dans The Liquidity Theory of Asset Prices, 37–42. Oxford, UK : John Wiley & Sons Ltd, 2013. http://dx.doi.org/10.1002/9781118673423.ch5.
Texte intégralRangvid, Jesper. « Monetary policy and the business cycle ». Dans From Main Street to Wall Street, 142–54. Oxford University Press, 2021. http://dx.doi.org/10.1093/oso/9780198866404.003.0010.
Texte intégralActes de conférences sur le sujet "Asset price cycle"
Berry, Irene, Glen Merfeld et Patrick Riley. « Mapping Energy Storage Physics to Application Economics ». Dans 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.
Texte intégralAl-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 ». Dans Abu Dhabi International Petroleum Exhibition & Conference. SPE, 2021. http://dx.doi.org/10.2118/207254-ms.
Texte intégralHurdle, Tim. « Cost-Effective Intelligent Engine Health Monitoring for Naval Gas Turbines ». Dans ASME Turbo Expo 2007 : Power for Land, Sea, and Air. ASMEDC, 2007. http://dx.doi.org/10.1115/gt2007-27507.
Texte intégralReid, Michael, et Bernie Cook. « The Application of Smart, Connected Power Plant Assets for Enhanced Condition Monitoring and Improving Equipment Reliability ». Dans 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.
Texte intégralZhang, Xiao-rong, Jian-gang Xu et Zhi-guo Li. « Financial stability and interest rate adjustment in asset price boom-bust cycles ». Dans 2011 International Conference on Electronics, Communications and Control (ICECC). IEEE, 2011. http://dx.doi.org/10.1109/icecc.2011.6068187.
Texte intégralRaj, Komandur Sunder. « Technical/Technological Advances for Optimizing Heat Rate ». Dans 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.
Texte intégralAdamuscin, Andrej, Miroslav Panik et Julius Golej. « Economic Impact of COVID-19 on Real Estate Prices in Slovakia ». Dans 13th International Conference on Applied Human Factors and Ergonomics (AHFE 2022). AHFE International, 2022. http://dx.doi.org/10.54941/ahfe1002286.
Texte intégralNadig, Ranga. « Design of Fast and Reliable Steam Surface Condensers ». Dans 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.
Texte intégralJarmowski, Dennis, Paolo Capozzi, Jan Vogt et Klaus Helbig. « Investigation of Advanced Lifetime Calculation Procedure for Steam Turbines in Flexible Operation ». Dans ASME Turbo Expo 2017 : Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2017. http://dx.doi.org/10.1115/gt2017-64147.
Texte intégralPérez, 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 ». Dans SPE Improved Oil Recovery Conference. SPE, 2022. http://dx.doi.org/10.2118/209399-ms.
Texte intégralRapports d'organisations sur le sujet "Asset price cycle"
Campbell, John. Asset Prices, Consumption, and the Business Cycle. Cambridge, MA : National Bureau of Economic Research, mars 1998. http://dx.doi.org/10.3386/w6485.
Texte intégralGomes, Joao, Amir Yaron et Lu Zhang. Asset Prices and Business Cycles with Costly External Finance. Cambridge, MA : National Bureau of Economic Research, décembre 2002. http://dx.doi.org/10.3386/w9364.
Texte intégralAlvarez, Fernando, et Urban Jermann. Using Asset Prices to Measure the Cost of Business Cycles. Cambridge, MA : National Bureau of Economic Research, octobre 2000. http://dx.doi.org/10.3386/w7978.
Texte intégral