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Добірка наукової літератури з теми "Asset price cycle"

Автор: Grafiati

Опубліковано: 11 березня 2023

Оновлено: 31 липня 2025

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Статті в журналах з теми "Asset price cycle"

1

Zhu, Qing, Shuyu Bai, and Jia Wang. "Liquidity, Asset Price Volatility, and Monetary Policy Choices: Empirical Evidence from China." Complexity 2022 (May 26, 2022): 1–19. http://dx.doi.org/10.1155/2022/4710234.

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This article effectively identifies the high and low volatility state of asset prices in China by constructing the MS-AR model, and further investigates the relationship between different dimensions of liquidity and asset price volatility. Moreover, we try to incorporate liquidity into the analytical framework and adopt the TVP-SV-VAR model to study the time-varying characteristics between monetary policy, liquidity, asset price volatility and macroeconomy. The results are as follows: firstly, it shows that the high or low volatility state of China’s stock market and real estate market can be

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2

Hua, Weiping, Tian Qiu, Xin Pan, et al. "The Extension and Improvement of the Forest Land Net Present Value Model and Its Application in the Asset Evaluation of Cunninghamia lanceolata Forest Land." Sustainability 15, no. 11 (2023): 9096. http://dx.doi.org/10.3390/su15119096.

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In order to solve the problem in that the classical forest land expectation value method ignores the actual forest stock volume when assessing the income at the end of the current production cycle in the forest, and fill the research gap in this area, the technical system of the forest land asset evaluation was enriched. The forest land returns were divided into two parts, i.e., the segmented forest land return price from the growth of the actual forest stand to the end of the growth cycle (Bu1), and the segmented forest land return price for an infinite number of growth cycles after the growt

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3

Feng, Kun, and Ki Seong Lee. "Relationship between Chinese Financial Cycle and Business Cycle." Asia Europe Perspective Association 18, no. 3 (2021): 115–37. https://doi.org/10.31203/aepa.2021.18.3.005.

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The data used in this research are from the first quarter of 2001 to the third quarter of 2020 to analyze the relationship between the financial cycle and the business cycle in China. The research results are as follows: First, the cycling period of housing price cycles and equity price cycles are relatively short in comparison with the ratios of total credit to the private credit to GDP. Second, the research shows that the selected indicators faithfully manifest the medium-term cycle. Third, in terms of the financial cycle, because of the peak, there is concern that this could lead to a finan

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4

Sekizawa, Yoichi, and 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 (2021): e0245520. http://dx.doi.org/10.1371/journal.pone.0245520.

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Many economists claim that asset price transitions, particularly stock price transitions, have a seasonal cycle affected by length of daylight. Although they claim that the seasonal affective disorder (SAD) is a mediator between the length of daylight and asset price transitions, recent studies in psychology have been inconclusive about the existence of SAD, and some economics studies disagree regarding the involvement of SAD in seasonal stock price transitions. The purpose of the present study is to examine if there is any psychological mediator linking length of daylight and seasonal asset p

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5

Andaiyani, Sri, and Telisa Aulia Falianty. "ASEAN CREDIT GROWTH AND ASSET PRICE RESPONSE TO GLOBAL FINANCIAL CYCLE." Buletin Ekonomi Moneter dan Perbankan 20, no. 2 (2017): 203–28. http://dx.doi.org/10.21098/bemp.v20i2.812.

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An upsurge and volatility of capital flows to Emerging Asian Economies indicated that there is the potential effect of global financial cycle to emerging market. It provides an overview of investor risk aversion in short term investment after financial crisis 2008. Global financial cycle could have a significant impact not only to credit growth but also asset prices, including equity prices and property prices. Rey (2015) has triggered an interesting discussion about global financial cycle. She found that there was a global financial cycle in capital flows, asset prices and credit growth. This

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6

Erturk, Korkut A. "ASSET PRICE BUBBLES, LIQUIDITY PREFERENCE AND THE BUSINESS CYCLE." Metroeconomica 57, no. 2 (2006): 239–56. http://dx.doi.org/10.1111/j.1467-999x.2006.00241.x.

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7

Tryhubchenko, Anton. "The effect of price risks on business structures depending on their size." Ukrainian Journal of Applied Economics and Technology 2024, no. 4 (2024): 218–23. https://doi.org/10.36887/2415-8453-2024-4-33.

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The article examines the impact of economic cycles on the effectiveness of investment decisions in business structures of different capitalizations, particularly large-cap and small-cap stocks. The four main phases of the economic cycle (expansion, peak, recession, and recovery) and their impact on changes in asset returns are analyzed. The author argues that during periods of economic growth, stocks of small-cap companies often show higher returns due to investors’ inclination towards risky assets, while stocks with large capitalization demonstrate more stable dynamics in the phases of slowdo

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8

Chakraborty, Suparna. "REAL ESTATE CYCLES, ASSET REDISTRIBUTION, AND THE DYNAMICS OF A CRISIS." Macroeconomic Dynamics 20, no. 7 (2016): 1873–905. http://dx.doi.org/10.1017/s1365100515000322.

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In this paper, I explore the dynamics of real estate market fluctuations and business cycle co-movements in a neoclassical setting. Applying a dynamic stochastic general equilibrium model of collateral constraints with asset reallocation to Japan, I find that public policy shocks account well for the business cycle dynamics. In particular, taxes on land holdings of households mimic the impact of a housing preference shock, and if volatile enough, can trigger large asset price fluctuations. However, in the absence of volatility, the impact on prices is intrinsically linked to the persistence of

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9

Khandelwal, Padamja, Ken Miyajima, and 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.

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This paper examines the links between global oil price movements and macroeconomic and financial developments in the Gulf Cooperation Council (GCC). The GCC economies can be adversely affected by low oil prices due to their high dependence on oil and gas exports and macro-financial linkages which can amplify the effects of oil price movements over the financial cycle. Historically, systemic financial sector risks rose in the GCC countries with the oil price upswing in the years before the global financial crisis. Against this background, a range of multivariate panel approaches, including a pa

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10

Ertürk, Korkut Alp, and Jake Jennings. "Debt and Financial Sentiment. Early Keynes on Balance Sheet Effects of Asset Price Changes." Vierteljahrshefte zur Wirtschaftsforschung 89, no. 1 (2020): 45–58. http://dx.doi.org/10.3790/vjh.89.1.45.

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Summary: The paper explores the link between financial sentiment and private debt, using Keynes’s A Treatise on Money as a conceptual backdrop. In responding to his critics after the publication of his General Theory Keynes famously talked about unexpected, violent changes in conventional asset valuations resulting from doubts with a life of their own boiling over onto the surface. Such doubts he argued influenced the size of what he called the bear position, which in his Treatise on Money he took to be an index of financial sentiment. Minsky also drew from Keynes’s earlier work when he famous

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Дисертації з теми "Asset price cycle"

1

Oshima, Katsuhiro. "SUBJECTIVE EXPECTATION，ASSET PRICE，AND MACRO ECONOMY." Kyoto University, 2020. http://hdl.handle.net/2433/253053.

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2

Toyoda, Hiroki. "Asset Prices and Business Cycles." Kyoto University, 2019. http://hdl.handle.net/2433/236600.

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3

Petukhov, Anton. "Business cycle, reallocation of labor and asset prices." Thesis, Massachusetts Institute of Technology, 2016. http://hdl.handle.net/1721.1/107863.

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Thesis: S.M. in Management Research, Massachusetts Institute of Technology, Sloan School of Management, 2016.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (pages 33-36).<br>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

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4

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.

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Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Economics, 1998.<br>Includes bibliographical references (p. 127-131).<br>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 comb

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5

BASSANIN, MARZIO. "Essays in Macro-Financial Linkages." Doctoral thesis, Luiss Guido Carli, 2019. http://hdl.handle.net/11385/201073.

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This thesis consists in three essays that study the linkages between real and financial factors from different perspectives. Chapter 1, co-authored with Ester Faia and Valeria Patella, introduces a full set of ambiguity attitudes, which endogenously induces agents' optimism in booms and pessimism in recessions, in a model where borrowers face occasionally binding collateral constraints. We use GMM techniques with latent value functions to estimate the ambiguity attitudes process, showing that agents update their belief over the credit cycle in a way coherent with our preferences specific

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6

Bhaskar, Sandeep. "Asset Prices, Banking and Economic Activity." Diss., Temple University Libraries, 2016. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/406182.

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Economics<br>Ph.D.<br>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 co

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7

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.

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8

Scheffel, Eric M. "Business cycles, velocity and asset prices in a Wicksellian banking time economy." Thesis, Cardiff University, 2010. http://orca.cf.ac.uk/55889/.

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Анотація:

This thesis collects three interrelated pieces of theoretical work, which are connected to each other in the sense of being rooted in an analysis and examination of a specific type of monetary general equilibrium model which is of a cash-in-advance nature. All of the three contributions extend the usual quantity-theoretic cash-in-advance (CIA) constraint to a more general exchange constraint, in that they include the possibility of allowing the representative household to pay for the consumption good using a (self-)produced alternative means-of-exchange, costly credit. The first two pieces ext

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9

Knütter, 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.

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10

Hýža, 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.

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Анотація:

The thesis addresses the instabilities in stock markets in the USA. There are many factors that may increase the price volatility, or even cause a panic. During these turbulent times investors can seek shelter in investment safe havens that allow protecting their portfolio against significant financial losses. The focus is put on identifying the situations where it is appropriate to use the safe havens and how to properly time all transactions. Historical insight, events study and investigating economic cycles are the integral part of the work.

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Книги з теми "Asset price cycle"

1

Fund, International Monetary, ed. Asset prices and the business cycle. International Monetary Fund, 2000.

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2

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

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3

Schinasi, Garry J. Asset prices, monetary policy, and the business cycle. International Monetary Fund, 1994.

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4

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

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5

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

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6

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

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7

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

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8

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

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9

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

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10

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

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Частини книг з теми "Asset price cycle"

1

Pepper, Gordon. "Savings Imbalances and the Business Cycle." In Money, Credit and Asset Prices. Palgrave Macmillan UK, 1994. http://dx.doi.org/10.1057/9780230375932_7.

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2

Pepper, Gordon. "Shifts in the Savings Demand for Money and the Business Cycle." In Money, Credit and Asset Prices. Palgrave Macmillan UK, 1994. http://dx.doi.org/10.1057/9780230375932_8.

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3

Semmler, Willi. "The Mechanism of Recent Boom-Bust Cycles: Credit, Complex Securities, and Asset Prices." In Asset Prices, Booms and Recessions. Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-20680-1_21.

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4

Shi, Shouyong. "Liquidity Shocks and Asset Prices in the Business Cycle." In The Global Macro Economy and Finance. Palgrave Macmillan UK, 2012. http://dx.doi.org/10.1057/9781137034250_7.

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5

Sterken, Elmer. "The Role of the Ifo Business Climate Indicator and Asset Prices in German Monetary Policy." In Ifo Survey Data in Business Cycle and Monetary Policy Analysis. Physica-Verlag HD, 2005. http://dx.doi.org/10.1007/3-7908-1605-1_8.

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6

Congdon, Tim. "Money, Asset Prices and the Boom-Bust Cycles in the UK: An Analysis of the Transmission Mechanism from Money to Macro-Economic Outcomes." In Issues in Monetary Policy. John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119205814.ch9.

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7

Zhang, Hongtao, Yuantong Chen, Wanying Zhang, Yefeng Li, and Qiting Zeng. "The Broad Category Asset Investment Forecast Solutions Based on LSTM Algorithm and Macroeconomic Development." In Frontiers in Artificial Intelligence and Applications. IOS Press, 2023. http://dx.doi.org/10.3233/faia230898.

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Globally, category asset allocation as the core investment method has been the consensus of the industry. Macroeconomic index data and market data of various asset indexes reflect different economic states of each economic cycle and can calculate the risk and return characteristics of a certain type of asset, and construct passive investment portfolio. However, for China’s investors and investment environment, we need a more suitable macroeconomic and broad asset category forecast model. In order to find high-frequency and effective macroeconomic indicators, we divided China’s macroeconomic op

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8

"The Historical Pattern of Economic Cycles and Their Interaction with Asset Prices and Financial Regulation." In Asset Price Bubbles. The MIT Press, 2003. http://dx.doi.org/10.7551/mitpress/1459.003.0044.

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9

"Comments on “The Historical Pattern of Economic Cycles and Their Interaction with Asset Prices and Financial Regulation”." In Asset Price Bubbles. The MIT Press, 2003. http://dx.doi.org/10.7551/mitpress/1459.003.0047.

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10

Goodhart, Charles, and Boris Hofmann. "Bank Regulation and Macroeconomic Fluctuations." In House Prices and the Macroeconomy: Implications for Banking and Price Stability. Oxford University PressOxford, 2006. http://dx.doi.org/10.1093/oso/9780199204595.003.0008.

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Abstract Macroeconomic cycles have been changing in recent decades, since the end of the Bretton Woods system, and now involve more asset price volatility (boom–bust cycles) and financial fragility. In the face of more frequent banking crises, regulators have moved to reinforce individual bank capital adequacy ratios, for example through the Basel I and II Accords. But bank regulation is inherently procyclical; it bites in downturns, but fails to restrain in booms. The more ‘sophisticated’ and ‘risk-sensitive’ the regulation, the greater the scope for procyclicality to become a problem, partic

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Тези доповідей конференцій з теми "Asset price cycle"

1

Binti Wahi, Siti Kathijah, Zurina Binti Jamil, Nadiah Binti Muhammad, Ahmad Mustaza Bin Ahmad Rusli, M. Faris Bin Mawardi, and Mohd Farid Bin Rahmat Sam. "Expert Corrosion Design Basis Memorandum (E-CDBM)-Corrosion Digital Solution at Your Fingertips." In MECC 2023. AMPP, 2023. https://doi.org/10.5006/mecc2023-19866.

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Abstract The objective of the paper is to communicate on the development and commissioned of Web-Based Online Expert Corrosion Design Basis Memorandum (E-CDBM), an online solution to accelerate, simplify & standardize CDBM development which has been piloted for Upstream Wellhead Platforms and Pipelines. CDBM is a project key document consisting of the design basis of material selection, corrosion control, testing and monitoring which is typically developed and approved manually. This digitalization initiative will take CDBM to a next level in designing corrosion features for upstream facil

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2

Berry, Irene, Glen Merfeld, and Patrick Riley. "Mapping Energy Storage Physics to Application Economics." In 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.

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The success of grid scale energy storage hinges on our ability to solve real problems economically. By mapping energy storage physics to application economics, this paper offers a technology neutral look at how energy storage can solve real problems. A value analytics methodology was developed that combines the physics of energy storage, application power commands, and market-specific economic constructs. This approach evaluates and optimizes the value of energy storage for specific projects by providing insight into the tradeoffs between the lifecycle costs and revenues. These analytics calcu

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3

Alrabady, Linda A. "Driving Safe, Reliable and Sustainable Operations Using a Novel Asset Performance Management Framework." In ADIPEC. SPE, 2023. http://dx.doi.org/10.2118/216478-ms.

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Abstract The oil and gas industries are under a huge pressure to deliver the world’s energy needs in a secure and affordable manner whilst keeping up with ever-increasing emphasis on regulatory compliance and environmental sustainability. Price volatility calls for decarbonization, and aging infrastructure have added pressure on shrinking margins, despite resulting cost-cutting initiatives. The Energy industry carries added risks due to the nature of its operations: handling and processing hydrocarbons, complexity of the asset mix and value chains, as well as the potential for severe personnel

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4

Ameyaw, A. D., W. Ampomah, and A. Morgan. "Techno-Economic and Life Cycle Assessments of Integrated Carbon Capture and Storage in Blue Hydrogen Production." In SPE Western Regional Meeting. SPE, 2025. https://doi.org/10.2118/224206-ms.

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Abstract This study evaluates the techno-economic and life-cycle carbon assessments of blue hydrogen production via steam methane reforming (SMR) with carbon capture and sequestration (CCS) at the Escalante hydrogen facility, under the CarbonSAFE project. SMR with carbon capture was simulated in ChemCAD, while an integrated asset model was developed to simulate the carbon dioxide (CO2) compression, transportation, and injection. The results show that SMR without CCS has a carbon footprint of 11.99 kgCO2e/kgH2. Integrating CCS which captures over 95% of CO2 emissions, reduces this footprint to

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5

Al-Aulaqi, Talal, Hussain Al Bulushi, Hashim Al Hashmi, et al. "Thermal EOR Conformance – A New Frontier for Asset Optimization: Steam Shutoff Pilot in Oman." In Abu Dhabi International Petroleum Exhibition & Conference. SPE, 2021. http://dx.doi.org/10.2118/207254-ms.

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Abstract Over the last 50 years, thermal EOR has been an effective method for reducing the viscosity of and recovering heavy oil from deep reservoirs. In mature thermal EOR projects, conformance is one of the main challenges for maximizing reserves and meeting long-term production expectations. In this paper, Occidental presents a novel pilot to address thermal conformance in the Mukhaizna field in Oman. This is a thermal EOR operation in deep reservoirs (&gt; 2,000 ft) with extremely high viscosity (&gt;10,000 cp) in harsh desert conditions with temperatures exceeding 500°F. The pilot

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6

Hurdle, Tim. "Cost-Effective Intelligent Engine Health Monitoring for Naval Gas Turbines." In ASME Turbo Expo 2007: Power for Land, Sea, and Air. ASMEDC, 2007. http://dx.doi.org/10.1115/gt2007-27507.

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The Marine Olympus and Tyne are long serving marine gas turbine engines, which entered service in the early 70’s and whose design heritage goes as far back as the 1950’s. The engines, still in active service with twenty three navies, continue to provide propulsion power for aircraft carriers, frigates and destroyers in every ocean around the globe. Rolls-Royce has developed a “Total Care” (TC) contract with one of its major naval customers to replace the traditional “as incurred” support arrangement. Under Total Care, Rolls-Royce for a fixed price will provide engines, their spares and technic

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7

Reid, Michael, and Bernie Cook. "The Application of Smart, Connected Power Plant Assets for Enhanced Condition Monitoring and Improving Equipment Reliability." In 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.

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The U.S. electric utility industry continues to undergo dramatic change due to a number of key trends and also prolonged uncertainty. These trends include: • Increasing environmental regulations uncertainty • Natural gas supply uncertainty and price • Economic / decoupling of electricity demand growth from GDP • Aging coal and nuclear generation fleet / coal retirements • Aging workforce • Increasing distributed energy resources • Increasing customer expectations The transformation ultimately demands significant increases in power plant generation operating capabilities (e.g. flexibility, oper

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Zhang, Xiao-rong, Jian-gang Xu, and Zhi-guo Li. "Financial stability and interest rate adjustment in asset price boom-bust cycles." In 2011 International Conference on Electronics, Communications and Control (ICECC). IEEE, 2011. http://dx.doi.org/10.1109/icecc.2011.6068187.

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Raj, Komandur Sunder. "Technical/Technological Advances for Optimizing Heat Rate." In 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.

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Heat rate in a power plant cycle is a calculated value expressed as the ratio of the amount of heat supplied to the cycle divided by the amount of power that is generated. It is directly affected by the heat source and associated auxiliaries, the prime mover, the regenerative feedwater heating cycle and, the heat sink. Heat rate computations also suffer from imprecision/time lags associated with fuel flow measurements, difficulties/uncertainties in determination of the actual amount of heat supplied to the power plant cycle and, measurement of the power that is generated. Consequently, many po

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Kalitsun, Viktor, Waleed Fazelipour, Marco Thiele, and Rod Batycky. "Application of Streamline-Based WAG Injection Rate Management to Improve Oil Recovery of GLSAU CO2 Flood." In SPE Annual Technical Conference and Exhibition. SPE, 2023. http://dx.doi.org/10.2118/214828-ms.

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Abstract The Goldsmith-Landreth San Andres Unit (GLSAU) in the Permian Basin has been under waterflood since 1963, and CO2 WAG flood since 2009. In January 2020, the asset team initiated a flood management workflow using a numerical Streamline Surveillance (SLSV) model approach. Starting in March 2020, because of the oil price collapse due to the pandemic, only produced CO2 was reinjected (harvest operation). Reduced availability of CO2 led to the field-wide voidage replacement ratio (VRR) declining and injectors unable to maintain their pre-harvesting CO2 rates. The approach described in this

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Звіти організацій з теми "Asset price cycle"

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Boyarchenko, Nina, and Leonardo Elias. The Global Credit Cycle. Federal Reserve Bank of New York, 2024. http://dx.doi.org/10.59576/sr.1094.

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Do global credit conditions affect local credit and business cycles? Using a large cross-section of equity and corporate bond market returns around the world, we construct a novel global credit factor and a global risk factor that jointly price the international equity and bond cross-section. We uncover a global credit cycle in risky asset returns, which is distinct from the global risk cycle. We document that the global credit cycle in asset returns translates into a global credit cycle in credit quantities, with a tightening in global credit conditions predicting extreme capital flow episode

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Campbell, John. Asset Prices, Consumption, and the Business Cycle. National Bureau of Economic Research, 1998. http://dx.doi.org/10.3386/w6485.

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Bigio, Saki, Dejanir Silva, and Eduardo Zilberman. Heterogeneous Beliefs, Asset Prices, and Business Cycles. National Bureau of Economic Research, 2025. https://doi.org/10.3386/w33672.

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Gomes, Joao, Amir Yaron, and Lu Zhang. Asset Prices and Business Cycles with Costly External Finance. National Bureau of Economic Research, 2002. http://dx.doi.org/10.3386/w9364.

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Alvarez, Fernando, and Urban Jermann. Using Asset Prices to Measure the Cost of Business Cycles. National Bureau of Economic Research, 2000. http://dx.doi.org/10.3386/w7978.

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Melo-Velandia, Luis Fernando, José Vicente Romero, and Diego Niño-Garavito. Analyzing Exchange Rate Dynamics within the Global Financial Cycle: A DCC-Copula approach. Banco de la República, 2025. https://doi.org/10.32468/be.1320.

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The Global Financial Cycle (GFC), defined as the fluctuations in international capital flows, asset prices, and risk appetite, has garnered significant attention from the recent international finance literature, market practitioners, and policymakers. This study employs a Dynamic Conditional Correlation (DCC) Copula model to examine the interaction between exchange rates for a group of seven developed economies and seventeen emerging market economies. Using these results and employing quantile panel data methods, we assess how the time-varying correlations of exchange rates behave in relation

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Financial Markets Report - Second Quarter 2023. Banco de la República, 2024. http://dx.doi.org/10.32468/rmf.eng2-trim.2023.

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Throughout the second quarter of the year, high inflation levels continued to ease, benefiting both the local public debt and that of counterparts in the region (Brazil, Mexico, Chile, and Peru). Conversely, amid stronger-than-anticipated economic activity in developed economies and expectations of a more contractionary monetary policy path, public debt in these countries depreciated. Riskier assets were favored by an increase in risk appetite. Global inflationary pressures remain high, although showing a downward trend, while economic activity demonstrated greater resilience than expected. Ma

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