Results 11 to 20 of about 699,065 (279)
On the interaction between asset prices, inflation and interest rates [PDF]
, 2004 This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.This thesis examines the interaction between monetary policy, inflation and asset prices. The role of asset prices in the transmission mechanism of monetary
Kontonikas, Alexandros
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Inflation targeting in an open economy: Nonlinearity, asset prices and interest rates [PDF]
, 2006 This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Inflation targeting has been the central focus of monetary policy since early 1990s as more than 60 central banks across the countries target it explicitly,
Kharel, Ram Sharan
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Optimal Monetary Policy and Asset Price Misalignments [PDF]
, 2003 This paper analyses the relationship between monetary policy and asset prices in the context of optimal policy rules. The transmission mechanism is represented by a linearized rational expectations model augmented for the effect of asset prices on ...
Kontonikas, A, Montagnoli, A
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Inflation and the Price of Real Assets [PDF]
, 2009 In the 1970s, U.S. asset markets witnessed (i) a 25% dip in the ratio of aggregate household wealth relative to GDP and (ii) negative comovement of house and stock prices that drove a 20% portfolio shift out of equity into real estate. This study uses an overlapping generations model with uninsurable nominal risk to quantify the role of structural ...
Monika Piazzesi, Martin Schneider
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A time-varying of property residential price in Indonesia: a VAR approach
Jurnal Ekonomi & Studi Pembangunan, 2023 The crisis of 2008 started with asset price bubbles which spread to other sectors, thus driving a recession. Turmoil in the housing sector can directly harm the domestic economy and financial stability.
Rifki Khoirudin +1 more
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Inflation Protected Investment Strategies
Risks, 2016 In this paper, a dynamic inflation-protected investment strategy is presented, which is based on traditional asset classes and Markov-switching models.
Mirco Mahlstedt, Rudi Zagst
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Inflation and Asset Prices [PDF]
SSRN Electronic Journal, 2011 Changes in the general level of prices and inflation have profound effects on asset prices. There are several reasons for these effects and the influence differs depending on the source of the inflation and whether it is expected or not. To understand these effects it is important to clarify what is meant by inflation, the pure theory of the sources ...
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Firms’ Asset Holdings and Inflation Expectations [PDF]
SSRN Electronic Journal, 2020 Abstract This paper investigates the relationship between firms’ inflation expectations and their holdings of liquid assets. We implement a new quantitative survey of firms’ expectations about inflation in New Zealand. We find that firms that hold more shares of liquid assets systematically report lower inflation expectations.
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Using an inflation-augmented price-earnings ratio to guide tactical asset allocation
South African Journal of Economic and Management Sciences, 2011 Asset allocation plays a central role in determining investment outcomes, and available evidence shows that portfolio results can be enhanced through tactical asset allocation if managers use the simple price-earnings ratio as a predictor of equity ...
Adrian Saville
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L'aumento dei prezzi delle attività e la politica monetaria
Moneta e Credito, 2013 Asset inflation is characterised by an increase in the prices of assets while output prices are relatively stable or on a decline. In the event of asset inflation, international coordination of monetary policy is an observable trend.
C.P. KINDLBERGER
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