Consumption, (Dis)Aggregate Wealth, and Asset Returns

By Ricardo M. Sousa. 2010

112 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/ba41c10efbe679f1b5f616474891fb677f083f6f

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Citations in the corpus

How does fiscal policy react to wealth composition and asset prices (2012, background): “In addition, Heim (2010c) nds that, calculating the e¤ects for recession and non-recession periods and comparing them to models with average crowd out and models without crowd out, one concludes that the magnitude of the crowding-out e¤ects is roughly the same. times: some authors focused on the imp”
What are the effects of fiscal policy on asset markets (2011, background): “Moreover, they may lead to business cycle de-synchronization (Rafiq and Mallick, 2008; Mallick and Mohsin, 2007, 2010) or negatively affect the nexus betweenmonetary and financial stability (Castro, forthcoming; Granville and Mallick, 2009b; Sousa, 2010a).”
On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 (2014, background): “This approach has been given some empirical support in the literature on asset pricing models based on consumption- and income- (Gregoriou et al., 2009) as well as output (Sousa, 2010).”
The real effects of financial stress in the Eurozone (2013, background): “…rates and, more generally, their GDP growth rate plunging, suggests that the nexus between monetary stability and financial stability may be strong (Granville and Mallick, 2009; Castro 2010; Sousa, 2010a, 2010b) and that financial stress conditions can have an important impact on domestic demand.”
FISCAL POLICY AND ASSET PRICES (2013, unknown): “Not surprisingly, the relationship between macroeconomic variables, wealth, and asset returns has revived the interest on the topic by academics (Schuknecht et al., 2009; Sousa, 2010b).”