5 research outputs found
Investments in the Human Capital of the Socially Disadvantaged Children – Effects on Redistribution
- Author
- !35a4ee O&
- %$ *&apos
- %$"
- %*+-&
- &
- >
- >
- *#&apos
- *&apos
- *:7d78ad77 F
- *a
- *a
- 3>
- 3>
- 3>
- 3>
- 3dff &
- 4753ge7 3>
- 53>
- 53@ Ef3f7 F
- 53e7e I
- 5f>
- 675d73e7e 4753ge7 8ad
- 6g7 Fa F
- 7@57 A8 G?3@ 3b34
- 7e A8 E75a@6697@7d3f
- 8ad @ 835ff
- 9a 3>
- 9gage
- ?g? ! F
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @ !! G>
- @ >
- @ 3>
- @ 3@ Abf
- @ 3e 6d
- @ 4af
- @ 4gf 3@
- @ 5a@ef3@f 3@6
- @ 6g533 F
- @ 835ff F
- @ 8da? ?a67>
- @ Agfbgf
- @ Bda6g5f
- @ D7fgd@ 8ad F
- @ F
- @ F:7 Baadpe Bda6g5f
- @ F:7 Bda6g5f
- @ F:7e7 7jf7@676 Abf
- @ Fkb7 3e
- @ Iag>
- @5a?775a@eg?bf
- @5d73e76 D7h7@g7 D7cg
- @9
- @9 3@6
- @9 3@6 675d73e
- @9 7s75fe 6g7 Fa F
- @9 8ad 3@ 73d>
- @9 9d787d Fa F
- @99
- @@ ** )36=33 O 3e7 8ad *3j
- @af 7@f3
- @ai F
- @e 5a@ef3@f 3@6
- @e 5a@ef3@f 3@6
- @f Iag>
- @f7d7ef A8 F
- @f7dh7@f
- @h7ef76 6a7e @af K
- A36i3k ( $3d5:3@66 $ O*
- A6 *34>
- A8 7cg3>
- A8 F
- A?4gd99 ) O@ J #3%*+7 Q 01
- A?4k ) O*
- A@
- A@
- A@ &apos
- A@ 3>
- A@ 3@6 @776 Fa Iad= >
- A@ 3@6 Ea A@@ Gff
- A@ 3@6 F
- A@ 3@6 F
- A@ 3@6 F
- A@ 3e E
- A@ 4753ge7
- A@ 47@7mfe 8da
- A@ 8ad Abf
- A@ 8ad F
- A@ 8ad F
- A@ A8 3@ 73d>
- A@ A8 Agfbgff Gf
- A@ A8 Eg5
- A@ A8 F
- A@ A@ F
- A@ B>
- A@ Baad 3@6 D
- A@ Baad 3d7 34>
- A@ Baad 3d7 47ff7d Ass
- A@ Baadpe Bda6g5f
- A@ Bda57ee E:Ai
- A@ Bda9d3? I
- A@ F
- A@ F
- A@ F
- A@ F:7adk F
- A@ Fa 3@
- A@ Fa F
- A@ Fa I
- A@ Ge
- A@ I
- A@ I
- A@ I
- A@ I
- A@ I
- A@ I
- A@ I
- A@ I7d7 G@7?b>
- A@ Mdef>
- A@3>
- A@@ *
- A@@ *
- A@@ *
- A@@ *34>
- A@@ @6 F
- A@@ Ai7h7dd F
- A@e
- A@e
- A@e 34agf F
- A@e 3d7 47ff7d Ass Gf F
- A@e 3d7 I
- A@e 47>
- A@e A8 Abf
- A@ee I7 :3h7 F
- A@epp +/#/
- A@pe 7jb75f76 Gf
- A@pp
- A@pp 30%&apos
- Abf
- Abf
- Ad67d Fa Bd7h7@f ?ad7 Bda6g5f
- Add 7@577 F
- Age>
- Ai7h7dd F
- Baadpe Bda6g5f
- Christian J. Thomann
- D >
- D 47@7m5
- D Baad 5ag@f7db3dfee *
- D Bda6g5f
- D Bda6g5f
- D Bda6g5f
- D F3j
- D F3j 4gd67@
- E
- E
- E
- E
- E
- E
- E 3e 8a>
- E 3e Geg3>
- E 47ff7d Ad
- E 4k @a ?73@e Abf
- E 5>
- E 5aef>
- E 6a7e @af @757ee3d
- E 6g7 Fa
- E 6g7 Fa 73d>
- E @a
- E @a Bae
- E @af >
- E @af 3>
- E @af Abf
- E A@ F
- E A@>
- E A@7 A8 F
- E B3b7d Egbbadfe F
- E Bgd7>
- E E53>
- E F:3f 4af
- E F:7d78ad7 @af 873e
- E G@57df3
- E I7
- E75a@6 97@7d3f
- Efadf
- F
- F
- F I3e 8ad F
- Fa B3d7@f
- Fd3@e87d Ekef7? Fa D76
- Fe G@6
- Fk ! ! I
- Fk >
- Fk 7s75fe 5a@e
- Fk 8da? Iad== )75a@6697@7d3f
- Fk A8 >
- Fk A8 >
- Fk A8 5a@eg?bf
- Fk A8 5a@eg?bf
- Fk G@3s75f76 I
- Gf 5a@6
- H7 *34>
- H7 *3j &apos
- H7 3@6 %a@5a9@
- H7 47@7mf 3e F
- H7 4g697f3dk 7s75ff
- H7 5aef @ad 3@
- H7 Fa 7@egd7 F
- H7@
- Iad= I
- Iag>
- Jdg66 !! +dlg33 )) O*
- L7 A8 73d>
- Peter F. Lutz
- S7d7@57 5gdh77 %7
- S7d7@57 5gdh7e 3d7
- Tim Lohse
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study
Identifying News Shocks with Forecast Data
- Author
- #76g55 *k>
- $
- $ %%! % &apos
- $ 35da75a@a?
- % %# %*&apos
- %$&apos
- &
- *
- ** $a@7f3dk &apos
- ** A8 8agddcg3df7dd3
- ** A8 8agddcg3df7dd3
- ** A8 8agddcg3df7dd3
- ** A8 A@77cg3df7dd3
- ** A8 A@77cg3df7dd3
- ** A8 A@77cg3df7dd3
- ** A8 F
- ** A8 F
- ** A8 F
- ** A8 Fiaacg3df7dd3
- ** A8 Fiaacg3df7dd3
- ** A8 Fiaacg3df7dd3
- ** A8 G@3@f
- ** A8 G@3@f
- ** A8 G@3@f
- ** A8 Mh77cg3df7dd3
- ** A8 Mh77cg3df7dd3
- ** A8 Mh77cg3df7dd3
- ** Agfbgf Ng5fg3f
- +34>
- +3k>
- 34>
- 34>
- 3@6 F
- 3@6 F
- 4>
- 477@ E:Ai@ F
- 5kr #&apos
- 63f3
- 67h
- 7d *5
- 7ddade 7jb>
- ? 3@57
- @
- @
- @
- @
- @
- @
- @
- @
- @ &apos
- @ >
- @ *75f
- @ +34>
- @ +34>
- @ D7eg>
- @ Da4gef@7ee 3@3>
- @ Ef
- @ F:7 ?a67>
- @ Ge
- @35k @ Bb>
- @5d73e7e 3d7 8ag@6
- @7
- @7e A8 $
- @7ee K5>
- @7ee K5>
- @9 8ad @67f7d
- @f7d7ef D3f7 E?aaf
- A ++ )747>
- A@ $73@ ** @h7de7 A8 7>
- A@ *
- A@ 3@6 F
- A@ 3d7 @a@@@79>
- A@ 3d7 Da4gef I
- A@ A8
- A@ A8 F
- A@ D3f7
- A@ D7eg>
- A@ I
- A@@ $#!)# "
- A@@ %af7 F:3f F
- A@@ +34>
- A@@ +:7d78ad77 F
- A@@ 3@6
- A@e
- A@e
- A@e
- A@e 3@6 5a@a
- A@e @ @3>
- A@e A8 B3d3?7f7de +
- A@e A8 F
- A@ee Bd7e7@f76
- Aa 3@6 !a
- Ade 3d7 Fdg@53f76 3f F
- Dd 3@6 *7d9
- E
- E
- E &
- E 3>
- E 3>
- E 4753ge7 @a
- E 8ad F
- E @af 34>
- E @ah7>
- Fk A8 >
- H3@ee 3@6 *7bba A@=3ba:<
- H7>
- I
- La@ 7h3>
- La@ 7h3>
- O*gdbd
- Takushi Kurozumi
- Yasuo Hirose
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
Changes in Consumption at Retirement
- Author
- ! &
- ! &
- #$%
- #*** @ F
- #g@647d99 *** *f3dfll
- &
- >
- >
- ) Geff !!!
- * >
- * G4<
- *** E F
- *?
- +34>
- 3>
- 3>
- 34>
- 3@
- 3@=ee !!! >
- 3d 3@6 Gdeff
- 3dd $ Gdeff #
- 3dd $$$ Gdeff A@eg?bf
- 3e 7jb75f766 +
- 3ff
- 3i3k 8da?
- 4k Aa6 3f
- 5==
- 5a@fda>
- 5ah7d3977 @ 3>
- 5f76 4k F
- 67d766 @ F
- 67dd ** !!! *f7b:7@ee $$$ E +
- 67e I
- 6g7 Fa F
- 7e F
- 7ee I7 M@6 F:3f
- 7i
- 7i 3d7 5a@e
- 7i 4gf F
- 7i 8ad 9dagb
- 7i Gb Fa F
- 7ie I7d7 7j3
- 7iee +
- 7ii +:7d78ad77 3e F
- 7jb7@6
- 9@ 3e 7jb75f76 3@6 F
- 9@@ @ F
- 9@e Fa F
- 9dagb 3e 7jb75f766
- : Agde B7d K73dd @ F
- :3d35f7d
- =ee !!! 3b>
- ? 3d=7f Fd3@e
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @ )7f
- @ *b7@6
- @ *gdh7k )7badfe A8 A@eg? Bf
- @ +34>
- @ +34>
- @ +34>
- @ +34>
- @ +34>
- @ +34>
- @ 3@6 3d7 >
- @ 3@6 F
- @ 5a? B3d
- @ 5a@eg? Bf
- @ 5a@eg? Bf
- @ 5a@eg? Bf
- @ 7h7dk
- @ 7jb7@6
- @ 873fgd7e A8 F
- @ 87i 53e7e F
- @ 8aa6 3@6 @a@@8aa6 7jb7@6
- @ 8aa6 4k 3@6
- @ 8aa6 53f79ad
- @ 8aa6 5ag>
- @ 8aa6 7jb7@6
- @ 8aa6 7jb7@6
- @ 8aa6 7jb7@e7ee
- @ 8aa6 8ad
- @ 8aa6 F
- @ @a@6gd34>
- @ @a@6gd34>
- @ @a@@ 8aa6 @a@6gd34>
- @ @a@@8aa6 @a@6gd34>
- @ Ad67d Fa 3ha
- @ E53>
- @ Efg67@f
- @ F
- @ F3>
- @ F:7e7
- @ Faf3>
- @ Iad= D7>
- @47d99 ***
- @5>
- @6
- @77 Gd6 3@6 )a
- @7e 4k 3@6 F
- @9 3@6 5add75f
- @9 3d7 6dabb76 Agff @ 5agb>
- @9 3f >
- @9 3f D7f
- @9 6g7 Fa D7f
- @9 A@>
- @9 Ef3fgee +
- @9 Fa F
- @97@@ $$$ 3>
- @99 $
- @99 $$$ #ge3d6
- @9e
- @@ 7d@6ff G>
- @@7dd !!!
- @a@6gd34>
- @af
- @af 7i 3@6
- @af D7>
- @af M76 3e
- @f3=7
- A>
- A4f3
- A6 A8 A4e7dh3f
- A6 A8 A4e7dh3f
- A66 +
- A8 F
- A@
- A@ $a67>
- A@ &apos
- A@ &apos
- A@ &apos
- A@ 3@6 *3h
- A@ 3dag@6 D7f
- A@ 3dag@6 D7f
- A@ 3e
- A@ 3e
- A@ 3f D7f
- A@ 3f D7f
- A@ 3f D7f
- A@ 675d73e7e 4k
- A@ A8 7jb7@6
- A@ A8 7jb7@e7e I
- A@ A8 @g?47d A8
- A@ A8 F
- A@ A8 H3d
- A@ A@ F
- A@ B3ff7d@e 6gd
- A@ B3ff7d@ee
- A@ Bd7e7@fe F
- A@ Bgll>
- A@ Ea5
- A@ Ef3df 675d73e
- A@ F:3f 5ag>
- A@ H7dege Jb7@6
- A@ I
- A@ I
- A@ I
- A@ I
- A@57 I7d7 E7>
- A@@ *
- A@@ +
- A@@ Fab5a6
- A@@ H
- A@e 3>
- A@e 3>
- A@e 3>
- A@e 3@6 5a@eg? Bf
- A@e 3d7 3>
- A@e 3d7 A@>
- A@e 3dag@6 D7f
- A@e 3dag@6 D7f
- A@e 4753ge7 I7 3d7 7j3
- A@e 7ef
- A@e 7ef
- A@e 7ef
- A@e Fa F
- A@ee +
- A@ee +
- A@ee Bd
- A@ee D7@5
- A@ee G>
- Aa &
- Aa6 3f
- Ai7h7dd Bd7h
- B3@7>
- B3ff7d@ 3bb73dee >
- Bd7e7@f Fab5a6
- Costas Meghir
- D7 675d73e7 Eg4ef3@f
- D7 D7badfe F
- D7e F
- Dai@
- E
- E
- E *a?
- E 36<
- E 3@6 8ad
- E 3@6 8ad F:Ae7
- E 3eeg
- E 47ka@6 F
- E 5>
- E 5a@e
- E 5a@h7df76 Fa F
- E 67m@76 3e Iad=
- E 67m@76 4k E7>
- E 67n3f76 I
- E 6g7 Fa F
- E 7r75f 5a@f3
- E @a
- E @a
- E @a
- E @a $&
- E @a $&
- E @a 7r75f
- E @af 3e=766 I7 53@@af 5>
- E @af Baee
- E @af D7badf76
- E @af Ge76 4753ge7
- E A8 Faf3>
- E A@>
- E B3b7d 3@3>
- E D75ad676 :Ai ? 3@k
- E D7badf76 3@6 3e F
- E E 7jb75f76 F
- E E7>
- E E:Aie F:3f Af
- E Efg6k I7 M@6
- E F:3f F
- E Fa 7ef
- E L7daa F
- E5gee76 34ah77 +34>
- Ea@ Fa F
- Ee P Ff3@3e
- Ef3df D757
- Emma Aguila
- F D7bd7e7@fe A8 @a@6gd34>
- F:3@
- Fa
- Fgd7 *gdh7k
- Fgd7 *gdh7k
- Fgd7 *gdh7k +
- Fk
- Fk
- Fk
- Fk
- Fk 3@6 $
- Fk 47@7mfee Egbb>
- Fk 5add75f76 I
- Fk 5add75f76 I
- Fk A8 +7j3e 3f Gef
- Fk Eagd57e Fa F
- Fk Efg6k
- Fk I
- Gdef E:Ai F
- H3>
- H7 E
- M53@f 3f >
- M53@f 3f >
- M53@f 3f >
- M76 3e >
- Mdef 3@6 >
- Orazio Attanasio
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2008
- Field of study
News Shocks and Asset Price Volatility in General Equilibrium
- Author
- ! 73f
- !ai7h7d Fa63kke Bdaaf
- $ 57e $)&
- $ 5k *g>
- $ 5k 3@6 Ee7f )d
- $ @fa Fia B3dfe --
- $#$"
- %7ff3gg &
- &
- >
- "
- * 3@6 $ *a9a88 ?b
- * 3f7e
- * 53@@af 97@7d3f7 Bae
- * 753>
- * G674ge5
- +
- + 3@6 %
- -E
- / 7eff $
- 3>
- 3>
- 34>
- 397@fe =@ai Fa63k H
- 3@ + Bbda35
- 3@57 A8 3ee7f
- 3@57 A8 Bda6g5f
- 3@57 A8 F
- 3@57e A8 F
- 3@aa % 7f 3>
- 3@f Fa 3>
- 3d97f
- 3de=k * 3@6 * +
- 4>
- 4>
- 53>
- 53>
- 53>
- 57e 3@6 Bda6g5f
- 57e 3d7 677@76
- 57ee F
- 5gdd7@f Bda6g5f
- 5k *79
- 5k +
- 5k 3@6 F
- 5k @7ie Fa 7cg
- 5k A??
- 5k D735fe Fa Bda6g5f
- 5k D735fe Fa F
- 5k D7eba@e7 Fa 3@k Bda6g5f
- 5k D7eba@e7 Fa F
- 67d Def F
- 7@57 G@67d 17da "
- 7@f A8 D7>
- 7d +fa5= )d
- 7d @ Jb>
- 7e A8 35fg3>
- 8g@6e D3f7 8gfgd7ee F
- 93f7 F:
- 9a4a@@ * 3@6 +35=
- 9ea@ Jb75f76 *7fgd@e 3@6 Jb75f76
- :
- : 5k +gdh7k A8
- :7adk A8 K5>
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @
- @ &apos
- @ ) A>
- @ 4af: 7@h
- @ 5gdd7@f Bda6g5f
- @ 7cg3f
- @ 7cg3f
- @ 7cg3f
- @ 8gfgd7 6
- @ 97@7d3>
- @ 97@7d3>
- @ 97@7d3>
- @ 97@7d3>
- @ 97@7d3>
- @ 97@7d3>
- @ 97@7d3>
- @ 97@7d3>
- @ 97@7d3>
- @ 97@7d3>
- @ 97@7d3>
- @ Ad67d Fa
- @ Ad67d Fa 97@7d3f7 4af
- @ Agd + ?a67>
- @ Agd ?a67>
- @ Agd ?a67>
- @ Agd E
- @ Bae
- @ D7eba@e7 Fa E
- @ D7eba@e7 Fa F
- @ D7eg>
- @ Ef3d= 5a@fd3ef Fa F
- @ F
- @ F:
- @ F:
- @ F:
- @ F:
- @ F:
- @ F:3f E7f Gb F
- @ F:7 Fia 7cg3f
- @ Fgd@ 38875fe E3>
- @ Ge
- @ I:K 3@ 3ee7f Bd
- @ Jb75f3f
- @3>
- @33 $ 3@6 + +
- @5d73e7
- @5d73e7 I
- @67d + 7f 3>
- @7ee K5>
- @7ie E:A5=
- @9
- @9
- @9
- @9 F:
- @97>
- @97>
- @99 D753>
- @ai 5a@e
- @e I:K Agd ?a67>
- @f7d7ef
- @f7d7ef D3f7 3f F
- A6 / Fa /
- A=kaa #3b3@ 3@= A8 #3b3@@ "
- A=kaa 7e
- A@
- A@ #3b3@@e
- A@ +fd3f79k /Ad=
- A@ 34agf 8gfgd7
- A@ 34agf F
- A@ 34agf F
- A@ 34ah7
- A@ 34ah7 F
- A@ 34ah77 "
- A@ 3@6
- A@ 3@6 >
- A@ 3e I7>
- A@ 47fi77@
- A@ 47fi77@ 5gdd7@f 3@6 @7ie E:A5=e Fa E:Ai F
- A@ 47fi77@ 7cg
- A@ 47fi77@ @7ie 3@6 5gdd7@f E
- A@ 47fi77@ @7ie E
- A@ 47fi77@ @7ie E:A5=e 3@6 5gdd7@f E
- A@ 47fi77@ @7ie E:A5=e 3@6 7cg
- A@ 47fi77@ F
- A@ 47fi77@ F
- A@ 5add7>
- A@ 78875ff 6a7e @af 3>
- A@ 8ad &
- A@ 8ad +fa5= *7fgd@e $#$"
- A@ 8ad F
- A@ A8 5a?b>
- A@ A8 @7ie 34agf 8gfgd7 +7=
- A@ A8 @7ie E
- A@ A8 @7ie E
- A@ A8 @7ie E
- A@ A8 @7ie E
- A@ A8 @7ie E
- A@ A8 @7ie E:A5=e A@ 3ee7f Bd
- A@ A8 F
- A@ A8 F
- A@ A8 F
- A@ E 7jb>
- A@ E7f :
- A@ E7f A8 F
- A@ E:Aie F
- A@ Ef3@6e 8ad
- A@ F
- A@ F:3f
- A@ Fa 8gfgd7 8g@63 ?7@f3>
- A@ Fa Bda6g5f
- A@ Fa Bda6g5f
- A@ Fa F
- A@ Fa F
- A@ Fa F
- A@ I7 53@ E77 F:3f Bda6g5f
- A@3>
- A@@ 8ad F
- A@@ I
- A@@ I7 Efg6k F
- A@e
- A@e
- A@e &apos
- A@e 34agf 8gfgd7 Bda6g5f
- A@e 3@6 E:Ai F
- A@e 3@6 J5
- A@e 3ge7 Ge
- A@e 53@ 38875f F
- A@e 8ad E
- A@e 8ad F
- A@e 8ad F
- A@e @ 7h7@ E
- A@e A8 @7ie E
- A@e A8 F
- A@e A8 F
- A@e A@ B3d3?7f7d H3>
- A@e A@ B3d3?7f7d H3>
- A@e A@ Bda6g5f
- A@e A@ F
- A@e A@ F
- A@e Fa @7ie E
- A@e I7 53@ E77 F
- A@ee &
- Ad A8 397@fe
- Ae "
- Age>
- Akito Matsumoto
- Alessandro Rebucci
- Bda6g5f
- D 7jb75f3f
- D7@=7>
- Da? 7cg3f
- Da? F
- Dae7 3@6 &
- Def 3@6 ?aef
- E
- E
- E
- E
- E
- E
- E
- E
- E &apos
- E >
- E <
- E 3>
- E 4753ge7 3@6 E
- E 4753ge7 F
- E 4753ge7 I
- E 4753ge77
- E 53e77 I7 @6 F:3f
- E 6g7 Fa 3e F
- E 73ek Fa E77 F: 3ff
- E 7cg3>
- E 7ja97@age (gd D7eg>
- E =@ai@ 3f F
- E @7ie 34agf 8gfgd7 ?a@7k Egbb>
- E @a ?a@7f3dk Ba>
- E @af
- E @af B>
- E @af Bd7e7@f
- E @afi
- E @ai 7h
- E A8 /7ef
- E A8 3ee7f Bd
- E A8 F
- E B3b7d I7 Efg6k F
- E Bae
- E Baee
- E D3d7>
- E E
- E E
- E E?3>
- E Efd3
- E Eg5: F
- E Faa E
- E Fdg7 8ad B>
- E Ge78g>
- E H7dk >
- E I7
- E I7 =@ai 8da? F
- Eb>
- Ef7@f *73>
- Ef7@f 5gdd7@f Bda6g5f
- Eff + 3@6 #
- F
- F
- F (gf A8 +3?b>
- F 5gdd7@f E
- F @7ie E
- F A@>
- F E: Aie F
- F3>
- F76 $
- F76 +f3f7e &apos
- F76 +f3f7e &apos
- F76 +f3f7e &apos
- F76 +f3f7e &apos
- F76 +f3f7e -@
- F76 +f3f7e -@
- F76 +f3f7e -@
- F7d3fgd77 3@6 3>
- Fa 36<
- Fe 7j57ee D7fgd@
- Fk
- Fk
- Fk
- Fk $#$
- Fk >
- Fk 397@fe Gb63f7 F
- Fk 3@6 Fa A4f3
- Fk 6a @af A4e7dh7 Bda6g5f
- Fk 7h7@ I
- Fk @7ie E:A5=ee
- Fk A8
- Fk A8 7@6a97@age H3d
- Fk A8 7cg
- Fk A8 Eg4ef
- Fk A8 F
- Fk A8 F
- Fk D7fgd@e A@fa
- Fk Fa 7jb>
- Fk I7 53@ A4f3
- H
- H7 !ai7h7d I
- H7 78875f H
- H7 D7eba@e7 A8 F
- H7 I
- H7>
- I7 E7f Gb :Ai7h7d
- L76 3f Ad 34ah7 L7da B7d57@f "
- Massimiliano Pisani
- Pietro Cova
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study
This paper studies equity price volatility in general equilibrium with news shocks about future productivity and monetary policy. As West (1998) shows, in a partial equilibrium present discounted value model, news about the future cash flow reduces asset price volatility. This paper shows that introducing news shocks in canonical dynamic stochastic general equilibrium model may not reduce asset price volatility under plausible parameter assumptions. This is because, in general equilibrium, the asset cash flow itself may be affected by the introduction of new shocks. In addition, it is shown that neglecting to account for policy news shocks (e. g. , policy announcements) can potentially bias empirical estimates of the impact of monetary policy shocks on asset prices
An Adverse-Selection Explanation of Momentum: Theory and Evidence
- Author
- >
- >
- >
- <
- <
- <
- <
- <
- <
- <
- <
- <
- <
- <
- <
- <
- <
- <
- <
- +)44a-): -6
- +)44a-): -6
- - +7587=6
- - +7587=6
- -+14- <
- -+14- <
- -+14- <
- -+14- <
- -C6 <
- 1584a <
- 1584a <
- 1b- -+14-*
- 3d7 >
- 3f7 38f7d F
- 4753ge7 >
- 63@57 A@ N@6
- 7@57 A8 F
- :-<
- =
- =
- =*/
- =*/
- =7>
- ? 3@57 Bd76
- @
- @ %ad7ah7dd $7i7>
- @ 3ee7f Bd
- @ 47f33ee 53@
- @ E:Ai F
- @ F:7 H3d
- @67b7@67@f 36h7de7 E7>
- A Frazzini
- A Lo
- A55-<
- A55-<
- A@ 47fi77@ Nj76 Fd3@e35f
- A@ 5aefe 3@6
- A@ 5aefe 3d7 7eb75
- A@ A8 F
- A@ Fa 7jb>
- A@3>
- A@e >
- A@e 3>
- Ad !@8ad?3f
- Au7d @a 9g
- B Biais
- B Branch
- B F Grundy
- B M Barber
- B M Barber
- C Lee
- C W Holden
- D A Lesmond
- D Easley
- D>
- D.-H Ahn
- D7fgd@ee Ea
- Ding Wu
- E Egdh7k76 4k +5
- E F Fama
- E= 835fad 47ka@6 F
- Efe @af A@>
- F
- Fab B3effd7fgd@@675
- Fd
- Fe E
- Fk 53@ >
- Fk 6a7e @af 3>
- G Foster
- G J Benston
- G W Schwert
- H Hong
- H Hong
- H7 Qd7fgd@ Bd7?
- H7@ Fd367ee Ea F
- J B Berk
- J B Delong
- J Conrad
- J D Coval
- J H Cochrane
- J Hasbrouck
- J Linnainmaa
- J M Griffin
- J M Karpoff
- J Sagi
- J W Lewellen
- J W Lewellen
- J Wang
- K Chan
- K Daniel
- K G Rouwenhorst
- K Rock
- L Harris
- L K C Chan
- L P�stor
- L R Glosten
- L X L Liu
- La@e 3e D73>
- M D Griffiths
- M Grinblatt
- M J Brennan
- M J Brennan
- M J Cooper
- M M Carhart
- M O&apos
- N Barberis
- N Jegadeesh
- N Jegadeesh
- Og5fg3f
- P Locke
- R A Korajczyk
- R Sadka
- S Gervais
- S Hvidkjaer
- S J Grossman
- S Kothari
- T Chordia
- T J Moskowitz
- T Johnson
- T Odean
- T Odean
- V L Bernard
- W F M Debondt
- Z Chen
- Z Shapira
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2007
- Field of study