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A Study in Monetary Macroeconomics. (2017). Homburg, Stefan.
In: OUP Catalogue.
RePEc:oxp:obooks:9780198807537.

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  1. Prosperity in a Low Interest Environment. (2020). Knolle, Julia.
    In: MPRA Paper.
    RePEc:pra:mprapa:104332.

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  2. Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data. (2020). Kurita, Takamitsu.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:178:y:2020:i:c:s0047259x19300910.

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  3. Das Rätsel der Niedrigzinsphase. (2017). Knolle, Julia ; Homburg, Stefan.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-591.

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  4. Effects and Risks of Unconventional Monetary Policy. (2017). Homburg, Stefan.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-590.

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  5. Effects and Risks of Unconventional Monetary Policy. (2017). .
    In: ifo DICE Report.
    RePEc:ces:ifodic:v:15:y:2017:i:1:p:21-24.

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  6. Effects and Risks of Unconventional Monetary Policy. (2017). Homburg, Stefan.
    In: ifo DICE Report.
    RePEc:ces:ifodic:v:15:y:2017:i:1:p:19307490.

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  7. Effects and Risks of Unconventional Monetary Policy. (2017). Homburg, Stefan.
    In: ifo DICE Report.
    RePEc:ces:ifodic:v:15:y:2017:i:01:p:21-24.

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  6. Heterogeneous beliefs, monetary policy, and stock price volatility. (2021). Oshima, Katsuhiro.
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  7. Do survey expectations of stock returns reflect risk adjustments?. (2021). Nagel, Stefan ; Matveev, Dmitry ; Adam, Klaus.
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  25. Robustly Optimal Monetary Policy in a New Keynesian Model with Housing. (2020). Woodford, Michael ; Adam, Klaus.
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  26. Robustly Optimal Monetary Policy in a New Keynesian Model with Housing. (2020). Woodford, Michael ; Adam, Klaus.
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  27. Falling Natural Rates, Rising Housing Volatility and the Optimal Inflation Target. (2020). Reinelt, Timo ; Pfäuti, Oliver ; Adam, Klaus ; Pfauti, Oliver.
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  28. Beyond the efficient markets hypothesis: Towards a new paradigm. (2020). Fender, John.
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  29. Robust Identification of Investor Beliefs. (2020). Hansen, Lars ; Chen, Xiaohong.
    In: Working Papers.
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  30. Qlib: An AI-oriented Quantitative Investment Platform. (2020). Yang, Xiao ; Liu, Weiqing ; Bian, Jiang ; Zhou, Dong.
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  31. Heterogeneous Beliefs, Monetary Policy, and Stock Price Volatility. (2019). Oshima, Katsuhiro.
    In: KIER Working Papers.
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  32. Subjective Beliefs, Monetary Policy, and Stock Price Volatility. (2019). Oshima, Katsuhiro.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:1012.

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  33. Behavioral heterogeneity and excess stock price volatility in China. (2019). Zhou, Zhong-Qiang ; Xiong, Xiong ; Zhang, Wei.
    In: Finance Research Letters.
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  34. Rational expectations in an experimental asset market with shocks to market trends. (2019). Weber, Martin ; Noussair, Charles ; Marquardt, Philipp.
    In: European Economic Review.
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  35. Stock Price Cycles and Business Cycles. (2019). Adam, Klaus ; Merkel, Sebastian.
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  36. New Tests of Expectation Formation with Applications to Asset Pricing Models. (2019). Kuang, Pei ; Zhang, Tongbin.
    In: Discussion Papers.
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  37. Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Prediction. (2019). Hu, Ziniu ; Liu, Xuanzhe ; Bian, Jiang.
    In: Papers.
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  38. Information aggregation and learning in a dynamic asset pricing model. (2018). Berardi, Michele.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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  39. The price-volume relationship caused by asset allocation based on Kelly criterion. (2018). Wang, Kaiyang ; Yang, Haizhen.
    In: Physica A: Statistical Mechanics and its Applications.
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  40. Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market. (2018). Stillwagon, Josh ; juselius, katarina.
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  41. Equity return predictability, time varying volatility and learning about the permanence of shocks. (2018). Tortorice, Daniel.
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    RePEc:eee:jeborg:v:148:y:2018:i:c:p:315-343.

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  42. Behavioral & experimental macroeconomics and policy analysis: a complex systems approach. (2018). Hommes, Cars.
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  43. Heterogeneity and learning with complete markets. (2017). Santoro, Sergio.
    In: Economic Theory.
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  44. Complex stock price dynamics under Max Weber’s spirit of capitalism hypothesis. (2017). Airaudo, Marco.
    In: Economic Theory.
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  45. Equity prices and fundamentals: a DDM–APT mixed approach. (2017). JAWADI, Fredj ; Prat, Georges.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:49:y:2017:i:3:d:10.1007_s11156-016-0604-y.

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  46. Exchange rate pass through, cost channel to monetary policy transmission, adaptive learning, and the price puzzle. (2017). Anwar, Sajid ; Ali, syed.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:48:y:2017:i:c:p:69-82.

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  47. Confidence, bond risks, and equity returns. (2017). Zhao, Guihai.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:126:y:2017:i:3:p:668-688.

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  48. Oil volatility risk and stock market volatility predictability: Evidence from G7 countries. (2017). Yin, Libo ; Wang, Yudong ; Feng, Jia Bao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:68:y:2017:i:c:p:240-254.

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  49. Learning can generate long memory. (2017). Mavroeidis, Sophocles ; Chevillon, Guillaume.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:198:y:2017:i:1:p:1-9.

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  50. Herding through learning in an asset pricing model. (2016). Berardi, Michele.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:223.

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