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125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets. (2019). Miller, Stephen ; Marfatia, Hardik ; GUPTA, RANGAN.
In: Working Papers.
RePEc:pre:wpaper:201956.

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  1. Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties. (2020). GUPTA, RANGAN ; André, Christophe ; Marfatia, Hardik A ; Andre, Christophe.
    In: Working Papers.
    RePEc:pre:wpaper:202061.

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References

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  1. Afonso, A., and Sousa, R. M., (2011). What are the effects of fiscal policy on asset markets? Economic Modelling, 28(4), 1871-1890.

  2. Agnello, L., and Sousa, M., (2013). Fiscal policy and asset prices. Bulletin of Economic Research, 65(2), 154-177.

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  10. Gupta, R., Lau, C-K-M., Miller, S.M., and Wohar, M.E. (2018). US Fiscal Policy and Asset Prices: The Role of Partisan Conflict. International Review of Finance. DOI: https://doi.org/10.1111/irfi.12188.
    Paper not yet in RePEc: Add citation now
  11. Li, E. X., Zha, T. A., Zhang, J., and Zhou, H. (2018). Active Monetary or Fiscal Policy and Stock-Bond Correlation. Available at SSRN 3106141.
    Paper not yet in RePEc: Add citation now
  12. Mumtaz, H., and Theodoridis, K. (2017). Fiscal Policy Shocks and Stock Prices in the United States. School of Economics and Finance, Queen Mary University of London, Working Paper No. 817.

  13. Ramey, V.A. (2011) Identifying Government Spending Shocks: Its all in the Timing. The Quarterly Journal of Economics, 126(1), 150.

  14. Ramey, V.A., and Zubairy, S. (2018). Government Spending Multipliers in Good Times and in Bad: Evidence from U.S. Historical Data. Journal of Political Economy, 126(2), 850-901.

  15. Rigobon, R., and Sack, B. (2008). Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices, in Campbell, J.Y. edited Asset Prices and Monetary Policy, 335-370, Chicago University Press, Chicago, USA.

  16. Simo-Kenge, B.D, Miller, S.M. Gupta, R., and Balcilar, M. (2016). Evolution of monetary policy in the US: The role of asset prices. Journal of Real Estate Finance and Economics, 52(3), 226-243.
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  17. Tavares, J., and Valkanov, R. I. (2001). The neglected effect of fiscal policy on stock and bond returns. In EFA 2003 Annual Conference Paper (No. 201).

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