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Identifying The Role Of Risk Shocks In The Business Cycle Using Stock Price Data

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  • SAMI ALPANDA

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  • Sami Alpanda, 2013. "Identifying The Role Of Risk Shocks In The Business Cycle Using Stock Price Data," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 304-335, January.
  • Handle: RePEc:bla:ecinqu:v:51:y:2013:i:1:p:304-335
    DOI: j.1465-7295.2011.00445.x
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    File URL: http://hdl.handle.net/10.1111/j.1465-7295.2011.00445.x
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    Cited by:

    1. Sami Alpanda & Gino Cateau & Cesaire Meh, 2014. "A policy model to analyze macroprudential regulations and monetary policy," BIS Working Papers 461, Bank for International Settlements.
    2. Alpanda, Sami & Aysun, Uluc, 2014. "International transmission of financial shocks in an estimated DSGE model," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 21-55.
    3. Sami Alpanda & Uluc Aysun, 2012. "Global Banking and the Balance Sheet Channel of Monetary Transmission," International Journal of Central Banking, International Journal of Central Banking, vol. 8(3), pages 141-175, September.
    4. Aysun, Uluc, 2016. "Bank size and macroeconomic shock transmission: Does the credit channel operate through large or small banks?," Journal of International Money and Finance, Elsevier, vol. 65(C), pages 117-139.
    5. Benchimol, Jonathan, 2014. "Risk aversion in the Eurozone," Research in Economics, Elsevier, vol. 68(1), pages 39-56.
    6. Sami Alpanda & Alexander Ueberfeldt, 2016. "Should Monetary Policy Lean Against Housing Market Booms?," Staff Working Papers 16-19, Bank of Canada.

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