Explaining International Comovements of Output and Asset Returns: The Role of Money and Nominal Rigidities
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- Kollmann, Robert, 2001. "Explaining international comovements of output and asset returns: The role of money and nominal rigidities," Journal of Economic Dynamics and Control, Elsevier, vol. 25(10), pages 1547-1583, October.
- Robert Kollmann, 2001. "Explaining international comovements of output and asset returns: the role of money and nominal rigidities," ULB Institutional Repository 2013/7632, ULB -- Universite Libre de Bruxelles.
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Keywords
WP; Cross-country correlation of output and asset returns; money; nominal rigidities; international transmission of business cycles; money supply shock; price level; money supply supply shock; nominal interest rate; money supply innovation; equity return; supply schedule; home money supply supply shock; Monetary base; Sticky prices; Supply shocks; Currencies; Exchange rates;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IFN-2000-01-11 (International Finance)
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