This paper analyses the effects of different types of macroeconomic downturns on house
and stock prices. While pre-crisis asset price bubbles are identified as major signals for …

Rising housing prices in China present a significant risk to financial and economic stability.
Our study investigates this" gray rhino" risk by analyzing the financial shock transmission …

Stock price prediction is a classical interdisciplinary issue drawn from finance, computer
science, econometrics, and mathematics. Most stock price data are nonlinear, nonstationary …

In a two-country DSGE model tailored to the US and China, we examine the macroeconomic
impacts of financial frictions and entrepreneurial risk shocks, which characterize the cross …

This paper examines the effects of news-based economic policy uncertainty (EPU) on
domestic credit in the United Kingdom and the United States from 1900 to 2020. The …

This paper theoretically and empirically investigates the puzzling decade-long concurrence
of expansionary monetary and fiscal policies, decreasing credit flows, fall in price levels, and …

Using quarterly data for the period from 1983: Q1 until 2019: Q4, we identify a stable money
demand relationship for the euro area M3, with the US long-term interest rate as a regressor …

Predicting stock ranking is a complex and challenging task due to the intricate nature of real
stock market systems. There are two main obstacles for current methods to directly using …

Purpose The paper examines whether, along with the financial performance, the disclosure
of research and development (R&D) expenses, patent portfolios, patent citations and …

This study estimates the monetary policy reaction function (MPRF) in a Dynamic Stochastic
General Equilibrium (DSGE) framework using Bayesian analysis for the emerging …