Journal of Economic Dynamics and Control, December 2020

Green Table of Contents

Volume 121

 

E-stability vis-à-vis determinacy in regime-switching models

    Nigel McClung

    Article 104012

Link to preprint

 

Pricing equity-bond covariance risk: Between flight-to-quality and fear-of-missing-out

    Patrizia Perras, Niklas Wagner

    Article 104009

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Functional monetary aggregates, monetary policy, and business cycles

    Apostolos Serletis, Libo Xu

    Article 103994

Link to preprint

 

Default recovery rates and aggregate fluctuations

    Giacomo Candian, Mikhail Dmitriev

    Article 104011

Link to preprint

 

Time to build and bond risk premia

    Bin Guo, Fuzhe Huang, Kai Li

    Article 104024

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Macroeconomic effects of the mortgage refinance and the home equity lines of credit

    Jiseob Kim

    Article 104021

Link to preprint

 

Learning your own ability

    Carlos Madeira

    Article 104026

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Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages

    Piero Mazzarisi, Silvia Zaoli, Carlo Campajola, Fabrizio Lillo

    Article 104022

Link to preprint

 

Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks

    Georgios Georgiadis, Martina Jančoková

    Article 104025

Link to preprint