FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2338662105> ?p ?o ?g. }

• W2338662105 abstract "We empirically analyze asset price boom-bust cycles over a long-run period of 1896-2014 for the U.S., the Netherlands, Norway and Sweden. We focus on macro-financial linkages to understand if these are common phenomena during financial crises, or if the linkage was simply amplified during the last financial crisis in 2007. In particular, we ask if economic recessions are usually followed by asset price and credit bursts, and find that housing and stock prices tend to lead real economic activities, while developments in credit and money markets typically lag developments in the real economy. The dynamic of assets' portfolio allocation effects in times of crises has been the same. We also study the cyclical behaviour of real GDP per capita, asset prices (housing or stocks) and lending. In particular, we test for the existence of co-movements with asset prices during periods of crisis. We find that the correlations between real GDP per capita and real housing prices and between lending and real housing prices have increased since World War II, and that the increase is much more pronounced if we compare the Great Recession with the Great Depression. Monetary policy shocks also become more important in explaining the co-movements in the Great Recession, compared with the Great Depression. Furthermore, inflation shocks have played an important role in explaining the correlation between house prices and lending for Scandinavian countries." @default.
• W2338662105 created "2016-06-24" @default.
• W2338662105 creator A5071313916 @default.
• W2338662105 date "2016-01-01" @default.
• W2338662105 modified "2023-09-27" @default.
• W2338662105 title "Financial cycles and co-movements between the real economy, finance and asset price dynamics in large-scale crises" @default.
• W2338662105 cites W1508513229 @default.
• W2338662105 cites W1525964042 @default.
• W2338662105 cites W1564622699 @default.
• W2338662105 cites W1566365942 @default.
• W2338662105 cites W1588644181 @default.
• W2338662105 cites W1595143998 @default.
• W2338662105 cites W2017894111 @default.
• W2338662105 cites W2019459021 @default.
• W2338662105 cites W2025262040 @default.
• W2338662105 cites W2035777923 @default.
• W2338662105 cites W2043889612 @default.
• W2338662105 cites W2047274939 @default.
• W2338662105 cites W2052224202 @default.
• W2338662105 cites W2066087609 @default.
• W2338662105 cites W2079672223 @default.
• W2338662105 cites W2093972087 @default.
• W2338662105 cites W2109214639 @default.
• W2338662105 cites W2119327830 @default.
• W2338662105 cites W2124532652 @default.
• W2338662105 cites W2140455907 @default.
• W2338662105 cites W2158598774 @default.
• W2338662105 cites W2183337476 @default.
• W2338662105 cites W2281536054 @default.
• W2338662105 cites W2598797622 @default.
• W2338662105 cites W2889824434 @default.
• W2338662105 cites W3121142277 @default.
• W2338662105 cites W3121743655 @default.
• W2338662105 cites W3121856846 @default.
• W2338662105 cites W3122798122 @default.
• W2338662105 cites W3123530756 @default.
• W2338662105 cites W3123914291 @default.
• W2338662105 cites W3124444187 @default.
• W2338662105 cites W3124777039 @default.
• W2338662105 cites W3125937445 @default.
• W2338662105 cites W3146766272 @default.
• W2338662105 hasPublicationYear "2016" @default.
• W2338662105 type Work @default.
• W2338662105 sameAs 2338662105 @default.
• W2338662105 citedByCount "0" @default.
• W2338662105 crossrefType "posted-content" @default.
• W2338662105 hasAuthorship W2338662105A5071313916 @default.
• W2338662105 hasConcept C106159729 @default.
• W2338662105 hasConcept C126285488 @default.
• W2338662105 hasConcept C127413603 @default.
• W2338662105 hasConcept C127598652 @default.
• W2338662105 hasConcept C139719470 @default.
• W2338662105 hasConcept C141441539 @default.
• W2338662105 hasConcept C144024400 @default.
• W2338662105 hasConcept C149923435 @default.
• W2338662105 hasConcept C162324750 @default.
• W2338662105 hasConcept C181683161 @default.
• W2338662105 hasConcept C195742910 @default.
• W2338662105 hasConcept C2778300220 @default.
• W2338662105 hasConcept C2780821815 @default.
• W2338662105 hasConcept C2908647359 @default.
• W2338662105 hasConcept C38652104 @default.
• W2338662105 hasConcept C41008148 @default.
• W2338662105 hasConcept C556758197 @default.
• W2338662105 hasConcept C76178495 @default.
• W2338662105 hasConcept C87717796 @default.
• W2338662105 hasConceptScore W2338662105C106159729 @default.
• W2338662105 hasConceptScore W2338662105C126285488 @default.
• W2338662105 hasConceptScore W2338662105C127413603 @default.
• W2338662105 hasConceptScore W2338662105C127598652 @default.
• W2338662105 hasConceptScore W2338662105C139719470 @default.
• W2338662105 hasConceptScore W2338662105C141441539 @default.
• W2338662105 hasConceptScore W2338662105C144024400 @default.
• W2338662105 hasConceptScore W2338662105C149923435 @default.
• W2338662105 hasConceptScore W2338662105C162324750 @default.
• W2338662105 hasConceptScore W2338662105C181683161 @default.
• W2338662105 hasConceptScore W2338662105C195742910 @default.
• W2338662105 hasConceptScore W2338662105C2778300220 @default.
• W2338662105 hasConceptScore W2338662105C2780821815 @default.
• W2338662105 hasConceptScore W2338662105C2908647359 @default.
• W2338662105 hasConceptScore W2338662105C38652104 @default.
• W2338662105 hasConceptScore W2338662105C41008148 @default.
• W2338662105 hasConceptScore W2338662105C556758197 @default.
• W2338662105 hasConceptScore W2338662105C76178495 @default.
• W2338662105 hasConceptScore W2338662105C87717796 @default.
• W2338662105 hasLocation W23386621051 @default.
• W2338662105 hasOpenAccess W2338662105 @default.
• W2338662105 hasPrimaryLocation W23386621051 @default.
• W2338662105 hasRelatedWork W1480125169 @default.
• W2338662105 hasRelatedWork W1799051843 @default.
• W2338662105 hasRelatedWork W1871972898 @default.
• W2338662105 hasRelatedWork W2045935129 @default.
• W2338662105 hasRelatedWork W2081668237 @default.
• W2338662105 hasRelatedWork W2083238995 @default.
• W2338662105 hasRelatedWork W2156023837 @default.
• W2338662105 hasRelatedWork W2259422451 @default.
• W2338662105 hasRelatedWork W2341763623 @default.
• W2338662105 hasRelatedWork W2619022741 @default.
• W2338662105 hasRelatedWork W2980788175 @default.
• W2338662105 hasRelatedWork W3121294342 @default.

• next