FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2989754526> ?p ?o ?g. }

• W2989754526 abstract "This paper documents that the housing cycle, measured by the residential investment share, is a strong in-sample and out-of-sample predictor for the dollar up to twelve quarters. Housing construction is negatively associated with risk premia in equity and bonds, but positively with foreign currency premia. We study a model with external habit preferences over tradable nonhousing consumption only, which implies counter-cyclical SDF volatility and procyclical demand for nontradable housing consumption. The predictability for excess returns in foreign currencies and other assets arises endogenously. The currency predictability is robust to a host of additional checks and holds for other G10 currencies." @default.
• W2989754526 created "2019-12-05" @default.
• W2989754526 creator A5003905836 @default.
• W2989754526 creator A5077423632 @default.
• W2989754526 date "2019-01-01" @default.
• W2989754526 modified "2023-09-23" @default.
• W2989754526 title "Housing Cycle and Exchange Rates" @default.
• W2989754526 cites W1483737613 @default.
• W2989754526 cites W1505192106 @default.
• W2989754526 cites W1789808336 @default.
• W2989754526 cites W1970035215 @default.
• W2989754526 cites W1981970068 @default.
• W2989754526 cites W1991864072 @default.
• W2989754526 cites W2003498865 @default.
• W2989754526 cites W2016097698 @default.
• W2989754526 cites W2121904465 @default.
• W2989754526 cites W2140366551 @default.
• W2989754526 cites W2144570112 @default.
• W2989754526 cites W2154820696 @default.
• W2989754526 cites W2160134375 @default.
• W2989754526 cites W2168857564 @default.
• W2989754526 cites W2170167618 @default.
• W2989754526 cites W2334058874 @default.
• W2989754526 cites W2607888471 @default.
• W2989754526 cites W2765485701 @default.
• W2989754526 cites W2947364907 @default.
• W2989754526 cites W3122460797 @default.
• W2989754526 cites W3122597427 @default.
• W2989754526 cites W3122700704 @default.
• W2989754526 cites W3122965465 @default.
• W2989754526 cites W3123502043 @default.
• W2989754526 cites W3123777129 @default.
• W2989754526 cites W3123831831 @default.
• W2989754526 cites W3124126674 @default.
• W2989754526 cites W3124399697 @default.
• W2989754526 cites W3124485385 @default.
• W2989754526 cites W3124618626 @default.
• W2989754526 cites W3124690764 @default.
• W2989754526 cites W3126081245 @default.
• W2989754526 cites W3121177220 @default.
• W2989754526 doi "https://doi.org/10.2139/ssrn.3384816" @default.
• W2989754526 hasPublicationYear "2019" @default.
• W2989754526 type Work @default.
• W2989754526 sameAs 2989754526 @default.
• W2989754526 citedByCount "1" @default.
• W2989754526 countsByYear W29897545262020 @default.
• W2989754526 crossrefType "journal-article" @default.
• W2989754526 hasAuthorship W2989754526A5003905836 @default.
• W2989754526 hasAuthorship W2989754526A5077423632 @default.
• W2989754526 hasConcept C10138342 @default.
• W2989754526 hasConcept C106159729 @default.
• W2989754526 hasConcept C109168655 @default.
• W2989754526 hasConcept C121332964 @default.
• W2989754526 hasConcept C141121606 @default.
• W2989754526 hasConcept C144024400 @default.
• W2989754526 hasConcept C162324750 @default.
• W2989754526 hasConcept C17744445 @default.
• W2989754526 hasConcept C185592680 @default.
• W2989754526 hasConcept C197640229 @default.
• W2989754526 hasConcept C198531522 @default.
• W2989754526 hasConcept C199539241 @default.
• W2989754526 hasConcept C199728807 @default.
• W2989754526 hasConcept C30772137 @default.
• W2989754526 hasConcept C36289849 @default.
• W2989754526 hasConcept C43617362 @default.
• W2989754526 hasConcept C556758197 @default.
• W2989754526 hasConcept C62520636 @default.
• W2989754526 hasConcept C69738904 @default.
• W2989754526 hasConcept C91602232 @default.
• W2989754526 hasConceptScore W2989754526C10138342 @default.
• W2989754526 hasConceptScore W2989754526C106159729 @default.
• W2989754526 hasConceptScore W2989754526C109168655 @default.
• W2989754526 hasConceptScore W2989754526C121332964 @default.
• W2989754526 hasConceptScore W2989754526C141121606 @default.
• W2989754526 hasConceptScore W2989754526C144024400 @default.
• W2989754526 hasConceptScore W2989754526C162324750 @default.
• W2989754526 hasConceptScore W2989754526C17744445 @default.
• W2989754526 hasConceptScore W2989754526C185592680 @default.
• W2989754526 hasConceptScore W2989754526C197640229 @default.
• W2989754526 hasConceptScore W2989754526C198531522 @default.
• W2989754526 hasConceptScore W2989754526C199539241 @default.
• W2989754526 hasConceptScore W2989754526C199728807 @default.
• W2989754526 hasConceptScore W2989754526C30772137 @default.
• W2989754526 hasConceptScore W2989754526C36289849 @default.
• W2989754526 hasConceptScore W2989754526C43617362 @default.
• W2989754526 hasConceptScore W2989754526C556758197 @default.
• W2989754526 hasConceptScore W2989754526C62520636 @default.
• W2989754526 hasConceptScore W2989754526C69738904 @default.
• W2989754526 hasConceptScore W2989754526C91602232 @default.
• W2989754526 hasLocation W29897545261 @default.
• W2989754526 hasOpenAccess W2989754526 @default.
• W2989754526 hasPrimaryLocation W29897545261 @default.
• W2989754526 hasRelatedWork W2055228989 @default.
• W2989754526 hasRelatedWork W2182730990 @default.
• W2989754526 hasRelatedWork W2547592374 @default.
• W2989754526 hasRelatedWork W2595172740 @default.
• W2989754526 hasRelatedWork W2980261081 @default.
• W2989754526 hasRelatedWork W2989754526 @default.
• W2989754526 hasRelatedWork W3122314864 @default.
• W2989754526 hasRelatedWork W3122907891 @default.

• next