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Browsing Articles (Departament d'Economia) by Subject "Asset prices"

Browsing Articles (Departament d'Economia) by Subject "Asset prices"

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  • Malmendier, Ulrike; Pouzo, Demian; Vanasco, Victoria (Elsevier, 2020)
    How do macrofinancial shocks affect investor behavior and market dynamics? Recent evidence on experience effects suggests a long-lasting influence of personally experienced outcomes on investor beliefs and investment but ...
  • Malmendier, Ulrike; Pouzo, Demian; Vanasco, Victoria (Elsevier, 2020)
    We propose a novel explanation for classic international macro puzzles regarding capital flows and portfolio investment, which builds on modern macro-finance models of experience-based belief formation. Individual experiences ...
  • Asriyan, Vladimir; Fuchs, William; Green, Brett (American Economic Association, 2019)
    We develop a rational theory of liquidity sentiments in which the market outcome in any given period depends on agents' expectations about market conditions in future periods. Our theory is based on the interaction between ...

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