Keyword: asset pricing

The impact of Monetary Policy Announcements and Political Events on the Exchange Rate: The Case of South Af...
Since 2000 the South African rand has been among the most volatile ...
17 August 2017
Working Paper
The Equity Price Channel in a New-Keynesian DSGE Model with Financial Frictions and Banking
This paper studies the role of the equity price channel in business...
23 July 2013
Working Paper
Asset pricing in a Lucas ‘fruit-tree’ economy with non-additive beliefs
We study a Lucas (1978) “fruit-tree” economy under the ...
20 September 2012
Working Paper