How Does the Stock Market Absorb Shocks?

By Frank Murray and Sanati Ali
Working Paper SSRN (2017)

  • Murray Frank

    University of Minnesota

    USA

  • Ali Sanati

    American University

    USA

Created

June 16, 2017

Last update

June 17, 2017

Software

Stata

Ranking

105

Visits

1323

Downloads

241

Description

The files reproduce the tables in the paper "How Does the Stock Market Absorb Shocks?". The main program is in a Stata file, named "master_replicate.do". The code reproduces the tables in the order they are presented in the paper. For more details, see the readme.txt file.

Backtesting Expected Shortfall via Multi-Quantile Regression

Working Paper (2018)

Couperier Ophélie and Leymarie Jérémy

Wealth Distribution with Random Discount Factors

Journal of Monetary Economics (2018)

Toda Alexis Akira

Targeting Online Display Ads: Choosing Their Frequency and Spacing

International Journal of Research in Marketing (2018)

Försch Steffen and de Haan Evert

Financial distress, refinancing, and debt structure

Journal of Banking and Finance (2018)

Yin Qie and Dudley Evan

On the Monetary Impact of Fashion Design Piracy

International Journal of Research in Marketing (2018)

Appel Gil, Libai Barak, and Muller Eitan

A Random Coefficients Mixture Hidden Markov Model for Marketing

International Journal of Research in Marketing (2018)

Kappe Eelco, Stadler Ashley, and DeSarbo Wayne

Fiscal policy coordination in currency unionsat the effective lower bound

Working Paper (2018)

Müller Gernot and Hettig Thomas

2018-05-18

Zip Archive

488

200

21

The Dynamics of Sovereign Debt Crises and Bailouts

Journal of International Economics (2018)

Roch Francisco

Testing for Granger Causality in Heterogeneous Mixed Panels

Economic Modelling (2011)

Emirmahmutoglu Furkan and Kose Nezir

0 comment

Add comment

You need to log in to post a comment.