Fifty years of UK asset price volatility

2000 ◽  
Vol 2 (3) ◽  
pp. 63-77 ◽  
Author(s):  
Nicola Anderson ◽  
Francis Breedon
Keyword(s):  
Asset Price ◽  
Price Volatility

U.K. Asset Price Volatility Over the Last 50 Years

1996 ◽  
Author(s):  
Nicola Anderson ◽  
Francis Breedon
Keyword(s):  
Asset Price ◽  
Price Volatility

scholarly journals News Shocks and Asset Price Volatility in General Equilibrium

2011 ◽  
Author(s):  
Akito Matsumoto ◽  
Pietro Cova ◽  
Massimiliano Pisani ◽  
Alessandro Rebucci
Keyword(s):  
General Equilibrium ◽  
Asset Price ◽  
Price Volatility ◽  
News Shocks

Asset price volatility and trading volume with rational beliefs

2004 ◽  
Vol 23 (4) ◽  
pp. 795-829 ◽  
Author(s):  
Ho-Mou Wu ◽  
Wen-Chung Guo
Keyword(s):  
Trading Volume ◽  
Asset Price ◽  
Price Volatility ◽  
Rational Beliefs

scholarly journals Fund Managers, Career Concerns, and Asset Price Volatility

2009 ◽  
Author(s):  
Veronica Guerrieri ◽  
Péter Kondor
Keyword(s):  
Asset Price ◽  
Price Volatility ◽  
Career Concerns ◽  
Fund Managers

Asset Price and the Optimal Monetary Policy: Model and Simulation

2011 ◽  
Vol 422 ◽  
pp. 466-469
Author(s):  
Hai Cheng Peng ◽  
Lu Li
Keyword(s):  
Monetary Policy ◽  
Asset Price ◽  
Price Volatility ◽  
Reaction Function ◽  
Optimal Monetary Policy ◽  
Policy Objective ◽  
Policy Model ◽  
Model And Simulation ◽  
Wide Range ◽  
Decision Making Model

The validity and merits of the monetary policy is reflected in the level of the attainment of its ultimate goal. We build up a decision-making model of central bank and deduce the optimal money supply reaction function of considering and ignoring asset price. In order to clarify the relationship between the optimal monetary policy and asset price volatility, we simulate the macroeconomic performance of optimal reaction function of considering and ignoring asset price in a wide range of monetary policy objective. We conclude that monetary policy should respond to volatility of asset price directly.

Tsunami: Market Tightness and Asset Price Volatility

2014 ◽  
Vol 43 (4) ◽  
pp. 355-380
Author(s):  
Yong Kim
Keyword(s):  
Asset Price ◽  
Price Volatility

Sorting in risk-aversion and asset price volatility

2005 ◽  
Vol 41 (4-5) ◽  
pp. 557-570 ◽  
Author(s):  
Helios Herrera
Keyword(s):  
Risk Aversion ◽  
Asset Price ◽  
Price Volatility
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