Causality from real stock returns to real activity: evidence of regime-dependence

Keyphrases

• Volatility Regimes 100%
• Stock Market Volatility 100%
• Regime Dependence 100%
• Real Stock Return 100%
• Real Activities 100%
• Growth Rate 50%
• Financial Markets 50%
• US Stock Market 50%
• Monetary Policy 50%
• Regime Switching 50%
• Impulse Response Analysis 50%
• Inflation Targeting 50%
• Real Stock Price 50%
• Financial Instability 50%
• Market Effects 50%
• Real Economy 50%
• Causality Pattern 50%

Economics, Econometrics and Finance

• Capital Market Returns 100%
• Volatility 100%
• Stock Price 50%
• Financial Market 50%
• Financial Crisis 50%
• Regime Switching 50%
• Monetary Policy 50%
• Inflation Targeting 50%