Sentences with phrase «asset pricing»

The capital asset pricing model made some predictions of return versus beta.

Investors should therefore expect significant volatility in asset prices as valuations are adjusted to reflect the impaired ability of coal companies to maintain historical rates of return.

The capital asset pricing model is by no means a perfect theory.

In other words it manufactures inflation of assets priced in dollars.

For anyone that has kept an eye on asset prices over the decades, it will be no surprise to learn that these things are often cyclical in nature.

In a word of rising asset prices... one commodity is hitting multi-year lows.

As asset prices rise, you would get taxed.

The increased borrowing, together with the greater wealth that comes with higher asset prices, encourages households to spend more, generating income for other households and creating opportunities for companies.

Or will «too - low - for - too - long» monetary manipulation eventually lead to a credit bust — one with adverse effects for asset prices as well as economic growth?

For the moment, the economy is being supported by asset price inflation.

But you've also talked about the need to stabilize financial markets, even «leaning» against asset price bubbles.

Before the financial crisis, most every economy was doing well, albeit on a bubble of debt and inflated asset prices.

But now, with asset prices down, and transaction volumes diminished, the economic winds are in their faces.

Many commercial real estate investors are watching asset prices move higher and wondering whether the underlying values are there to support those eye - popping price tags.

If the market would be efficient this would be hard to explain since the lower underlying asset prices should already have reflected the bad news.

This would lead to low asset prices, and therefore high rates of return.

The corporate debt balloon is going to be a problem even if central banks perpetually support asset prices through direct purchases and / or rate manipulating schemes.

History shows we have a tendency to jump on trends, drive asset prices higher, and bail when trouble arises.

Ultimately, the credit and asset price boom of the 1980s led to financial difficulties in a range of countries.

The easy monetary situation helped boost asset prices across the board.

As is the case today, if asset prices fall in the market, the value of that cash rises.

To be sure, global policy liquidity has played the lead role in pushing asset prices to new highs, with strong correlations across both risk - free and risky assets.

It includes not just consumer prices but also producer prices, commodity prices and financial asset prices.

When human psychology is such that optimism about asset price rises is at the fore, then an excessively stringent setting of interest rates would be required to suppress the optimism.

Housing and other asset prices crash, causing negative equity.

There are no rules because asset price moves carry on for unpredictable amounts of time, even if they do tend to return to the mean over the long term.

Our forecasts and hence policy are becoming increasingly driven by asset price changes.

Furthermore, carbon - heavy industries are not immune from disruption, nor are asset prices from regulatory efforts to mitigate climate change risk.

Rising asset prices do not stimulate the economy much.

The question of whether asset prices get things right is where there is a lot of dispute.

The excess liquidity is not finding its way into goods prices as much as into asset prices.

The correlation in global economic fundamentals is at a new high, reflected in the steadily increasing correlation in asset price movements.

Yes, you have pushed asset prices up, and interest rates down, but has not created any significant new economic activity.

But with many asset prices running ahead, should investors curb their enthusiasm?

None of this spending has much effect on the consumer price index, but it does affect asset prices.

Futures contracts are priced based on the current asset price and market demand.

For these people, the goal should be to become familiar with how asset prices typically move during those hours and then when possible, take advantage of other optimal time periods.

Indeed, the general rise in global asset prices since 2009 has been built on easy money provided by many of the world's major central banks.

I am looking for risk measures such as standard deviation for asset prices such as stock prices and index fund prices.

Low interest rates have very clearly played a part in increasing real asset prices.

When a large number of people are relying on decent - sized short - term asset price gains in order to do well, that is a recipe for disaster.

Markets and asset prices go through up and down cycles.

We would also be wary of the richness in risk asset pricing as volatility picks up.

It goes something like this: asset prices reverse direction for no apparent reason whatsoever.

My research fields are empirical asset pricing and international finance.

They are actually programs that use sophisticated mathematical algorithms to predict future outcomes based on the input of vast amounts of previous asset price data.

It is a well - known fact that inflation boosts physical asset prices like gold, silver, oil and property.

A value oriented tactical asset allocation puts the focus on owning assets priced below their intrinsic value.