Title:

Endogenous Credit and Investment Cycles with Asset Price Volatility

Authors:

Francesco Carli (Deakin U)
Leonor Modesto (U Católica Portuguesa) (U Católica Portuguesa)

Journal:

Macroeconomic Dynamics

Year:

2018

Volume:

22

Number:

7

Pages:

1859-1874

JEL codes:

E32 - Business Fluctuations; Cycles
E44 - Financial Markets and the Macroeconomy
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages