Macroeconomic Shocks and Portfolio Holdings over the French Business Cycle
Bricongne, Jean-Charles; Beaubrun-Diant, Kevin (2009-04), Macroeconomic Shocks and Portfolio Holdings over the French Business Cycle. https://basepub.dauphine.fr/handle/123456789/1848
Type
Document de travail / Working paperDate
2009-04Publisher
Université Paris-Dauphine
Published in
Paris
Pages
32
Metadata
Show full item recordAbstract (EN)
The main contribution of this article is to provide a dynamic general equilibrium model of asset allocation for the French economy. We provide a theoretical explanation of the observed time variation in aggregate portfolio holdings and the occurrence of twin peaks in equity and house prices.Subjects / Keywords
French Business Cycles; Asset Allocation, House PricesRelated items
Showing items related by title and author.
-
Beaubrun-Diant, Kevin; Tripier, Fabien (2005) Article accepté pour publication ou publié
-
Beaubrun-Diant, Kevin; Maury, Tristan-Pierre (2016) Article accepté pour publication ou publié
-
Beaubrun-Diant, Kevin; Maury, Tristan-Pierre (2011) Communication / Conférence
-
Beaubrun-Diant, Kévin; Maury, Tristan-Pierre (2021) Article accepté pour publication ou publié
-
Tripier, Fabien; Beaubrun-Diant, Kevin (2009-09) Document de travail / Working paper