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This book is a current and comprehensive study that incorporates constructional frameworks to inquire grammatical metaphor of modality (MM) for more adequate description and explanation of grammatical metaphor. It conducts semantic analysis of MM via a refined cognitive model and investigation of its lexicogrammatical forms from corpus-based constructional approach. The result is a reliable and systemic record of MM in real use, coupled with theoretical refinement from a cognitive perspective to illuminate its ‘metaphoricity’ motivation. The constructional approach and methodology exemplified in this book provide fresh insights, rich data, and a feasible solution for the adequate description and explanation of grammatical metaphor phenomena and the form-meaning interactive complexity in modality.

Grammar, Comparative and general. --- Modality (Linguistics) --- Linguistics --- Philology --- Grammar, Comparative and general --- Lexicology. --- Linguistics. --- Morphology. --- Lexicolopgy / Vocabulary. --- Theoretical Linguistics / Grammar. --- Syntax. --- Grammar, Comparative and general Syntax --- Syntax --- Linguistic science --- Science of language --- Language and languages --- Grammar, Comparative and general Morphology --- Morphology

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System analysis. --- Control theory. --- Conjugate gradient methods. --- Perturbation (Mathematics) --- Analyse de systèmes --- Théorie de la commande --- Perturbation (Mathématiques)

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We find that on average an announcement of rising unemployment is 'good news' for stocks during economic expansions and 'bad news' during economic contractions. Thus stock prices usually increase on news of rising unemployment, since the economy is usually in an expansion phase. We provide an explanation for this phenomenon. Unemployment news bundles two primitive types of information relevant for valuing stocks: information about future interest rates and future corporate earnings and dividends. A rise in unemployment typically signals a decline in interest rates, which is good news for stocks, as well as a decline in future corporate earnings and dividends, which is bad news for stocks. The nature of the bundle -- and hence the relative importance of the two effects -- changes over time depending on the state of the economy. For stocks as a group, and in particular for cyclical stocks, information about interest rates dominates during expansions and information about future corporate earnings dominates during contractions.