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Monetary policy and mispricing in stock markets
Beckers, Benjamin; Bernoth, Kerstin - 2016
asset pricing in line with rational bubbles. We show that the response of the excessive stock price component to a monetary …
Persistent link: https://www.econbiz.de/10011526074
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Bank of Japan's exchange-traded fund purchases as an unprecedented monetary easing policy
Shirai, Sayuri - 2018
This paper highlights exchange-traded funds (ETF) purchases conducted by the Bank of Japan under Quantitative and Qualitative Monetary Easing with Yield Curve Control. The policy to indirectly purchase stocks is unprecedented in terms of the scale and duration among major central banks. The...
Persistent link: https://www.econbiz.de/10011894177
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Financial fragility, bubbles and monetary policy
Illing, Gerhard - 2001
The paper models the links between financial fragility, asset markets and monetary policy. It is shown that central bank's concern about the cost of financial disruption generates an asymmetric response, thus contributing to the creation of an asset price bubble. In an economy with a highly...
Persistent link: https://www.econbiz.de/10011398119
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The real-time predictive content of asset price bubbles for macro forecasts
Beckers, Benjamin - 2015
price bubbles. Against this background, the paper evaluates if new advances in real-time bubble detection, as brought … the bubbles in the sample. Therefore, the paper suggests a combination approach of different bubble indicators which helps … to account for the uncertainty around start and end dates of asset price bubbles. Additionally, the paper then …
Persistent link: https://www.econbiz.de/10011300629
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The evolving nature of asset price bubbles, financial instability and monetary policy
Malliaris, Anastasios G. - In: Multinational finance journal 22 (2018) 1/2, pp. 35-62
Persistent link: https://www.econbiz.de/10012547618
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Boom-und-Bust-Zyklen in Vermögenspreisen: Risikomodellierung, Blasenerkennung, und die Rolle der Geldpolitik
Beckers, Benjamin - 2017
Persistent link: https://www.econbiz.de/10012659432
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Monetary policy and asset prices : how do boom-bust cycles influence the optimal strategy of monetary policy?
Knütter, Rolf - 2011
Persistent link: https://www.econbiz.de/10009243226
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Asset price booms and monetary policy
Detken, Carsten (contributor); Smets, Frank (contributor) - 2004
Persistent link: https://www.econbiz.de/10002125226
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Asset prices, financial imbalances and monetary policy : are inflation targets enough?
Bean, Charles R. - 2003
Persistent link: https://www.econbiz.de/10001798037
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Monetary Policy and Asset Prices : A Look Back at Past U.S. Stock Market Booms
Bordo, Michael D. - 2011
This paper examines the economic environments in which past U.S. stock market booms occurred as a first step toward understanding how asset price booms come about and whether monetary policy should be used to defuse booms. We identify several episodes of sustained rapid rise in equity prices in...
Persistent link: https://www.econbiz.de/10013127756