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Eurozone stock market reaction to monetary policy interventions and other covariates

Petrakis, Nikolaos; Lemonakis, Christos; Floros, Christos; … - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-19

The joint effect of the global economic and sovereign debt crisis forced the European Central Bank (ECB) to apply … conventional and non-standard expansionary monetary policy interventions in order to stabilize eurozone economies. We conducted a … panel regression econometric analysis to study the influence of euro area monetary authority policy interventions, along …

Persistent link: https://www.econbiz.de/10012820682

The impact of unconventional monetary policy on the tail risks of stock markets between U.S. and Japan

Wang, Yi-Chen; Wang, Ching-Wen; Huang, Chia-Hsing - In: International review of financial analysis 41 (2015), pp. 41-51

Persistent link: https://www.econbiz.de/10011508566

Box-Jenkins modeling of Greek stock prices data

Dritsaki, Chaido - In: International journal of economics and financial issues … 5 (2015) 3, pp. 740-747

Persistent link: https://www.econbiz.de/10011454204

The regime-switching behaviour of exchange rates and frontier stock market prices in sub-Saharan Africa

Korley, Maud; Giouvris, Evangelos - In: Journal of risk and financial management : JRFM 14 (2021) 3/122, pp. 1-31

Frontier markets have become increasingly investible, providing diversification opportunities; however, there is very little research (with conflicting results) on the relationship between Foreign Exchange (FX) and frontier stock markets. Understanding this relationship is important for both...

Persistent link: https://www.econbiz.de/10012486229

Monetary policy and stock returns under the MPC and inflation targeting

Chortareas, Georgios E.; Noikokyris, Emmanouil - In: International review of financial analysis 31 (2014), pp. 109-116

Persistent link: https://www.econbiz.de/10010461531

The channels of monetary policy triggered by central bank actions and statements in the Australian equity market

McCredie, Bronwyn; Docherty, Paul; Easton, Steve; … - In: International review of financial analysis 46 (2016), pp. 46-61

Persistent link: https://www.econbiz.de/10011580846

Determinants of stock-bond market comovement in the Eurozone under model uncertainty

Skintzi, Vasiliki D. - In: International review of financial analysis 61 (2019), pp. 20-28

Persistent link: https://www.econbiz.de/10012206690

Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis

Gillas, Konstantinos Gkillas; Konstantatos, Christoforos; … - In: International review of financial analysis 74 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012803941

Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market

Kartsonakis Mademlis, Dimitrios; Dritsakis, Nikolaos - In: International journal of economics and financial issues … 11 (2021) 1, pp. 49-60

Persistent link: https://www.econbiz.de/10012436893

Stock prices and monetary policy : an impulse response analysis

Caporale, Guglielmo Maria; Soliman, Alaa M. - In: International journal of economics and financial issues … 3 (2013) 3, pp. 701-709

Persistent link: https://www.econbiz.de/10010518966

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