Nasir, Muhammad Ali; Soliman, Alaa M.; Yago, Milton; … - In: Journal of Central Banking Theory and Practice 5 (2016) 1, pp. 53-69
This concise study analyses the symmetry of financial markets' responses to macroeconomic policy interaction in the United Kingdom. Employing the Vector Auto-regression (VAR) model on monthly data of the British financial sector and macroeconomic policies from January 1985 to August 2008, this...