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The ECB monetary policy strategy and the money market
Gaspar, Vítor; Pérez-Quirós, Gabriel; Sicilia, Jorge - 2001
Persistent link: https://www.econbiz.de/10001608121
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Short and long interest rate targets
Adão, Bernardino; Correia, Isabel Horta; Teles, Pedro - 2010
Persistent link: https://www.econbiz.de/10008667048
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Fixed exchange rate versus inflation targeting : evidence from DSGE modelling
Vītola, Kristīne; Ajevskis, Viktors - 2011
Persistent link: https://www.econbiz.de/10009305629
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Non-linear effects of oil shocks on stock prices
Mumtaz, Haroon; Pirzada, Ahmed; Theodoridis, Konstantinos - 2018
This paper uses a panel Threshold VAR model to estimate the regime-dependent impact of oil shocks on stock prices. We find that an adverse oil supply shock has a negative effect on stock prices when oil inflation is low. In contrast, this impact is negligible in the regime characterised by...
Persistent link: https://www.econbiz.de/10011895018
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Taxes and the location of targets
Arulampalam, Wiji; Devereux, Michael P.; Liberini, Federica - 2018
Persistent link: https://www.econbiz.de/10011966683
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Dynamic effects of monetary policy shocks on macroeconomic volatility
Mumtaz, Haroon; Theodoridis, Konstantinos - 2015
Epstein-Zin preferences to study the volatility implications of a monetary policy shock. An unexpected increases in the policy … rate by 150 basis points causes output and inflation volatility to rise around 10% above their steady-state standard … deviations. VAR based empirical results support the model implications that contractionary shocks increase volatility. The …
Persistent link: https://www.econbiz.de/10011389786
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Common and country specific economic uncertainty
Mumtaz, Haroon; Theodoridis, Konstantinos - 2015
We use a factor model with stochastic volatility to decompose the time-varying variance of Macro economic and Financial … component plays an important role in driving the time-varying volatility of nominal and financial variables. The cross …-country co-movement in volatility of real and financial variables has increased over time with the common component becoming more …
Persistent link: https://www.econbiz.de/10011306276
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Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael; Suen, John; Wong, Wing Keung - 2013
Persistent link: https://www.econbiz.de/10009771105
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A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea; Rea, William; Reale, Marco; Scarrott, Carl - 2012
Persistent link: https://www.econbiz.de/10009562986
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Cyclically adjusted provisions and financial stability
Agénor, Pierre-Richard; Silva, Luiz A. Pereira da - 2016
volatility of the credit-output ratio and real house prices, in response to financial shocks. The optimal combination of simple …
Persistent link: https://www.econbiz.de/10011472122