Similar Search Results

Evaluating Monetary Policy When Nominal Interest Rates Are Almost Zero

Fujiwara, Ippei - Econometric Society - 2004

The non-negativity constraint on nominal interest rates may have been a major factor behind a putative structural break in the effectiveness of monetary policy. To check for the existence of such a break without making prior assumptions about timing, and to enable comparison between pre- and...

Persistent link: https://www.econbiz.de/10005130248

The US monetary base and major world equity markets : an empirical investigation

Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Review of economics & finance 6 (2016) 3, pp. 49-64

Persistent link: https://www.econbiz.de/10011541619

The stock-bond comovements and cross-market trading

Mengling Li; Zheng, Huanhuan; Chong, Terence Tai-Leung; … - In: Journal of economic dynamics & control 73 (2016), pp. 417-438

Persistent link: https://www.econbiz.de/10011709117

Exchange rate movements and stock market returns in a regime-switching environment : evidence for BRICS countries

Chkili, Walid; Nguyen, Duc Khuong - In: Research in international business and finance 31 (2014), pp. 46-56

Persistent link: https://www.econbiz.de/10010434020

Melting down : systemic financial instability and the macroeconomy ; conference paper

Hubrich, Kirstin; Hartmann, Philipp; Kremer, Manfred; … - 2013 - This version: August 30, 2013, Preliminary and incomplete

We integrate systemic financial instability in an empirical macroeconomic model for the euro area. We find that at times of widespread financial instability the macroeconomy functions fundamentally differently from tranquil times. We employ a richly specified Markov-Switching...

Persistent link: https://www.econbiz.de/10010336276

The impact of uncertainty on money demand in the UK, US and Euro area

Bissoondeeal, Rakesh K.; Binner, Jane M.; Karoglou, Michail - In: The European journal of finance 29 (2023) 16, pp. 1866-1884

Persistent link: https://www.econbiz.de/10014388514

Value-at-risk predictive performance: A comparison between the CaViaR and GARCH models for the MILA and ASEAN-5 stock markets

Serrano Bautista, Ramona; Núñez Mora, José Antonio - In: Journal of Economics, Finance and Administrative Science 26 (2021) 52, pp. 197-221

Latin America (MILA) and Association of Southeast Asian Nations (ASEAN) emerging stock markets during crisis periods. Design … robustness of the CaViaR model in out-sample VaR forecasting for the MILA and ASEAN-5 emerging stock markets in crisis periods … and markets. In particular, quantifying and forecasting the risk for the MILA and ASEAN-5 stock markets is crucial for …

Persistent link: https://www.econbiz.de/10013192202

Emerging Markets Integration in Latin America (MILA) Stock market indicators: Chile, Colombia, and Peru

Lizarzaburu Bolaños, Edmundo R.; Burneo Farfán, Kurt; … - In: Journal of Economics, Finance and Administrative Science 20 (2015) 39, pp. 74-83

This study aims to determine the impact of the Latin American Integrated Market (MILA) start-up in the main indicators … November 2008 to August 2013; and involves the three stock markets associated with MILA: Bolsa de Comercio de Santiago (BCS …El presente estudio pretende determinar el impacto del Mercado Integrado Latinoamericano (MILA) en los principales …

Persistent link: https://www.econbiz.de/10011859376

Trading with neighbors : regional stock exchange integration : the Mercado Integrado Latinoamericano

Leraul, Daniel Jacob - In: Latin American business review : journal of the … 17 (2016) 1, pp. 49-71

Persistent link: https://www.econbiz.de/10011504604

Dependence between the Chinese and MILA stock markets

Mata, Leovardo; Núñez Mora, Josê Antonio - In: Journal of Chinese economic and foreign trade studies 9 (2016) 3, pp. 234-244

Persistent link: https://www.econbiz.de/10011622806