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Evaluation of macroeconomic models for financial stability analysis

Bårdsen, Gunnar (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003328613

Evaluation of macroeconomic models for financial stability analysis

Bårdsen, Gunnar; Lindquist, Kjersti-Gro; Tsomocos, … - 2006

Persistent link: https://www.econbiz.de/10003287441

Assessing spill-over effects of US monetary policy and macroeconomic announcements on financial markets in Argentina

Hayo, Bernd; Neuenkirch, Matthias - 2008

exchange markets’ returns and volatility over the period 1998 to 2006 using a GARCH model. Firstly, we show that both types of …

Persistent link: https://www.econbiz.de/10003865937

Domestic or U.S. news : what drives Canadian financial markets?

Hayo, Bernd; Neuenkirch, Matthias - 2009

Canadian bond, stock, and foreign exchange market returns and volatility. First, news in both categories and from both …

Persistent link: https://www.econbiz.de/10003849833

Bank of Canada communication, media coverage, and financial market reactions

Hayo, Bernd; Neuenkirch, Matthias - 2010

We examine the impact of Bank of Canada communications and media reporting on them on Canadian (short- and medium-term) bond and stock market returns using a GARCH model. Communications are rather uniformly distributed over the sample period (1998–2006); however, media coverage is particularly...

Persistent link: https://www.econbiz.de/10003980577

Minsky's financial instability hypothesis and the leverage cycle

Bhattacharya, Sudipto; Goodhart, Charles A. E.; … - 2011

Persistent link: https://www.econbiz.de/10009487518

A reconsideration of Minsky's financial instability hypothesis

Bhattacharya, Sudipto; Goodhart, Charles A. E.; … - In: Journal of money, credit and banking : JMCB 47 (2015) 5, pp. 931-973

Persistent link: https://www.econbiz.de/10011345117

Financial market reaction to Federal Reserve communications : does the global financial crisis make a difference?

Hayo, Bernd; Kutan, Ali Mustafa; Neuenkirch, Matthias - In: Empirica : journal of european economics 42 (2015) 1, pp. 185-203

Persistent link: https://www.econbiz.de/10011318410

Central bank communication and correlation between financial markets : Canada and the United States

Beck, Melanie-Kristin; Hayo, Bernd; Neuenkirch, Matthias - In: International economics and economic policy : IEEP 10 (2013) 2, pp. 277-296

Persistent link: https://www.econbiz.de/10009754633

Self-monitoring or reliance on newswire services : how do financial market participants process central bank news?

Hayo, Bernd; Neuenkirch, Matthias - 2014 - This version: 26 March 2014

We study how financial market participants process news from four major central banks - the Bank of England (BoE), the Bank of Japan (BoJ), the European Central Bank (ECB), and the Federal Reserve (Fed), using a novel survey of 450 financial market participants from around the world. Our results...

Persistent link: https://www.econbiz.de/10010356175