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Liquidity and asset prices : how strong are the linkages?
Dreger, Christian; Wolters, Jürgen - 2009
central banks. One hot topic is whether the rise in liquidity in recent years has contributed to the formation of price … limit speculative runs and negative effects on the real economy in the future. We explore the impacts of liquidity shocks on … real share and house prices and the influence of wealth prices on liquidity. VAR models are specified for the US and the …
Persistent link: https://www.econbiz.de/10011389101
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M3 money demand and excess liquidity in the euro area
Dreger, Christian; Wolters, Jürgen - 2010
elasticity of money demand after 2001 is taken into account. Measures of excess liquidity do not show significant inflation …
Persistent link: https://www.econbiz.de/10011518878
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M3 money demand and excess liquidity in the euro area
Dreger, Christian; Wolters, Jürgen - 2008
Money growth in the euro area has exceeded its target since 2001. Likewise, recent empirical studies did not find evidence in favour of a stable long run money demand function. The equation appears to be increasingly unstable if more recent data are used. If the link between money balances and...
Persistent link: https://www.econbiz.de/10011384239
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Monetary policy in Austria-Hungary, 1876 - 1913 : an econometric analysis of the determinants of the Central Bank's discount rate and the liquidity ratio
Tullio, Giuseppe; Wolters, Jürgen - 2004
Persistent link: https://www.econbiz.de/10002439366
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Monetary policy in Austria-Hungary, 1876 - 1913 : an econometric analysis of the determinants of the Central Bank's discount rate and the liquidity ratio
Tullio, Guiseppe; Wolters, Jürgen - 2004
Persistent link: https://www.econbiz.de/10009303498
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Liquidity and asset prices : how strong are the linkages?
Dreger, Christian; Wolters, Jürgen - 2009
central banks. One hot topic is whether the rise in liquidity in recent years has contributed to the formation of price … limit speculative runs and negative effects on the real economy in the future. We explore the impacts of liquidity shocks on … real share and house prices and the influence of wealth prices on liquidity. VAR models are specified for the US and the …
Persistent link: https://www.econbiz.de/10003807460
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The impact of containment measures and monetary and fiscal responses on US financial markets during the Covid-19 pandemic
Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - 2021
This paper analyses the effects of containment measures and monetary and fiscal responses on US financial markets during the Covid-19 pandemic. More specifically, it applies fractional integration methods to analyse their impact on the daily S&P500, the US Treasury Bond Index (USTB), the S&P...
Persistent link: https://www.econbiz.de/10012584220
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Fiscal consolidation : an exercise in the methodology of coordination
Caporale, Guglielmo Maria (contributor) - 1997
Persistent link: https://www.econbiz.de/10000974315
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Fiscal consolidation : an exercise in the methodology of coordination
Caporale, Guglielmo Maria (contributor) - 1998
Persistent link: https://www.econbiz.de/10001635328
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Domestic and international determinants of the Reichsbank's liquidity ratios during the classical gold standard, 1876 - 1913 : an econometric analysis
Tullio, Giuseppe; Wolters, Jürgen - 2004
Persistent link: https://www.econbiz.de/10002530937