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Explaining central bank trust in an inflation targeting country : the case of the Reserve Bank of New Zealand
Hayo, Bernd; Neumeier, Florian - 2017
Employing data from a representative population survey conducted in New Zealand in 2016, this paper examines factors that influence, or are at least associated with, public trust in the Reserve Bank of New Zealand (RBNZ). The large number of specifically designed questions allows studying the...
Persistent link: https://www.econbiz.de/10011668507
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Basel III : long-term impact on economic performance and fluctuations
Angelini, Paolo; Clerc, Laurent; Cúrdia, Vasco; … - 2011
Persistent link: https://www.econbiz.de/10008903838
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BASEL III : long-term impact on economic performance and fluctuations
Angelini, Paolo; Clerc, Laurent; Cúrdia, Vasco; … - 2011
Persistent link: https://www.econbiz.de/10009382003
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BASEL III: long-term impact on economic performance and fluctuations
Angelini, Paolo; Clerc, Laurent; Cúrdia, Vasco; … - 2011
level of steadystate output, relative to the baseline. The impact of the new liquidity regulation is of a similar order of …
Persistent link: https://www.econbiz.de/10008935715
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Basel III : long-term impact on economic performance and fluctuations
Angelini, Paolo; Clerc, Laurent; Cúrdia, Vasco; … - 2011
Persistent link: https://www.econbiz.de/10009540647
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Understanding global liquidity
Eickmeier, Sandra; Gambacorta, Leonardo; Hofmann, Boris - 2013
We explore the concept of global liquidity based on a factor model estimated using a large set of financial and … macroeconomic variables from 24 advanced and emerging market economies. We measure global liquidity conditions based on the common … global factors in the dynamics of liquidity indicators. By imposing theoretically motivated sign restrictions on factor …
Persistent link: https://www.econbiz.de/10009711229
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Understanding global liquidity
Eickmeier, Sandra; Gambacorta, Leonardo; Hofmann, Boris - 2013
We explore the concept of global liquidity based on a factor model estimated using a large set of financial and … macroeconomic variables from 24 advanced and emerging market economies. We measure global liquidity conditions based on the common … global factors in the dynamics of liquidity indicators. By imposing theoretically motivated sign restrictions on factor …
Persistent link: https://www.econbiz.de/10009720899
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Communicating with many tongues : FOMC speeches and US financial market reaction
Hayo, Bernd; Kutan, Ali Mustafa; Neuenkirch, Matthias - 2008
This paper studies the effects of FOMC communication on U.S. financial markets’ returns and volatility using a GARCH model over the period from 1998 to 2006. We build a new data set that includes information on all FOMC speeches, post-meeting statements, monetary policy reports and...
Persistent link: https://www.econbiz.de/10003864447
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Assessing spill-over effects of US monetary policy and macroeconomic announcements on financial markets in Argentina
Hayo, Bernd; Neuenkirch, Matthias - 2008
We study the effects of U.S. monetary policy and macroeconomic announcements on Argentine money, stock and foreign exchange markets’ returns and volatility over the period 1998 to 2006 using a GARCH model. Firstly, we show that both types of news have a significant impact on all markets....
Persistent link: https://www.econbiz.de/10003865937
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Domestic or U.S. news : what drives Canadian financial markets?
Hayo, Bernd; Neuenkirch, Matthias - 2009
Using a GARCH model, we study the effects of Canadian and U.S. central bank communication and macroeconomic news on Canadian bond, stock, and foreign exchange market returns and volatility. First, news in both categories and from both countries has an impact on all financial markets. Canadian...
Persistent link: https://www.econbiz.de/10003849833