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Asymmetric monetary policy towards the stock market : a DSGE approach
Ravn, Søren Hove - In: Journal of macroeconomics 39 (2014) 1, pp. 24-41
Persistent link: https://www.econbiz.de/10010494133
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Learning about the interdependence between the macroeconomy and the stock market
Milani, Fabio - In: International review of economics & finance : IREF 49 (2017), pp. 223-242
Persistent link: https://www.econbiz.de/10011748427
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Stock market bubbles and business cycles : a DSGE model for the Iranian economy
Bashiri, Sahar; Pahlavani, Mosayeb; Boostani, Reza - In: Iranian economic review : journal of University of Tehran 21 (2017) 4, pp. 969-1002
Persistent link: https://www.econbiz.de/10011860623
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Stock market dynamics, leveraged network-based financial accelerator and monetary policy
Riccetti, Luca; Russo, Alberto; Gallegati, Mauro - In: International review of economics & finance : IREF 43 (2016), pp. 509-524
Persistent link: https://www.econbiz.de/10011625923
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A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles
Miao, Jianjun; Wang, Pengfei; Xu, Zhiwei - In: Quantitative economics : QE ; journal of the … 6 (2015) 3, pp. 599-635
Persistent link: https://www.econbiz.de/10011440574
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A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles
Miao, Jianjun; Wang, Pengfei; Xu, Zhiwei - In: Quantitative economics : QE ; journal of the … 6 (2015) 3, pp. 599-635
Bayesian methods. Bubbles emerge through a positive feedback loop mechanism supported by self-fulfilling beliefs. We identify a … sentiment shock that drives the movements of bubbles and is transmitted to the real economy through endogenous credit … constraints. This shock explains most of the stock market fluctuations and sizable fractions of the variations in real quantities …
Persistent link: https://www.econbiz.de/10011757753
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Financial frictions and the reaction of stock prices to monetary policy shocks
Ozdagli, Ali - 2014 - This version: July 29, 2014
This paper reveals and tests a new theoretical implication of the credit channel of monetary policy: as financial frictions (monitoring or auditing costs) increase, the reaction of stock prices to monetary policy shocks decreases. Correspondingly, towards the end of the Enron accounting scandal,...
Persistent link: https://www.econbiz.de/10010395119
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Stock market evidence on the international transmission channels of US monetary policy surprises
Maurer, Tim D.; Nitschka, Thomas - 2020
Persistent link: https://www.econbiz.de/10012299403
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Stock market evidence on the international transmission channels of US monetary policy surprises
Maurer, Tim Dominik; Nitschka, Thomas - 2021
This working paper evaluates the economic sources of the stock market responses of 40 countries to surprises in the fed funds rate (FFR), the Fed's forward guidance (FG) and large-scale asset purchases (LSAP). We decompose stock market returns into different components reflecting investors'...
Persistent link: https://www.econbiz.de/10012520011
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Stock market spillovers via the global production network: transmission of U.S. monetary policy
Di Giovanni, Julian; Hale, Galina - 2020
We quantify the role of global production linkages in explaining spillovers of U.S. monetary policy shocks to stock returns of fifty-four sectors in twenty-six countries. We first present a conceptual framework based on a standard open-economy production network model that delivers a spillover...
Persistent link: https://www.econbiz.de/10012309215