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Stock market response to monetary and fiscal policy shocks : multi-country evidence

Chatziantoniou, Ioannis; Duffy, David; Filis, George - In: Economic modelling 30 (2013), pp. 754-769

Persistent link: https://www.econbiz.de/10009708802

Do foreign investors insulate firms from local shocks? : evidence from the response of investable firms to monetary policy

Francis, Bill B.; Hunter, Delroy M.; Kelly, Patrick - In: Journal of empirical finance 58 (2020), pp. 386-411

Persistent link: https://www.econbiz.de/10012430712

Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model

Aye, Goodness C.; Gupta, Rangan; Modise, Mampho P. - In: Journal of emerging market finance 14 (2015) 2, pp. 176-196

Persistent link: https://www.econbiz.de/10011378505

Using financial markets to estimate the macro effects of monetary policy : an impact-identified FAVAR

Pitschner, Stefan - 2013

In this paper, I use high-frequency financial market estimates to identify the monetary policy shock in a non …

Persistent link: https://www.econbiz.de/10009760371

Monetary policy and mispricing in stock markets

Beckers, Benjamin; Bernoth, Kerstin - 2016

policy shock is ambiguous in both the short- and long-run, and depends on the nature of the mispricing. Subsequently, we … contractionary monetary policy shock in fact lowers stock prices beyond what is implied by the response of their underlying …

Persistent link: https://www.econbiz.de/10011526074