We investigate the relationship between the daily release of COVID-19 related announcements, defensive government interventions, and stock market volatility, drawing upon an extended time period of one year, to independently test, confirm and iteratively improve on previous research findings. We...

ARCH modelling framework of Engle (1982) and its GARCH generalization of Bollerslev (1986) gave a huge impetus to econometric model building in the field of financial time series with time-varying variance. The main idea of the models was to describe the most typical features of capital markets...

This paper compares the unconventional monetary policy spillover effect in the FED and the ECB toward the asset price in the emerging market by using the Rigobon method and examing how different macro and financial can explain the heterogeneous impact of the international spillover effect. This...

Abstract -- Introduction -- Literature Review and Research Framework -- Effectiveness Study of Chinese Monetary Policy Regulation on Economic Growth and Inflation -- Appropriateness Study of Monetary Policy Regulation on Real Estate Price -- Appropriateness Study of Monetary Policy Regulation on...