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Effects of Bitcoin Exchange Reserves on Bitcoin Returns and Volatility

Hoang, Lai T.; Baur, Dirk G. - 2021

versa. We further identify an asymmetry between positive and negative reserve changes on bitcoin returns and volatility …

Persistent link: https://www.econbiz.de/10013213529

Asymmetric stabilizing impact of international reserves

Lee, Dongwon; Kim, Kyungkeun - In: Applied economics letters 26 (2019) 1, pp. 69-73

Persistent link: https://www.econbiz.de/10012204131

Central bank reserves and the yield curve at the ZLB

Mirkov, Nikola; Sutter, Barbara - 2012

Persistent link: https://www.econbiz.de/10010407676

Factors behind the decline in real long-term government bond yields

Bouis, Romain; Inaba, Kei-Ichiro; Rawdanowicz, Łukasz; … - 2014

factors whose importance has varied over time. In the 1990s, the decline in inflation levels and in volatility was key. In the …

Persistent link: https://www.econbiz.de/10010464903

Are interest rates alone enough to understand stock returns in the Islamic Republic of Pakistan

Badshah, Imtiaz; Ahmad, Maaheen; Jaber, Khalifa Hmood - In: International journal of economic policy in emerging … 12 (2019) 3, pp. 227-242

Persistent link: https://www.econbiz.de/10012154994

Monetary policy uncertainty and jumps in advanced equity markets

Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Journal of risk 23 (2020/2021) 1, pp. 101-112

Persistent link: https://www.econbiz.de/10012500112

Modelling impact of monetary policy on stock market liquidity : a dynamic copula approach

Chu, Xiaojun - In: Applied economics letters 22 (2015) 10/12, pp. 820-824

Persistent link: https://www.econbiz.de/10011286077

Measuring market expectations

Baumeister, Christiane - 2021

Asset prices are a valuable source of information about financial market participants.expectations about key macroeconomic variables. However, the presence of time-varying risk premia requires an adjustment of market prices to obtain the market’s rational assessment of future price and policy...

Persistent link: https://www.econbiz.de/10012622575

Predicting output growth at long horizons : stock return volatility and the monetary policy influence

Bouras, Christos; Christou, Christina; Hassapis, Christis - In: International journal of portfolio analysis and … 2 (2015) 1, pp. 57-98

Persistent link: https://www.econbiz.de/10012253627

Central bank actions and words : the intraday effects of FOMC policy communications on individual equity volatility and returns

Jubinski, Daniel; Tomljanovich, Marc - In: The financial review : the official publication of the … 52 (2017) 4, pp. 701-724

Persistent link: https://www.econbiz.de/10011771291

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