Similar Search Results

Dynamic spillovers between crude oil price and gold price : empirical evidence

Tripathy, Nalini Prava; Mishra, Shekhar - In: International journal of business and economics 22 (2023) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10014383601

Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil prices

Wang, Yu-shan; Chueh, Yen Ling - In: Economic modelling 30 (2013), pp. 792-798

Persistent link: https://www.econbiz.de/10009708796

Unemployment as a Determinant of Gold Prices : Empirical Evidence

Thaver, Ranjini L. - 2017

. During 2008-2016 the price of gold increases by 4.7% for every 1% change in the unemployment rate, ceteris paribus. The short … observed no long run cointegrated relationship between the price of gold and unemployment during the 1978-2016 period. This … direct relationship between gold price and unemployment has not been studied in the literature, so further work in this area …

Persistent link: https://www.econbiz.de/10012963551

Euro interest rate swap yields : a GARCH analysis

Akram, Tanweer; Mamun, Khawaja Abdullah al - 2023

change in the equity price index, the exchange rate, and the size of the European Central Bank's (ECB) balance sheet. It uses …

Persistent link: https://www.econbiz.de/10014438498

The impact of the 2004 reform of the operational framework of the ECB : structural GARCH evidence

Zagaglia, Paolo; Marzo, Massimilano - In: Journal of finance and investment analysis 2 (2013) 1, pp. 85-100

We investigate the money-market impact of the reform of the operational framework of the European Central Bank that took place in March 2004. We estimate a structural bivariate GARCH model with the overnight rate and 1-year swap rate, where identifying restrictions are imposed on the conditional...

Persistent link: https://www.econbiz.de/10009746042

Announcements of ECB unconventional programs : implications for the sovereign risk of Italy

Falagiarda, Matteo; Reitz, Stefan - 2013

This paper studies the effects of ECB communications about unconventional monetary policy operations on the perceived sovereign risk of Italy over the last five years. More than fifty events concerning non-standard operations are identified and classified with respect to the specific ECB...

Persistent link: https://www.econbiz.de/10009783711

Market volatility transmission and central banking : what happened during the subprime crisis?

Bensafta, Kamel Malik; Semedo, Gervasio - In: International economic journal 28 (2014) 4, pp. 559-588

Persistent link: https://www.econbiz.de/10010504200

The Indian exchange rate and Central Bank action : an EGARCH analysis

Goyal, Ashima; Arora, Sanchit - In: Journal of Asian economics 23 (2012) 1, pp. 60-72

Persistent link: https://www.econbiz.de/10009703198

The negative side of inflation targeting : revisiting inflation uncertainty in the EMU

Lawton, Neil; Gallagher, Liam - In: Applied economics 52 (2020) 29, pp. 3186-3203

Persistent link: https://www.econbiz.de/10012258826

Central bank intervention in USD/INR market : estimating its reaction function and impact on volatility

Trivedi, Smita Roy; Apte, Prakash Gajanan - In: Asia-Pacific financial markets 23 (2016) 3, pp. 263-279

Persistent link: https://www.econbiz.de/10011619931

1
2
3
4
5
6
7
8
9
10
Next
Last