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Examining the long run relationship between the US Money Supply (M2) and the Canadian stock market

Thabet, Errefat Hamoud - In: International journal of economics and finance 6 (2014) 10, pp. 180-190

Persistent link: https://www.econbiz.de/10010422097

Bank excess returns and unconventional monetary policy

Yu, Sherry X. - In: Applied economics letters 26 (2019) 13, pp. 1067-1071

Persistent link: https://www.econbiz.de/10012204548

Futures-based measures of monetary policy and jump risk

Nkwoma, Inekwe John - In: Macroeconomic dynamics 21 (2017) 2, pp. 384-405

Persistent link: https://www.econbiz.de/10011686308

Monetary policy, stock market and sectoral comovement

Guérin, Pierre; Leiva-Leon, Danilo - 2017

Persistent link: https://www.econbiz.de/10011791506

Asset price momentum and monetary policy : time-varying parameter estimation of Taylor Rules

Bhar, Ramaprasad; Malliaris, Anastasios G. - In: Applied economics 48 (2016) 55/57, pp. 5329-5339

Persistent link: https://www.econbiz.de/10011742064

Macroeconomics determinants of the correlation between stocks and bonds

Pericoli, Marcello - 2018

Persistent link: https://www.econbiz.de/10011941274

The asymmetric effects of monetary policy on stock market

Jiang, Cheng - In: The quarterly journal of finance 8 (2018) 3, pp. 1-27

Persistent link: https://www.econbiz.de/10011922027

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

The impact of the ECB banking supervision announcements on the EU stock market

Baglioni, Angelo; Monticini, Andrea; Peel, David - 2021

We study the impact of ECB's supervisory announcements on the Bank Stock index, from 2013 through 2017. Our evidence shows that the news, related to supervisory actions, do have highly significant effects on the market price of banks, contributing to the volatility of the Bank Stock Index for...

Persistent link: https://www.econbiz.de/10012696090

Asset prices: relationships with demand factors and credit, and implications for monetary policy

Jaillet, Pierre - In: The role of asset prices in the formulation of monetary …, (pp. 210-219). 1998

Persistent link: https://www.econbiz.de/10001325168