Narrow search
Showing 1 - 10 of 1,632
Cover Image
Price discovery and liquidity recovery : forex market reactions to macro announcements
Yamada, Masahiro; Itō, Takatoshi - In: Journal of international money and finance 120 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013417335
Cover Image
The behavior of interest rates and credit flows : persistence and cycles
Busch, Ulrike - 2011
Persistent link: https://www.econbiz.de/10009490397
Cover Image
Monetary policy and the relative price of durable goods
Cantelmo, Alessandro; Melina, Giovanni - 2015
In a VAR model of the US, the response of the relative price of durables to a monetary contraction is either flat or mildly positive. It significantly falls only if narrowly defined as the ratio between new house and nondurables prices. These findings survive three identification strategies and...
Persistent link: https://www.econbiz.de/10010515460
Cover Image
Evidence on the effects of money growth on inflation with regime switching
Liu, Jinquan; Pang, Chunyang - In: China & world economy 19 (2011) 6, pp. 19-36
Persistent link: https://www.econbiz.de/10009408535
Cover Image
The fear premium and daily comovements of the S&P E/P ratio and treasury yields before and during the 2008 financial crisis
Faugère, Christophe (contributor) - 2013
Persistent link: https://www.econbiz.de/10010189580
Cover Image
Examining real interest parity : which component reverts quickest and in which regime?
Sirichand, Kavita; Vivian, Andrew; Wohar, Mark E. - In: International review of financial analysis 39 (2015), pp. 72-83
Persistent link: https://www.econbiz.de/10011573075
Cover Image
Does monetary policy impact market integration? : evidence from developed and emerging markets
Caporin, Massimiliano; Pelizzon, Loriana; Plazzi, Alberto - 2017
This paper shows that FED policy announcements lead to a significant increase in international co-movement in the cross … co-movement, even in the Eurozone …
Persistent link: https://www.econbiz.de/10011874674
Cover Image
Understanding international long-term interest rate comovement
Chin, Michael; De Graeve, Ferre; Filippeli, Thomai; … - 2018
empirical results. (1) Comovement arises due to nominal fluctuations, not through real rates or term premia. (2) The cause of … comovement is the central bank of the small open economy accommodating foreign inflation trends, rather than systematically …
Persistent link: https://www.econbiz.de/10011887034
Cover Image
Financial shocks, comovement and credit frictions
Finocchiaro, Daria; Mendicino, Caterina - In: Economics letters 143 (2016), pp. 20-23
Persistent link: https://www.econbiz.de/10011616822
Cover Image
Euro area government bonds : integration and fragmentation during the sovereign debt crisis
Ehrmann, Michael; Fratzscher, Marcel - 2015
tests for contagion (i.e., an intensification in the transmission of shocks across countries), fragmentation (a reduction in … following the OMT announcement, the high current degree of fragmentation poses difficult challenges for policy-makers, since it …
Persistent link: https://www.econbiz.de/10010519824