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Financial and monetary policy responses to oil price shocks : evidence from oil-importing and oil-exporting countries
Filis, George; Chatziantoniou, Ioannis - In: Review of quantitative finance and accounting 42 (2014) 4, pp. 709-729
Persistent link: https://www.econbiz.de/10010433514
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Monetary policy and stock returns under the MPC and inflation targeting
Chortareas, Georgios E.; Noikokyris, Emmanouil - In: International review of financial analysis 31 (2014), pp. 109-116
Persistent link: https://www.econbiz.de/10010461531
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Has the South African Reserve Bank responded to equity returns since the sub-prime crisis? : an asymmetric convergence approach
Phiri, Andrew - In: International journal of sustainable economy 10 (2018) 3, pp. 205-225
Persistent link: https://www.econbiz.de/10011903857
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The reaction of stock market returns to unemployment
Gonzalo, Jesús; Taamouti, Abderrahim - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10011755437
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The effect of monetary and fiscal policy on bond mutual funds and stock market : an international comparison
Fiza Qureshi; Khan, Habib Hussain; Ur Rehman, Ijaz; … - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 13, pp. 3112-3130
Persistent link: https://www.econbiz.de/10012211090
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Central Bank independence and stock market outcomes : an event study on Borsa Istanbul
Bash, Ahmad; Al-Awadhi, Abdullah M. - In: Cogent economics & finance 11 (2023) 1, pp. 1-15
This study explores the importance of central bank independence on stock market outcomes. Specifically, we examine the effects of President Recep Tayyip Erdogan's decree, which removes the top officials of the Central Bank of Turkey, on Borsa Istanbul returns. We use a well-established event...
Persistent link: https://www.econbiz.de/10014500699
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Macroeconomic variables and Nigeria stock market returns
Josiah, M.; Akpoveta, E. B. - In: Accounting and taxation review : A&TR 3 (2019) 1, pp. 55-68
Persistent link: https://www.econbiz.de/10012204079
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(S,s) pricing: Does the heterogeneity wipe out the asymmetry on micro level?
Babutsidze, Zakaria - 2010
This paper presents a model of asymmetric (S,s) pricing. We investigate whether the asymmetry on micro level is carried … conclude that the first type of asymmetry can be attributed to the differences in adjustment bands and that heterogeneity … softens this effect. The second type of asymmetry is the result of pricing behavior, thus of agent heterogeneity itself. …
Persistent link: https://www.econbiz.de/10010300701
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The role of credit aggregates and asset prices in the transmission mechanism: a comparison between the euro area and the US
Kaufmann, Sylvia; Valderrama, Maria Teresa - 2007
We analyze the interaction between credit and asset prices in the transmission of shocks to the real economy. We estimate a Markov switching VAR for the euro area and the US, including additionally GDP, CPI and a short-term interest rate. We find evidence for two distinct states in both regions....
Persistent link: https://www.econbiz.de/10011604862
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Asymmetric monetary policy effects in Germany
Tober, Silke; Kuzin, Vladimir N. - 2004
In a small structural model we find asymmetries in the effects of monetary policy in Germany depending on whether the economy is in an upswing or a downswing. These two different regimes are also identified using a Markov-switching model and the Kalman filter. Our results indicate that the...
Persistent link: https://www.econbiz.de/10010274488