Similar Search Results

Measuring the effects of unconventional policies on stock market volatility

Lacava, Demetrio; Gallo, Giampiero M.; Otranto, Edoardo - 2020 - Prima edizione

Persistent link: https://www.econbiz.de/10012515678

Stock market reaction to Fed Funds rate surprises : state dependence and the financial crisis

Kontonikas, Alexandros; MacDonald, Ronald; Saggu, Aman - 2012

Persistent link: https://www.econbiz.de/10009722701

Testing the Overreaction Hypothesis on the Bist30 Index and Dow Jones : the case of the 2008 financial crisis

Özen, Ercan; Tetik, Metin - In: Contemporary issues in business economics and finance, (pp. 217-234). 2020

Persistent link: https://www.econbiz.de/10012630001

Federal Reserve Private Information and the Stock Market

Lakdawala, Aeimit; Schaffer, Matthew - 2019

We study the response of stock prices to monetary policy, distinguishing effects of exogenous shocks from "Delphic" shocks that reveal the Federal Reserve's macroeconomic forecasts. To decompose monetary policy surprises into these separate components we construct a measure of Federal Reserve...

Persistent link: https://www.econbiz.de/10014121896

How do the financial markets respond to emerging economies' asset purchase program? : evidence from the Covid-19 crisis

Prabheesh, K. P.; Kumar, Sanjiv - 2022

This study examines the impacts of unconventional monetary policy on the exchange rate, stock market, and bond market during the COVID-19 economic crisis in an emerging economy. It focuses particularly on the asset purchase program conducted by the Central Bank of India. The Central Bank...

Persistent link: https://www.econbiz.de/10013198715

How do the financial markets respond to India's asset purchase program? : evidence from the Covid-19 crisis

Prabheesh, K. P.; Kumar, Sanjiv - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 5, pp. 1591-1606

Persistent link: https://www.econbiz.de/10014289761

The long-term distribution of expected inflation in the euro area : what has changed since the great recession?

Dovern, Jonas; Kenny, Geoff - Task Force on Low Inflation (LIFT) - 2017

This paper analyses the distribution of long-term inflation expectations in the euro area using individual density forecasts from the ECB Survey of Professional Forecasters. We exploit the panel dimension in this dataset to examine whether this distribution became less stable following the Great...

Persistent link: https://www.econbiz.de/10011636332

Forecast uncertainty and the taylor rule

Bauer, Christian; Neuenkirch, Matthias - 2015

standard deviation of individual forecasts around the median Consensus Forecast as proxy for forecast uncertainty. Our sample … react significantly to inflation forecast uncertainty by reducing their policy rates in times of higher inflation … forecast uncertainty. We conclude with some implications for optimal monetary policy rules and central bank watchers. …

Persistent link: https://www.econbiz.de/10010512077

Interest rate forecasts in times of financial crisis : what might be interesting to know?

Kunze, Frederik; Kramer, Jens; Rudschuck, Norman - In: European journal of political economy 34 (2014), pp. 45-52

Persistent link: https://www.econbiz.de/10011283954

Forecast uncertainty and the Taylor rule

Bauer, Christian; Neuenkirch, Matthias - In: Journal of international money and finance 77 (2017), pp. 99-116

Persistent link: https://www.econbiz.de/10011788094

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