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The impact of containment measures and monetary and fiscal responses on US financial markets during the Covid-19 pandemic
Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - 2021
daily S&P500, the US Treasury Bond Index (USTB), the S&P Green Bond Index (GREEN) and the Dow Jones (DJ) Islamic World …
Persistent link: https://www.econbiz.de/10012584220
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Cross-Country Co-Movement in Long-Term Interest Rates : A DSGE Approach
Chin, Michael - 2015
Long-term interest rates in a number of small open inflation-targeting economies co-move more strongly with US long-term rates than with short-term rates in those economies. We augment a standard small open economy model with imperfectly substitutable government bonds and time-varying term...
Persistent link: https://www.econbiz.de/10013020684
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Global Financial Cycles Since 1880
Potjagailo, Galina - 2020
With the aim to provide a detailed understanding of global financial cycles and their relevance over time, we analyse co-movement in credit, house prices, equity prices, and interest rates across 17 advanced economies over 130 years. Using a time-varying dynamic factor model, we observe global...
Persistent link: https://www.econbiz.de/10012832636
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Global financial cycles since 1880
Potjagailo, Galina; Wolters, Maik H. - 2019
We analyze cyclical co-movement in credit, house prices, equity prices, and long-term interest rates across 17 advanced economies. Using a time-varying multi-level dynamic factor model and more than 130 years of data, we analyze the dynamics of co-movement at different levels of aggregation and...
Persistent link: https://www.econbiz.de/10011987786
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Global financial cycles since 1880
Potjagailo, Galina; Wolters, Maik H. - 2019
The authors analyze cyclical co-movement in credit, house prices, equity prices, and long-term interest rates across 17 advanced economies. Using a time-varying multi-level dynamic factor model and more than 130 years of data, they analyze the dynamics of co-movement and compare recent...
Persistent link: https://www.econbiz.de/10011992406
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Commodity price shocks and global cycles : monetary policy matters
Castelnuovo, Efrem; Mori, Lorenzo; Peersman, Gert - 2024
We employ a structural VAR model with global and US variables to study the relevance and transmission of oil, food commodities, and industrial input price shocks. We show that commodities are not all alike. Industrial input price changes are almost entirely endogenous responses to other shocks....
Persistent link: https://www.econbiz.de/10014550949
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Monetary policy volatility and performance of banking industry in Nigeria : signs from the Covid-19 pandemic
Sani, Idris Ahmed; Ome, Wada Emmanuel - In: Malaysian management journal : MMJ 26 (2022), pp. 169-186
Persistent link: https://www.econbiz.de/10014584230
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The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets During the COVID-19 Pandemic
Aikins Abakah, Emmanuel Joel; Caporale, Guglielmo Maria; … - 2021
daily S&P500, the US Treasury Bond Index (USTB), the S&P Green Bond Index (GREEN) and the Dow Jones (DJ) Islamic World …
Persistent link: https://www.econbiz.de/10013220137
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Challenges to Economic Stability Amid Global Epidemic of COVID-19 : Apposite Policy Recommendations for Economic Revival in Pakistan
Aslam, Ejaz - 2020
Akin to Spanish flue of 20th century, the Coronavirus disease 2019 (COVID-19) pandemic is an unprecedented global … for economic revival. COVID-19 swiftly proliferated all over the globe and crumpled world economies in a short span of … will drag the world to a grievous halt-a global lockdown. This mammoth vulnerability accentuated some imperative measures …
Persistent link: https://www.econbiz.de/10012830659
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The Effect of Eurosystem Asset Purchase Programmes on Euro Area Sovereign Bond Yields During the Covid-19 Pandemic
Hondroyiannis, G.; Papaoikonomou, Dimitrios - 2022
We investigate the effect of Eurosystem Asset Purchase Programmes (APP) on the monthly yields of 10-year sovereign bonds for 11 euro area sovereigns during January-December 2020. The analysis is based on time-varying coefficient methods applied to monthly panel data covering the period 2004m09...
Persistent link: https://www.econbiz.de/10013492320