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Monetary policy and price dynamics in a commodity futures market
Tai, Meng-Yi; Chao, Chi-Chur; Hu, Shih-Wen; Lai, Ching-chong - In: International review of economics & finance : IREF 29 (2014), pp. 372-379
Persistent link: https://www.econbiz.de/10010432345
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Monetary Policy and the Oil Futures Market
Eickmeier, Sandra - 2016
We assess the transmission of monetary policy shocks on oil prices using a VAR model. We identify monetary policy and financial activity shocks disentangled from demand and oil supply shocks using sign restrictions. We obtain the following main findings. (i) Monetary policy and financial...
Persistent link: https://www.econbiz.de/10012988800
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Monetary Policy and the Oil Futures Market
Eickmeier, Sandra - 2013
We assess the transmission of monetary policy shocks on oil prices using a VAR model. We identify monetary policy and financial activity shocks disentangled from demand and oil supply shocks using sign restrictions. We obtain the following main findings. (i) Monetary policy and financial...
Persistent link: https://www.econbiz.de/10013080344
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Monetary policy and uncertainty resolution in commodity markets
Gu, Chen; Kurov, Alexander; Stan, Raluca - In: Finance research letters 55 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014473287
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Taxonomy of global risk, uncertainty, and volatility measures
Datta, Deepa Dhume; Londono, Juan M.; Sun, Bo; Beltran, … - 2017
calculated. Therefore, in this paper, we review the literature on global risk, uncertainty, and volatility measures drawing on …
Persistent link: https://www.econbiz.de/10011780277
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Financialization of commodities and the monetary transmission mechanism
Schmidt, Ted P. - In: International journal of political economy : a journal … 46 (2017) 2/3, pp. 128-149
Persistent link: https://www.econbiz.de/10012006072
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Nonlinear relationship between exchange rate volatility and economic growth
Phiri, Andrew - 2018
In this paper, we challenge the traditional assumption of a linear relationship between exchange rate volatility and … volatility positively and significantly influences economic growth when growth in government spending is below 6 percent. Above … this 6 percent threshold, volatility exerts an insignificant effect on economic growth. In light of the adoption of a free …
Persistent link: https://www.econbiz.de/10011870188
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On quantitative easing and high frequency exchange rate dynamics
Kenourgios, Dimitris; Papadamou, Stephanos; Dimitriou, … - In: Research in international business and finance 34 (2015), pp. 110-125
Persistent link: https://www.econbiz.de/10011325751
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Exchange rate intervention in small open economies : the role of risk premium and commodity price shocks
García, Carlos José; González, Wildo D. - In: International review of economics & finance : IREF 25 (2013), pp. 424-447
Persistent link: https://www.econbiz.de/10009693281
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Monetary policy response on exchange rate volatility in Indonesia
Syarifuddin, Ferry; Achsani, Noer Azam; Hakim, Dedi Budiman - In: Journal of contemporary economic and business issues 1 (2014) 2, pp. 35-54
intervention to stabilize the exchange rate. In this study, USD/IDR volatility is investigated using TGARCH approach. The result … reveals that, USD/IDR volatility in Indonesia is obviously persistent. This study also presents the outcomes of effectiveness …
Persistent link: https://www.econbiz.de/10011533477