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Monetary policy and asset valuation : evidence from a Markov-switching cay

Bianchi, Francesco; Lettau, Martin; Ludvigson, Sydney C. - 2016

Persistent link: https://www.econbiz.de/10011540476

Monetary policy and asset valuation

Bianchi, Francesco; Lettau, Martin; Ludvigson, Sydney C. - 2018

Persistent link: https://www.econbiz.de/10011862029

Monetary policy and asset valuation : evidence from a Markov-switching cay

Bianchi, Francesco; Lettau, Martin; Ludvigson, Sydney C. - 2017

Persistent link: https://www.econbiz.de/10011739466

Real stock market returns and inflation : evidence from uncertainty hypotheses

Chiang, Thomas C. - In: Finance research letters 53 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014472359

Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model

Hartmann, Matthias; Herwartz, Helmut; Ulm, Maren - In: Macroeconomic dynamics 26 (2022) 5, pp. 1302-1337

Persistent link: https://www.econbiz.de/10013270236

Market volatility transmission and central banking : what happened during the subprime crisis?

Bensafta, Kamel Malik; Semedo, Gervasio - In: International economic journal 28 (2014) 4, pp. 559-588

Persistent link: https://www.econbiz.de/10010504200

Financial crisis, monetary policy, and stock market volatility in China

Zhang, Cheng-si; Zhang, Da-yin; Breece, Jeffery - In: Annals of economics and finance 12 (2011) 2, pp. 371-388

Persistent link: https://www.econbiz.de/10009425012

Determinants of the CNY/USD exchange rate : a simultaneous-equation model

Hsing, Yu - In: International journal of monetary economics and finance 8 (2015) 3, pp. 274-281

Persistent link: https://www.econbiz.de/10011502648

The response of stock market volatility to futures-based measures of monetary policy shocks

Gospodinov, Nikolaj; Jamali, Ibrahim - 2014

monetary policy shocks. Although the increase in the volatility risk premium, futures-trading volume, and leverage appear to …In this paper, we investigate the dynamic response of stock market volatility to changes in monetary policy. Using a … vector autoregressive model, our findings reveal a significant and asymmetric response of stock returns and volatility to …

Persistent link: https://www.econbiz.de/10010395968

Predicting output growth at long horizons : stock return volatility and the monetary policy influence

Bouras, Christos; Christou, Christina; Hassapis, Christis - In: International journal of portfolio analysis and … 2 (2015) 1, pp. 57-98

Persistent link: https://www.econbiz.de/10012253627

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