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Money, stock prices and central banks : cross-country comparisons of cointegrated VAR models
Belke, Ansgar; Wiedmann, Marcel - 2013
, Thailand and Brazil - in the Cointegrated Vector-Autoregressive (CVAR) framework. The main purpose is to assess empirifcally if …
Persistent link: https://www.econbiz.de/10010255144
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Monetary policy, stock prices and central banks cross-country comparisons of cointegrated VAR models
Belke, Ansgar; Wiedmann, Marcel - 2013
, Thailand and Brazil – in the Cointegrated Vector-Autoregressive (CVAR) framework. The main purpose is to assess empirically if …, Australien, Südkorea, Thailand und Brasilien. Wir verwenden dafür den Rahmen der "Cointegrated Vector Autoregression (CVAR …
Persistent link: https://www.econbiz.de/10009779040
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Monetary policy and stock prices : cross-country evidence from cointegrated VAR models
Belke, Ansgar; Beckmann, Joscha - In: Journal of banking & finance 54 (2015), pp. 254-265
Persistent link: https://www.econbiz.de/10011377829
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Effects of idiosyncratic shocks on macroeconomic time series
Yang, Minxian - In: Empirical economics : a journal of the Institute for … 53 (2017) 4, pp. 1441-1461
Persistent link: https://www.econbiz.de/10012019377
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A Bayesian estimation of the relationship among economic fundamentals and stock market performance in Nigeria
Atanda, Mustapha Saidi; Akeem Ade, Nureni-Balogun; … - In: Asian African journal of economics and econometrics 13 (2013) 2, pp. 189-208
Persistent link: https://www.econbiz.de/10010353717
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Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.; Gupta, Rangan; Modise, Mampho P. - In: Journal of emerging market finance 14 (2015) 2, pp. 176-196
Persistent link: https://www.econbiz.de/10011378505
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Interdependence between monetary policy and stock liquidity : a panel VAR approach
Debata, Byomakesh; Mahakud, Jitendra - In: Margin: the journal of applied economic research 12 (2018) 4, pp. 387-413
Persistent link: https://www.econbiz.de/10011956511
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Response of stock markets to monetary policy : an Asian stock market perspective
Yoshino, Naoyuki; Taghizadeh-Hesary, Farhad; … - 2014
We estimate the response of Asian stock market prices to exogenous monetary policy shocks using a vector error correction model. In our paper, monetary policy transmits to stock market price through three routes: money by itself, exchange rate, and inflation. Our result points to the fact that...
Persistent link: https://www.econbiz.de/10010400823
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Monetary policy, exchange rates and stock prices in the Middle East region
Abouwafia, Hashem E.; Chambers, Marcus J. - In: International review of financial analysis 37 (2015), pp. 14-28
Persistent link: https://www.econbiz.de/10011316618
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Stock prices and monetary policy : an impulse response analysis
Caporale, Guglielmo Maria; Soliman, Alaa M. - In: International journal of economics and financial issues … 3 (2013) 3, pp. 701-709
Persistent link: https://www.econbiz.de/10010518966