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Monetary exchange in over-the-counter markets : a theory of speculative bubbles, the Fed model, and self-fulfilling liquidity crises
Lagos, Ricardo; Zhang, Shengxing - 2015
Persistent link: https://www.econbiz.de/10011349390
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Flighty Liquidity
Boyarchenko, Nina - 2019
measures of market-wide volatility and market-maker constraints do not contain information useful for predicting the …
Persistent link: https://www.econbiz.de/10012897700
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Liquidity
Christa Bouwman, Christa H. S. - In: The Oxford handbook of banking. 2015
Persistent link: https://www.econbiz.de/10013476439
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Multi-layered rational inattention and time-varying volatility
Hobler, Stephan - In: Journal of economic dynamics & control 138 (2022), pp. 1-30
Persistent link: https://www.econbiz.de/10013464745
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Central bank communications and equity ETFs
Wang, Tao; Yang, Jian; Wu, Jingtao - In: The journal of futures markets 26 (2006) 10, pp. 959-995
Persistent link: https://www.econbiz.de/10003391973
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Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Journal of risk 23 (2020/2021) 1, pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
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The term structure of inflation expectations
Adrian, Tobias (contributor); Wu, Hao (contributor) - 2009
break-even inflation rates when market volatility is high. Our model’s ability to be updated weekly makes it suitable for … real-time monetary policy analysis. -- Affine term structure models ; inflation expectations ; stochastic volatility …
Persistent link: https://www.econbiz.de/10003812556
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Modelling impact of monetary policy on stock market liquidity : a dynamic copula approach
Chu, Xiaojun - In: Applied economics letters 22 (2015) 10/12, pp. 820-824
Persistent link: https://www.econbiz.de/10011286077
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The high-frequency asymmetric response of stock returns to monetary policy for high oil price events
Tsai, Chun-li - In: Energy economics 36 (2013), pp. 166-176
Persistent link: https://www.econbiz.de/10009724743
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The impact of monetary policy on bond returns: a segmented markets approach
Mizrach, Bruce Marshall; Occhino, Filippo - In: Journal of economics & business 60 (2008) 6, pp. 485-501
Persistent link: https://www.econbiz.de/10003815406