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Monetary Policy Shocks and Portfolio Choice
Fratzscher, Marcel - 2009
both equities and bonds. Yet such a monetary policy easing shock also induces a shift in portfolio composition out of …
Persistent link: https://www.econbiz.de/10013153609
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Unconventional monetary policy shocks in the euro area and the sovereign-bank nexus
Hristov, Nikolay; Hülsewig, Oliver; Scharler, Johann - In: International journal of central banking : IJCB 17 (2021) 3, pp. 337-383
Persistent link: https://www.econbiz.de/10014323164
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An Analytical VaR Approach for Credit Portfolio with Liquidity Horizon and Portfolio Rebalancing
Huang, Haohan - 2014
We provide an analytical VaR approach for the credit portfolio with liquidity horizon and the constant level of risk. Given any time horizon, a two period credit portfolio loss model is derived and, at the end of the first period, the portfolio is rebalanced to ensure a constant level risk of...
Persistent link: https://www.econbiz.de/10013053930
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Financial accelerator, household portfolio, stock prices, and monetary policy shocks
Alovokpinhou, Sedjro Aaron; Dladla, Pholile; Malikane, … - In: Applied economics letters 31 (2024) 1, pp. 31-39
Persistent link: https://www.econbiz.de/10014441979
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Monetary Policy During Liquidity Dry-Ups
Fiesel, Stefan - 2017
downward spiral after an unexpected arrival of a financial market illiquidity shock. In order to uncover this transmission …
Persistent link: https://www.econbiz.de/10012949651
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Shock and volatility spillovers among equity sectors of the gulf Arab stock markets
Hammoudeh, Shawkat M. (contributor); Yuan, Yuan (contributor) - 2008
Persistent link: https://www.econbiz.de/10003780792
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Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
Hammoudeh, Shawkat M.; Yuan, Yuan; McAleer, Michael - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 829-842
Persistent link: https://www.econbiz.de/10003873635
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Risk aversion, financial stress and their non-linear impact on exchange rates
Adam, Tomáš; Benecká, Soňa; Matěju°, Jakub - 2014
Persistent link: https://www.econbiz.de/10010417727
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Stock returns, mutual fund flows and spillover shocks
Narayan, Paresh Kumar; Narayan, Seema; Prabheesh, K. P. - In: Pacific-Basin finance journal 29 (2014), pp. 146-162
Persistent link: https://www.econbiz.de/10010493980
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Macro-financial linkages in Egypt : a panel analysis of economic shocks and loan portfolio quality
Love, Inessa; Turk Ariss, Rima - In: Journal of international financial markets, … 28 (2014), pp. 158-181
Persistent link: https://www.econbiz.de/10010411569