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Do macro shocks matter for equities?
Dison, Will; Theodoridis, Konstantinos - 2017
Persistent link: https://www.econbiz.de/10011912881
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Asset prices regime-switching and the role of inflation targeting monetary policy
Chatziantoniou, Ioannis; Filis, George; Floros, Christos - In: Global finance journal 32 (2017), pp. 97-112
Persistent link: https://www.econbiz.de/10011802855
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The time-varying relation between stock returns and monetary variables
McMillan, David G. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-17
The nature of the relation between stock returns and the three monetary variables of interest rates (bond yields), inflation and money supply growth, while oft studied, is one that remains unclear. We argue that the nature of the relation changes over time, and this variation is largely driven...
Persistent link: https://www.econbiz.de/10012813273
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Can global liquidity forecast asset prices?
Darius, Reginald; Radde, Sören - 2010
Persistent link: https://www.econbiz.de/10009406020
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Liquidity and asset prices : an empirical investigation of the nordic stock markets
Butt, Hilal Anwar; Virk, Nader Shahzad - In: European financial management : the journal of the … 21 (2015) 4, pp. 672-705
Persistent link: https://www.econbiz.de/10011408519
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Can Global Liquidity Forecast Asset Prices?
Darius, Reginald - 2011
coincided with a significant rise in global liquidity. This paper attempts to determine the extent to which the rise in asset … prices was influenced by developments in global liquidity. We confirm that global liquidity had a significant impact on the … impact of global liquidity declined during the period of the Great Moderation. The paper also examines spillovers from global …
Persistent link: https://www.econbiz.de/10013132991
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Can Global Liquidity Forecast Asset Prices?
Darius, Reginald - 2012
coincided with a significant rise in global liquidity. This paper attempts to determine the extent to which the rise in asset … prices was influenced by developments in global liquidity. We confirm that global liquidity had a significant impact on the … impact of global liquidity declined during the period of the Great Moderation. The paper also examines spillovers from global …
Persistent link: https://www.econbiz.de/10013101069
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Liquidity Effect on the Asset Price Forecasting
Merdan, Huseyin - 2016
The effect of the high/low liquidity in the market on the asset price forecasting is studied by deriving a system of … but also the liquidity value. The time evolution of the asset price yielded by bothmodels is compared for an example by …
Persistent link: https://www.econbiz.de/10012994026
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Can Global Liquidity Forecast Asset Prices?
Darius, Reginald - 2010
coincided with a significant rise in global liquidity. This paper attempts to determine the extent to which the rise in asset … prices was influenced by developments in global liquidity. We confirm that global liquidity had a significant impact on the … impact of global liquidity declined during the period of the Great Moderation. The paper also examines spillovers from global …
Persistent link: https://www.econbiz.de/10014398415
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Monetary policy and models of currency demand
El Hamiani Khatat, Mariam - 2018
Two types of currency in circulation models are identified: (1) a first generation derived from the theory of money …
Persistent link: https://www.econbiz.de/10011803990