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Monetary policy through production networks : evidence from the stock market

Ozdagli, Ali; Weber, Michael - 2017 - This version: October, 2017

Monetary policy shocks have a large impact on stock prices during narrow time windows centered around press releases by the FOMC. We use spatial autoregressions to decompose the overall effect of monetary policy shocks into a direct effect and a network effect. We attribute 50 to 85 percent of...

Persistent link: https://www.econbiz.de/10011770624

Monetary policy through production networks : evidence from the stock market

Ozdagli, Ali; Weber, Michael - 2017 - This version: May 2017

Monetary policy shocks have a large impact on aggregate stock market returns in narrow event windows around press releases by the Federal Open Market Committee. We use spatial autoregressions to decompose the overall effect of monetary policy shocks into a direct (demand) effect and an indirect...

Persistent link: https://www.econbiz.de/10011657891

Asset price shocks and inflation in the Finnish economy

Koivisto, Tero - 2024

This study aims to explore the extent to which changes in wealth contributes to inflation utilizing a highly flexible …

Persistent link: https://www.econbiz.de/10014573996

Inflation and Monetary Policy in the Context of Large-Scale Shocks

Bozhechkova, Alexandra; Trunin, Pavel - 2020

The beginning of this year was characterized by a slow increase in consumer prices, stability in the forex market, and continuing monetary policy easing. However, the situation has changed dramatically as a result of the impact on the economy of two major interconnected shocks: a slowdown in the...

Persistent link: https://www.econbiz.de/10014099014

Financial Shocks and Inflation Dynamics

Abbate, Angela - 2016

We assess the effects of financial shocks on inflation, and to what extent financial shocks can account for the … shocks through sign restrictions. Our main finding is that expansionary financial shocks temporarily lower inflation. This … during the latest financial crisis. We then explore the transmission channels of financial shocks relevant for inflation, and …

Persistent link: https://www.econbiz.de/10012980701

Financial shocks and inflation dynamics

Abbate, Angela; Eickmeier, Sandra; Prieto, Esteban - 2016

Persistent link: https://www.econbiz.de/10011546785

Financial Shocks and Inflation Dynamics

Abbate, Angela - 2016

We assess the effects of financial shocks on inflation, and to what extent financial shocks can account for the … shocks through sign restrictions. Our main finding is that expansionary financial shocks temporarily lower inflation. This … during the crisis. We then explore the transmission channels of financial shocks relevant for inflation, and find that the …

Persistent link: https://www.econbiz.de/10012984047

Uncertainty Shocks and Inflation Dynamics in the US

Haque, Qazi; Magnusson, Leandro M. - 2020

effects of uncertainty shocks on inflation. We find the response of inflation to be statistically insignificant until mid …

Persistent link: https://www.econbiz.de/10014090743

A theory of the nominal character of stock securities

Dumas, Bernard; Savioz, Marcel - In: Review of finance : journal of the European Finance … 27 (2023) 5, pp. 1615-1657

Persistent link: https://www.econbiz.de/10014391598

Stock returns and inflation shocks in weaker economic times

Connolly, Robert A.; Stivers, Christopher T.; Sun, Licheng - In: Financial management : FM 51 (2022) 3, pp. 827-867

Persistent link: https://www.econbiz.de/10013468461