Similar Search Results

The equity premium and the business cycle : the role of demand and supply shocks

Smith, Peter N.; Sorensen, Steffen; Wickens, Michael R. - In: International journal of finance & economics : IJFE 15 (2010) 2, pp. 134-152

Persistent link: https://www.econbiz.de/10008702360

Dynamic linkages between monetary policy and the stock market

Laopodis, Nikiforos - In: Review of quantitative finance and accounting 35 (2010) 3, pp. 271-293

Persistent link: https://www.econbiz.de/10009260275

Permanent and transitory shocks in the presence of asymmetric error correction

Chan, F.; McDonald, Garry A. - In: Applied economics 47 (2015) 25/27, pp. 2642-2648

Persistent link: https://www.econbiz.de/10010519640

Asymmetric effects of monetary policy shocks on economic performance : empirical evidence from Turkey

Ülke, Volkan; Berument, Hakan - In: Applied economics letters 23 (2016) 4/6, pp. 353-360

Persistent link: https://www.econbiz.de/10011430609

Economic policy uncertainty shocks and stock-bond correlations : evidence from the US market

Li, Xiaoming; Zhang, Bing; Gao, Ruzhao - In: Economics letters 132 (2015), pp. 91-96

Persistent link: https://www.econbiz.de/10011431392

Measuring macroeconomic instability : a critical survey illustrated with exports series

Cariolle, Joël; Goujon, Michaël - In: Journal of economic surveys 29 (2015) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10011381764

Multivariate volatility impulse response analysis of GFC news events

Allen, David E.; McAleer, Michael; Powell, Robert; … - 2015

This paper applies the Hafner and Herwartz (2006) (hereafter HH) approach to the analysis of multivariate GARCH models using volatility impulse response analysis. The data set features ten years of daily returns series for the New York Stock Exchange Index and the FTSE 100 index from the London...

Persistent link: https://www.econbiz.de/10011301206

Do monetary policy shocks generate TAR or STAR dynamics in output?

Donayre, Luiggi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 2, pp. 227-247

Persistent link: https://www.econbiz.de/10011313585

Are the effects of monetary policy on output asymmetric in Pakistan?

Zakir, Nadia; Malik, Wasim Shahid - In: Economic modelling 32 (2013), pp. 1-9

Persistent link: https://www.econbiz.de/10009760827

Estimated thresholds in the response of output to monetary policy : are large policy changes less effective?

Donayre, Luiggi - In: Macroeconomic dynamics 18 (2014) 1, pp. 41-64

Persistent link: https://www.econbiz.de/10010356156