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Monetary Policy Shocks and Stock Returns : Evidence from the British Market
Gregoriou, Andros - 2010
This paper examines the impact of anticipated and unanticipated interest rate changes on aggregate and sectoral stock returns in the United Kingdom. The monetary policy shock is generated from the change in the 3-month sterling LIBOR futures contract. Results from time-series and panel analysis...
Persistent link: https://www.econbiz.de/10013142104
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Has monetary policy reacted to asset price movements? : Evidence from the UK
Kontonikas, Alexandros; Montagnoli, Alberto - 2002
Persistent link: https://www.econbiz.de/10001730312
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Has monetary policy reacted to asset price movements? : evidence form the UK
Kontonikas, Alexandros; Montagnoli, Alberto - In: Ekonomia : the journal of the Cyprus Economic Society 7 (2004) 1, pp. 18-33
Persistent link: https://www.econbiz.de/10002539507
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Modeling the behaviour of inflation deviations from the target
Gregoriou, Andros; Kontonikas, Alexandros - In: Economic modelling 26 (2009) 1, pp. 90-95
Persistent link: https://www.econbiz.de/10003816695
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Modeling the non-linear behaviour of inflation deviations from the target
Gregoriou, Andros (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003226341
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Monetary policy and the stock market : some international evidence
Ioannidis, Christos (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003387616
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Deal or no deal? : modelling the impact of brexit uncertainty on UK private equity activity
Kellard, Neil M.; Kontonikas, Alexandros; Lamla, Michael; … - In: British journal of management 33 (2022) 1, pp. 46-68
Persistent link: https://www.econbiz.de/10012796003
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Consolidated supervision of banks
MacDonald, Ronald - 1998
Persistent link: https://www.econbiz.de/10009613640
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Employment in UK manufacturing : a vector autoregression
MacDonald, Ronald; Murphy, P. D. - 1990
Persistent link: https://www.econbiz.de/10000130983
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Exchange rates and financial innovation the sterling, dollar rate : 1972 - 1990
Chrystal, K. A.; MacDonald, Ronald - 1993
Persistent link: https://www.econbiz.de/10000137953