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This paper analyzes the 5-, 14- and 21-day cumulative positivity rate vis-à-vis the COVID-19 deceased rate of each time period for the first four months of COVID-19 from April 2020 to September 2020 in New Delhi, India with the intention of getting insight into the relationship between the two...
Persistent link: https://www.econbiz.de/10013220621
that monetary policy might be ineffective during periods of bubbles. In order to distinguish between the two explanations … specific to the stock market, making the theory of rational bubbles the prevailed explanation …
Persistent link: https://www.econbiz.de/10013010445
straightforward channels. The result is a macroeconomic model that allows for the endogenous development of stock price bubbles. Even …
Persistent link: https://www.econbiz.de/10010302700
straightforward channels. The result is a macroeconomic model that allows for the endogenous development of stock price bubbles. Even …
Persistent link: https://www.econbiz.de/10008696723
suitable for the task of tackling asset price bubbles. -- Monetary Policy ; Banking Regulation ; Asset Prices ; Bubbles …
Persistent link: https://www.econbiz.de/10009550219
of restrictive monetary policy shocks coincides with the phase of the business cycle in which bubbles arise …
Persistent link: https://www.econbiz.de/10012855577
We study the impact of news embedded in scheduled macroeconomic announcements on the government bond market in Poland and the Czech Republic. We conduct an event study on intraday data and time-series regressions using daily data over an eight-year period, distinguishing between effects under...
Persistent link: https://www.econbiz.de/10010529892
Impact of major macroeconomic announcements on the daily trading volumes of several US ETFs is examined for the period of January 2004-April 2014. An ARIMA model with external factors that describe the announcement events is used. It is found that several macroeconomic announcements,...
Persistent link: https://www.econbiz.de/10013024960
We examine returns of several US equity ETFs on the days of 18 major macroeconomic announcements for the period of January 2009 – July 2013. The ARMA GARCH model with external regression terms that describe announcement events and their surprises is used. We find that ISM Manufacturing...
Persistent link: https://www.econbiz.de/10013034613
The study examines the influence of a selective set of macroeconomic forces on stock market prices in Bangladesh. The Dhaka Stock Exchange All-Share Price Index (DSI) is used to represent the prices in the stock market while deposit interest rates, exchange rates, consumer price index (CPI),...
Persistent link: https://www.econbiz.de/10009737188