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(How) do stock market returns react to monetary policy? : an ARDL cointegration analysis for Germany

Belke, Ansgar; Polleit, Thorsten - In: Kredit und Kapital 39 (2006) 3, pp. 335-365

Persistent link: https://www.econbiz.de/10003383126

Interest rate dynamics, interest rate expectations and the operational framework of central banks

Schmidt, Sandra - 2010

Persistent link: https://www.econbiz.de/10008655878

What might central banks lose or gain in case of Euro adoption : a GARCH-analysis of money market rates for Sweden, Denmark and the UK

Buscher, Herbert S.; Gabrisch, Hubert - 2011

This study deals with the question whether the central banks of Sweden, Denmark and the UK can really influence short-term money markets and thus, would lose this influence in case of Euro adoption. We use a GARCH-M-GED model with daily money market rates. The model reveals the co-movement...

Persistent link: https://www.econbiz.de/10009162063

The behavior of interest rates and credit flows : persistence and cycles

Busch, Ulrike - 2011

Persistent link: https://www.econbiz.de/10009490397

The dynamic relationship of stock indexes on interbank money market rates : evidence from Thailand

Wang, Zongjun; Rujira, Gongkhonkwa - In: International journal of economics and financial issues … 3 (2013) 4, pp. 827-843

Persistent link: https://www.econbiz.de/10010519371

The pass-through from market interest rates to bank lending rates in Germany

Weth, Mark A. - 2002

The terms and conditions on which bank loans are made to non-financial firms and households play a key role in the transmission of monetary policy. This paper analyses the relationship between German bank lending rates and both money market and capital market rates in the 1990s. This study...