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The time-varying effects of permanent and transistory shocks to real output
Keating, John William; Valcarcel, Victor J. - In: Macroeconomic dynamics 19 (2015) 3, pp. 477-507
Persistent link: https://www.econbiz.de/10011308634
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Monetary Policy, Output Composition and the Great Moderation
Mojon, Benoit - 2007
This paper shows how US monetary policy contributed to the drop in the volatility of US output fluctuations and to the ….e. changes in the size of monetary policy shocks, affect both the correlation between output components and their volatility. A … regime of high volatility in monetary policy shocks, that spanned from 1970 to 1975 and from 1979 to 1984 is characterized by …
Persistent link: https://www.econbiz.de/10012729657
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Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.; Gupta, Rangan; Modise, Mampho P. - In: Journal of emerging market finance 14 (2015) 2, pp. 176-196
Persistent link: https://www.econbiz.de/10011378505
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Volatiliy and growth : an alternative interpretation
Kim, Jangryoul; Kim, Jonghoon - In: Journal of economic research 15 (2010) 3, pp. 233-247
Persistent link: https://www.econbiz.de/10008778138
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Financial crisis, monetary policy, and stock market volatility in China
Zhang, Cheng-si; Zhang, Da-yin; Breece, Jeffery - In: Annals of economics and finance 12 (2011) 2, pp. 371-388
Persistent link: https://www.econbiz.de/10009425012
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On classifying the effects of policy announcements on volatility
Gallo, Giampiero M.; Lacava, Demetrio; Otranto, Edoardo - 2020 - Prima edizione
Persistent link: https://www.econbiz.de/10012515683
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Conventional and unconventional monetary policy rate uncertainty and stock market volatility : a forecasting perspective
Liu, Ruipeng; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012665261
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Cross-sector comovements and policy impact in the COVID-19 stock market : a dynamic factor approach
Yang, Joy D. Xiuyao - In: Global finance journal 56 (2023), pp. 1-33
Persistent link: https://www.econbiz.de/10014478952
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The impact of ECB’s unconventional monetary policy on the German Stock Market volatility
Alipanah, Sabri; Kiss, Gábor Dávid - In: Zagreb international review of economics & business 25 (2022), pp. 17-29
Persistent link: https://www.econbiz.de/10014228125
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Predicting output growth at long horizons : stock return volatility and the monetary policy influence
Bouras, Christos; Christou, Christina; Hassapis, Christis - In: International journal of portfolio analysis and … 2 (2015) 1, pp. 57-98
Persistent link: https://www.econbiz.de/10012253627