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Possible effects of the stock market movements on interest rates, output and inflation : empirical evidence from the emerging markets of Europe

Ozcelebi, Oguzhan - In: Global business & economics review 16 (2014) 2, pp. 179-201

Persistent link: https://www.econbiz.de/10010495835

Market, interest rate, and exchange rate risk effects on financial stock returns during the financial crisis : AGARCH-M approach

Mouna, Aloui; Anis, Jarboui - In: Cogent economics & finance 4 (2016) 1, pp. 1-16

-variate GARCH-in-mean model and volatility spillovers. The empirical results show the significant effects (positive and negative …, respectively) of the stock market returns, interest rate, and exchange rate volatility of the financial sector during the crisis …. Besides, we find, in most cases, significant (positive and negative, respectively) volatility spillovers from market return …

Persistent link: https://www.econbiz.de/10011450341

The relationship between financial indicators and financial intermediaries’ stock price volatility listed on the BM&FBOVESPA index in the crisis period of 2008 and 2020 (Covid-19)...

Nottar, Daiane Inacio da Silva; Cezar, Gislaine Siebre; … - In: Revista globalización, competitividad y gobernabilidad … 17 (2023) 2, pp. 67-82

Persistent link: https://www.econbiz.de/10014533693

Can a lender of last resort stabilize financial markets? : Lessons from the founding of the Fed

Bernstein, Asaf; Hughson, Eric; Weidenmier, Marc D. - 2008

Persistent link: https://www.econbiz.de/10003770634

Can a Lender of Last Resort Stabilize Financial Markets? Lessons from the Founding of the Fed

Bernstein, Asaf - 2008

financial stringency from the harvest season, with the rest of the year during the period 1870-1925. Stock volatility in the … period (1870- May 1908). We also find that the volatility of the call loan rate declined nearly 70 percent in September and …

Persistent link: https://www.econbiz.de/10012769641