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Uncertainty and UK Monetary Policy

Martin, Christopher; Milas, Costas - Money Macro and Finance Research Group - 2004

Persistent link: https://www.econbiz.de/10004971157

Foreign Exchange Intervention And Monetary Policy In Japan: Evidence From Identified Vars

Guimaraes, Roberto - Money Macro and Finance Research Group - 2004

Persistent link: https://www.econbiz.de/10004971158

Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium

Smith, Peter; Sorensen, Steffen; Wickens, Michael R. - Money Macro and Finance Research Group - 2004

Persistent link: https://www.econbiz.de/10004971159

Inflation, Inequality and Social Conflict

Crowe, Chris - Money Macro and Finance Research Group - 2004

Persistent link: https://www.econbiz.de/10004971160

Measuring monetary policy in the UK: a factor augmented vector autoregressive approach

Lagana, Gianluca - Money Macro and Finance Research Group - 2004

Persistent link: https://www.econbiz.de/10004971161

Why Do We Have an Interbank Money Market?

Neyer, Ulrike; Wiemers, Jurgen - Money Macro and Finance Research Group - 2004

Persistent link: https://www.econbiz.de/10004971162

Endogenous Business Cycle with Search in the Labour Market

Hashimzade, Nigar; Ortigueira, Salvador - Money Macro and Finance Research Group - 2004

Persistent link: https://www.econbiz.de/10004971163

The Euro and European Financial Market Integration

Bartram, Söehnke; Taylor, Stephen; Wang, Yaw-Huei - Money Macro and Finance Research Group - 2004

We use a time-varying copula model to investigate the impact of the introduction of the Euro on the dependence between seventeen European stock markets during the period 1994-2003. The model is implemented with a GJR-GARCH-t model for the marginal distributions and the Gaussian copula for the...

Persistent link: https://www.econbiz.de/10004971164

Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say

Baum, Christopher F.; Caglayan, Mustafa; Ozkan, Neslihan - Money Macro and Finance Research Group - 2004

Persistent link: https://www.econbiz.de/10004971165

UK investment and the return to equity: Q redux

Price, Simon - Money Macro and Finance Research Group - 2004

Persistent link: https://www.econbiz.de/10004971166