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Connectedness between monetary policy uncertainty and sectoral stock market returns : Evidence from asymmetric TVP-VAR approach

Raza, Syed Ali; Arshian Sharif; Kumar, Satish; Ahmed, Maiyra - In: International review of financial analysis 90 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014468824

Asymmetric effects of monetary policy on an emerging stock market

Han, Guowen; Wu, Yongjin; Young, Warren - In: International journal of monetary economics and finance 7 (2014) 3, pp. 192-206

Persistent link: https://www.econbiz.de/10011311411

On monetary policy and stock market anomalies

Kontonikas, Alexandros; Kostakis, Alexandros - In: Journal of business finance & accounting : JBFA 40 (2013) 7/8, pp. 1009-1042

Persistent link: https://www.econbiz.de/10010205968

Monetary policy, equity markets and the information effect

He, Calvin - 2021

Persistent link: https://www.econbiz.de/10013263142

The reaction of stock market returns to unemployment

Gonzalo, Jesús; Taamouti, Abderrahim - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-20

Persistent link: https://www.econbiz.de/10011755437

Illiquidity premium and monetary conditions in emerging markets : an empirical examination of Taiwan stock markets

Chen, Chia-Cheng; Tai, Chia-Li; Liu, Yi-Sheng - In: International journal of economics and financial issues … 10 (2020) 1, pp. 109-117

Persistent link: https://www.econbiz.de/10012151235

The impact of monetary policy decisions on stock returns: Evidence from Thailand

Vithessonthi, Chaiporn; Techarongrojwong, Yaowaluk - In: Journal of International Financial Markets, … 22 (2012) 3, pp. 487-507

international setting remains relatively scant. Therefore, this topic is reexamined in the context of Thailand. In a sample of 50 … repurchase rate announcements of the Bank of Thailand during 2003–2009, our regression results suggest that the raw change in the …

Persistent link: https://www.econbiz.de/10010576388

Firm level return-volatility analysis using dynamic panels

Smith, L. Vanessa; Yamagata, Takashi - In: Journal of empirical finance 18 (2011) 5, pp. 847-867

Persistent link: https://www.econbiz.de/10009492528

Exchange rate and stock price relationship : a wavelet analysis for India

Dar, Arif Billah; Bhanja, Niyati; Tiwari, Aviral Kumar - In: Indian economic review : biannual journal of the Delhi … 49 (2014) 1, pp. 125-142

Persistent link: https://www.econbiz.de/10011339582

Hedging or speculation : what can we learn from the volume-return relationship?

Huang, Lin; Zhang, Dayong - In: Emerging markets finance & trade : a journal of the … 51 (2015) 6, pp. 1117-1128

Persistent link: https://www.econbiz.de/10011561233