Macroeconomic Policies Interaction & the Symmetry of Financial Markets' Responses

被引：1

作者：

Nasir, Muhammad Ali ^{[1
]}

Soliman, Alaa M. ^{[1
]}

Yago, Milton ^{[1
]}

Wu, Junjie ^{[1
]}

机构：

[1] Leeds Beckett Univ, Fac Business & Law, Leeds LS1 3HS, W Yorkshire, England

来源：

JOURNAL OF CENTRAL BANKING THEORY AND PRACTICE | 2016年 / 5卷 / 01期

关键词：

Financial Markets; Macroeconomic Policy Interaction; Symmetry of financial markets responses;

D O I：

10.1515/jcbtp-2016-0003

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

This concise study analyses the symmetry of financial markets' responses to macroeconomic policy interaction in the United Kingdom. Employing the Vector Auto-regression (VAR) model on monthly data of the British financial sector and macroeconomic policies from January 1985 to August 2008, this study found that the equity and sovereign debt markets showed identical symmetry in response to macroeconomic policy interaction.

引用

页码：53 / 69

页数：17

共 50 条

[21] Intraday Effect of Macroeconomic Announcements on CEE Financial Markets
Hanousek, Jan
Kocenda, Evzen
[J]. PROCEEDINGS OF THE 26TH INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS 2008, 2008, : 165 - 175
[22] Macroeconomic news, business cycles and Australian financial markets
Fang V.
Lin C.-T.
Parbhoo K.M.
[J]. Asia-Pacific Financial Markets, 2008, 15 (3-4) : 185 - 207
[23] Interaction Effect of Capital Controls and Macroeconomic Policies
Zehri, Chokri
[J]. ECONOMIC PAPERS, 2022, 41 (01): : 15 - 33
[24] Interaction of the Russian Financial Markets
Anatoly Peresetsky
Alexander Ivanter
[J]. Economics of Planning, 2000, 33 : 103 - 140
[25] Interaction of the Russian financial markets
Peresetsky, A
Ivanter, A
[J]. ECONOMICS OF PLANNING, 2000, 33 (1-2): : 103 - 140
[26] Computing Optimal Recovery Policies for Financial Markets
Benth, Fred E.
Dahl, Geir
Mannino, Carlo
[J]. OPERATIONS RESEARCH, 2012, 60 (06) : 1373 - 1388
[27] Efficiency of financial markets in transition: The case of macroeconomic data releases?
Podpiera, R
[J]. FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, 2000, 50 (11): : 635 - 637
[28] Financial markets and policies in East Asia.
Campbell, JR
[J]. INTERNATIONAL AFFAIRS, 2003, 79 (04) : 900 - 902
[29] MACROECONOMIC EFFECTS OF ANTICIPATED DEVALUATIONS WITH INFORMAL FINANCIAL-MARKETS
AGENOR, PR
HAQUE, NU
MONTIEL, PJ
[J]. JOURNAL OF DEVELOPMENT ECONOMICS, 1993, 42 (01) : 133 - 153
[30] Financial markets and policies in East Asia.
Sharma, SD
[J]. JOURNAL OF ASIAN STUDIES, 2003, 62 (04): : 1201 - 1202

← 1 2 3 4 5 →