Macroeconomic Policies Interaction & the Symmetry of Financial Markets’ Responses

Artikel

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.

Angaben zum Objekt

• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Journal: Journal of Central Banking Theory and Practice ; ISSN: 2336-9205 ; Volume: 5 ; Year: 2016 ; Issue: 1 ; Pages: 53-69 ; Warsaw: De Gruyter Open

Klassifikation und Themen

• Klassifikation: Wirtschaft ; Financial Markets and the Macroeconomy ; Policy Objectives; Policy Designs and Consistency; Policy Coordination ; Asset Pricing; Trading Volume; Bond Interest Rates ; General Financial Markets: Government Policy and Regulation
• Thema: Financial Markets ; Macroeconomic Policy Interaction ; Symmetry of financial markets responses

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Nasir, Muhammad Ali ; Soliman, Alaa M. ; Yago, Milton ; Wu, Junjie
• Ereignis: Veröffentlichung
• (wer): De Gruyter Open
• (wo): Warsaw
• (wann): 2016

Weitere Informationen

• DOI: doi:10.1515/jcbtp-2016-0003
• Handle: http://hdl.handle.net/10419/217585
• Letzte Aktualisierung: 10.03.2025, 11:42 MEZ