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.

Object Details

• Language: Englisch

References and Relationships

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

Classification and Topics

• Classification: 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
• Subject: Financial Markets ; Macroeconomic Policy Interaction ; Symmetry of financial markets responses

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Nasir, Muhammad Ali ; Soliman, Alaa M. ; Yago, Milton ; Wu, Junjie
• Event: Veröffentlichung
• (who): De Gruyter Open
• (where): Warsaw
• (when): 2016

Further information

• DOI: doi:10.1515/jcbtp-2016-0003
• Handle: http://hdl.handle.net/10419/217585
• Last update: 10.03.2025, 11:42 AM CET