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  1. The diminishing impact of monetary policy on asset prices around non-FOMC macroeconomic announcements
    Autor*in: Alam, Zohair
    Erschienen: [2021]
    Verlag:  [University of Toronto - Rotman School of Management], [Toronto]

    I examine the effects of monetary policy surprises on asset prices around non-FOMC macroeconomic announcements that are directly relevant to the Fed's monetary policy decisions. While FOMC announcements are known to have similar effects during... mehr

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    Standort:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    Fernleihe:
    keine Fernleihe

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Fernleihe:
    keine Fernleihe

     

    I examine the effects of monetary policy surprises on asset prices around non-FOMC macroeconomic announcements that are directly relevant to the Fed's monetary policy decisions. While FOMC announcements are known to have similar effects during periods of conventional and unconventional monetary policies, I show that non-FOMC announcements affect asset prices much less in the latter period. Moreover, bond premium, volatility and the overall resolution of uncertainty decrease on these announcements. These findings are described in an information framework. Taken together, the evidence suggests unconventional monetary policies deter market's ability to anticipate Fed actions, which has implications for its transmission to asset prices

     
    Export in Literaturverwaltung   RIS-Format
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    Schriftenreihe: [Rotman School of Management working paper ; no. 3808178]
    Schlagworte: Monetary Policy; Federal Reserve; Equity Prices; UST yields; Corporate Bond Yields,Exchange Rates; Financial Conditions; Principal Component Analysis; Sign Restrictions
    Weitere Schlagworte: Array
    Umfang: 1 Online-Ressource (circa 43 Seiten), Illustrationen
  2. Equity prices and cartel activity
    Autor*in: Richards, Daniel Jay; Yuan, Heng; Bianconi, Marcelo
    Erschienen: 2015
    Verlag:  Dep. of Economics, Tufts Univ., Medford, Mass.

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Fernleihe:
    keine Fernleihe
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Hinweise zum Inhalt
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Economics Department working papers / Tufts University ; 2015,9
    Schlagworte: Event Study; Equity Prices; Cartels
    Umfang: Online-Ressource (30 S.), graph. Darst.