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Displaying results 1 to 5 of 5.

  1. Macroeconomics determinants of the correlation between stocks and bonds
    Author: Pericoli, Marcello
    Published: [2018]
    Publisher:  Banca d'Italia Eurosistema, [Rom]

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 450 (1198)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Temi di discussione / Banca d'Italia ; number 1198 (November 2018)
    Subjects: bond market; stock market; macroeconomic shocks; money illusion
    Scope: 1 Online-Ressource (circa 43 Seiten), Illustrationen
  2. How do the financial markets respond to emerging economies' asset purchase program?
    evidence from the Covid-19 crisis
    Author: Prabheesh, K. P.; Kumar, Sanjiv
    Published: [2022]
    Publisher:  Asian Development Bank Institute, Tokyo, Japan

    This study examines the impacts of unconventional monetary policy on the exchange rate, stock market, and bond market during the COVID-19 economic crisis in an emerging economy. It focuses particularly on the asset purchase program conducted by the... more

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 188
    Inter-library loan:
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    This study examines the impacts of unconventional monetary policy on the exchange rate, stock market, and bond market during the COVID-19 economic crisis in an emerging economy. It focuses particularly on the asset purchase program conducted by the Central Bank of India. The Central Bank announced an asset purchase program four times during the pandemic. By applying the EGARCH methodology, this study finds that: (1) the asset purchase program effectively reduced the yield rate in the bond market and its volatility; (2) the first two announcements did not exert any impact on the financial market, but the third and fourth announcements helped to compress the yield and its volatility; (3) the program helped to restrain the exchange rate depreciation and volatility in the foreign exchange market; and (4) the impact of the announcements on stock returns, however, was weak.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/264174
    Series: ADBI working paper series ; no. 1314 (May 2022)
    Subjects: unconventional monetary policy; bond market; exchange rate; stock market; EGARCH
    Scope: 1 Online-Ressource (circa 21 Seiten), Illustrationen
  3. The limits of limitless debt
    Author: Osband, Kent; Capasso, Salvatore; Filoso, Valerio
    Published: December 2022
    Publisher:  CSEF, Centre for Studies in Economics and Finance, Department of Economics, University of Naples, Naples, Italy

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 660
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / CSEF, Centre for Studies in Economics and Finance ; no. 662
    Subjects: bond market; bond interest rate; credit spreads; sovereign debt; sovereign debtdefault; debt management surprise
    Scope: 1 Online-Ressource (circa 26 Seiten), Illustrationen
  4. Predicting returns on asset markets of a small, open economy and the influence of global risks
    Author: Haab, David R.; Nitschka, Thomas
    Published: November 1, 2017
    Publisher:  Swiss National Bank, Zurich

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: SNB working papers ; 2017, 14
    Subjects: bond market; business cycle; foreign exchange rate; predictability; risk premium; stock market
    Scope: 1 Online-Ressource (circa 67 Seiten), Illustrationen
  5. Post-COVID central bank balance sheet normalization and its implications
    the case of ASEAN-4 economies
    Author: Khor, Hoe Ee; Runchana Pongsaparn; Pim-orn Wacharaprapapong
    Published: April 2024
    Publisher:  ASEAN+3 Macroeconomic Research Office, Singapore

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / ASEAN+3 Macroeconomic Research Office ; WP/24, 03
    Subjects: central bank balance sheet; monetary instrument; open market operations; bond market
    Scope: 1 Online-Ressource (circa 27 Seiten), Illustrationen