Macroeconomic Policies Interaction & the Symmetry of Financial Markets’ Responses

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

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Year of publication:	2017
Authors:	Nasir, Muhammad Ali
Other Persons:	Soliman, Alaa M. (contributor) ; Yago, Milton (contributor) ; Wu, JunJie (contributor)
Publisher:	[2017]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Finanzmarkt \| Financial market \| Wirtschaftspolitik \| Economic policy \| Geldpolitik \| Monetary policy \| Finanzpolitik \| Fiscal policy \| Internationale Wirtschaftspolitik \| International economic policy

Extent:	1 Online-Ressource (17 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Central Banking Theory and Practice, Volume 5 (1), pages 53-69 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 26, 2016 erstellt
Classification:	E44 - Financial Markets and the Macroeconomy ; E61 - Policy Objectives; Policy Designs and Consistency; Policy Coordination ; G12 - Asset Pricing ; G18 - Government Policy and Regulation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012953396