<abstract xmlns="http://www.w3.org/1999/xhtml"><p>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.</p></abstract>

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.

Macroeconomic Policies Interaction &amp; the Symmetry of Financial Markets’ Responses

Faculty of Business & Law, Leeds Beckett University, LS1 3HS, UK

Journal of Central Banking Theory and Practice

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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...

Macroeconomic Policies Interaction & the Symmetry of Financial Markets’ Responses

Online veröffentlicht: 26. Jan. 2016

Seitenbereich: 53 - 69

DOI: https://doi.org/10.1515/jcbtp-2016-0003

Schlüsselwörter
Financial Markets, Macroeconomic Policy Interaction, Symmetry of financial markets responses

© 2016 Central Bank of Montenegro

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Macroeconomic Policies Interaction & the Symmetry of Financial Markets’ Responses

Online veröffentlicht: 26. Jan. 2016

Seitenbereich: 53 - 69

DOI: https://doi.org/10.1515/jcbtp-2016-0003

SchlüsselwörterFinancial Markets, Macroeconomic Policy Interaction, Symmetry of financial markets responses

© 2016 Central Bank of Montenegro

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Schlüsselwörter
Financial Markets, Macroeconomic Policy Interaction, Symmetry of financial markets responses