Macroeconomic Policies Interaction &amp; 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.

Język:: Angielski

Częstotliwość wydawania:: 3 razy w roku
Dziedziny czasopisma:: Biznes i ekonomia, Zarządzanie biznesem, Zarządzanie przedsiębiorstwem, inne

Kanał RSS czasopisma

Macroeconomic Policies Interaction & the Symmetry of Financial Markets’ Responses

Muhammad Ali Nasir

Alaa M. Soliman

Milton Yago

Junjie Wu

Data publikacji: 26 sty 2016

Zakres stron: 53 - 69

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

Słowa kluczoweFinancial 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.

Słowa kluczowe
Financial Markets, Macroeconomic Policy Interaction, Symmetry of financial markets responses