Exploring the international transmission of U.S. stock price movements
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Cited by:
- Ochen, Ronald, 2024. "Monetary policy, bank lending, and inflation in the post-pandemic recovery era: A case of the East African Community," KBA Centre for Research on Financial Markets and Policy Working Paper Series 84, Kenya Bankers Association (KBA).
- Volha Audzei & Frantisek Brazdik, 2015.
"Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(5), pages 391-410, October.
- Volha Audzei & Frantisek Brazdik, 2012. "Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber," Working Papers 2012/09, Czech National Bank.
- Audzei, Volha & Brázdik, František, 2018. "Exchange rate dynamics and their effect on macroeconomic volatility in selected CEE countries," Economic Systems, Elsevier, vol. 42(4), pages 584-596.
- Volha Audzei & Frantisek Brazdik, 2015. "Exchange Rate Dynamics and its Effect on Macroeconomic Volatility in Selected CEE Countries," Working Papers 2015/07, Czech National Bank.
- Neaime, Simon & Badra, Nasser & Gaysset, Isabelle, 2023. "Fiscal asymmetries and debt crises: Evidence from Lebanon using a sign restricted structural VAR model," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
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More about this item
Keywords
international transmission; stock prices; G-7 countries; multicountry VAR; identification with sign restrictions;All these keywords.
JEL classification:
- F30 - International Economics - - International Finance - - - General
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2010-07-24 (Financial Markets)
- NEP-IFN-2010-07-24 (International Finance)
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