Macroeconomic Policies Interaction & the Symmetry of Financial Markets’ Responses
Muhammad Ali Nasir,
Alaa Soliman (),
Milton Yago () and
JunJie Wu
Journal of Central Banking Theory and Practice, 2016, vol. 5, issue 1, 53-69
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.
Keywords: Financial Markets; Macroeconomic Policy Interaction; Symmetry of financial markets responses (search for similar items in EconPapers)
JEL-codes: E44 E61 G12 G18 (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:cbk:journl:v:5:y:2016:i:1:p:53-69
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