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https://sphere.acg.edu/jspui/handle/123456789/2479Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Margariti, Vasiliki | - |
| dc.date.accessioned | 2024-06-05T13:44:14Z | - |
| dc.date.available | 2024-06-05T13:44:14Z | - |
| dc.date.issued | 2014 | - |
| dc.identifier.uri | https://sphere.acg.edu/jspui/handle/123456789/2479 | - |
| dc.description.abstract | This paper examines the interactions between monetary policy and stock returns during the 1999-2013 period in France, Germany, Greece, UK and USA using the VAR methodology. The evidence indicates long-run relationships between the magnitudes, suggesting interdependency between each stock market and the monetary transmission mechanism of each country. In addition, we detected some short-run relationships between stock market and the fundamentals for France, Greece and US. Finally, we continued our analysis further and we used the VEC methodology for re-examining the models. | en_US |
| dc.language.iso | en_US | en_US |
| dc.rights | All rights reserved | en_US |
| dc.subject | Stock market | en_US |
| dc.subject | Monetary transmission mechanism | en_US |
| dc.title | Interactions between the stock market and the monetary transmission mechanism: Evidence from France, Germany, UK and USA | en_US |
| dc.type | Thesis (Master) | en_US |
| dcterms.license | CC BY-NC-ND | en_US |
| Appears in Collections: | Program in Finance | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Vasiliki_Margariti_Interactions_between_the_stock_market_and_the_monetary_transmission_mechanism.pdf | 19.94 kB | Adobe PDF | View/Open |
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