Macroeconomic Policies Interaction & the Symmetry of Financial Markets' Responses

Muhammad Ali Nasir, Alaa M. Soliman, Milton Yago, Junjie Wu

Research output: Contribution to journalArticle

1 Citation (Scopus)

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.

Original languageEnglish
Pages (from-to)53-69
Number of pages17
JournalJournal of Central Banking Theory and Practice
Volume5
Issue number1
DOIs
Publication statusPublished - 1 Jan 2016
Externally publishedYes

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