Macroeconomic Policies Interaction & the Symmetry of Financial Markets' Responses

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

doi:10.1515/jcbtp-2016-0003

Macroeconomic Policies Interaction & the Symmetry of Financial Markets' Responses

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

Research output: Contribution to journal › Article › peer-review

2 Citations (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 language	English
Pages (from-to)	53-69
Number of pages	17
Journal	Journal of Central Banking Theory and Practice
Volume	5
Issue number	1
DOIs	https://doi.org/10.1515/jcbtp-2016-0003
Publication status	Published - 1 Jan 2016
Externally published	Yes

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10.1515/jcbtp-2016-0003Licence: CC BY-NC-ND

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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.",

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Macroeconomic Policies Interaction & the Symmetry of Financial Markets' Responses

Abstract

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