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Stock market reaction to US interest rate hike: evidence from an emerging market
Heliyon, 2023 This paper investigates how a developing stock market responds to US interest rate increases, using Korean firm data. We find that the Fed's sharp rate hike causes the flight to quality of investors in the emerging market.
Jeongsim Kim
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Covid-19, Financial Market Vulnerabilities and Dynamics Monetary Policy: Comparative Analysis [PDF]
Management and Economics Review, 2022 This study aims to analyze a comparative study of the response of the Indonesian and Malaysian Financial Markets to the dynamics of Monetary Policy implemented during the COVID-19 Pandemic during January 2019 to June 2021.
Sri ANDAIYANI +3 more
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Management of interest rate risk [PDF]
Ekonomski Signali, 2014 Interest rate risk is one of the biggest and most dangerous risks that a bank is exposed to. When a change of interest rates occurs, the incomes of a bank based on credits and securities endure significant changes.
Šabović Šerif
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The influence of interbank money market stress levels on credit markets during the postcrisis period in the US and the Euro area [PDF]
Ekonomski Anali, 2011 Despite the anti-crisis measures in the US and the euro area that were the policy response to the global financial crisis in 2007 and 2008, the stress on the interbank money market was still present in 2009 and 2010.
Đukić Đorđe, Đukić Mališa
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TESTING THE MARKET EFFICIENCY WHEN INTEREST RATES CHANGE: CASE IN INDONESIA
Research in Management and Accounting, 2023 Until the end of September 2023, the interest rate policy in the Republic of Indonesia shifted from 3.50% to 5.75%. The objective of this study is to examine whether changes in interest rates have an impact on the market efficiency in Indonesia.
Novi Swandari Budiarso, Winston Pontoh
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Keynes and Hayek: some common elements in business cycle theory [PDF]
Brazilian Journal of Political Economy, 2023 Keynes and Hayek are usually perceived in the history of economic thought as intellectual rivals. Although it is true that in terms of policy recommendations, they have not always seen eye to eye, there are numerous theoretical elements that the two ...
ALEXANDRU PĂTRUŢI
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The Market Model of Interest Rate Dynamics [PDF]
Mathematical Finance, 1997 A class of term structure models with volatility of lognormal type is analyzed in the general HJM framework. The corresponding market forward rates do not explode, and are positive and mean reverting. Pricing of caps and floors is consistent with the Black formulas used in the market. Swaptions are priced with closed formulas that reduce (with an extra
Brace, Alan +2 more
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Factors Influencing the Performance of Nepalese Stock Market
Nepal Journal of Multidisciplinary Research, 2022 This paper investigates the effect of selected macroeconomic factors viz. remittances, money supply, exchange rate, and interest rate on stock market performance based on literatures available in international and Nepalese context. The major objective of
Madhusudan Lamichhane +1 more
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Management, 2021 AnGiang Fisheries Ex-Import Joint Stock Company (AGF) was established in 2001. Agifish has traditionally beena leader in the fields of production and business activities, scientific research in the field of fingerling production, seafood processing ...
Thach Nguyen Ngoc, Huy Dinh Tran Ngoc
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Monetary Policy and Market Interest Rates [PDF]
American Economic Review, 2001 This thesis contains four chapters, each of which examines different aspects of the uncertainty facing monetary policymakers.''Monetary policy and market interest rates'' investigates how interest rates set on financial markets respond to policy actions taken by the monetary authorities.
Tore Ellingsen, Ulf Soderstrom
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