Essays about: "Monetary policy announcement"

Showing result 1 - 5 of 9 essays containing the words Monetary policy announcement.

  1. 1. Macroeconomic Announcements and Uncertainty Resolving : Empirical Evidence from the Eurozone

    University essay from Umeå universitet/Nationalekonomi

    Author : Mohammad Aljaid; [2021]
    Keywords : ;

    Abstract : Studying and identifying the impact of the macroeconomic news on the uncertainty, measured by the implied volatility index behavior in the European financial market, is the main goal of this study. The macroeconomic variables are regarded in this study are consumer price index CPI, the gross domestic product GDP, employment reports EMP, monetary policy MP, labor cost LC, and the current account for the Eurozone CA. READ MORE

  3. 2. Bitcoin’s Response to U.S. Monetary Policy Easing Announcements

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Emilia Felicidad Alarcon Valdez; [2021]
    Keywords : Bitcoin; Federal Reserve; Monetary Policy Easing; Inflation; Intraday data; Business and Economics;

    Abstract : This paper aims to evaluate the effect of the U.S. monetary policy on the bitcoin price. In particular, how monetary policy easing affects the bitcoin returns. READ MORE

  4. 3. The Rise and Fall of the Pre-FOMC Announcement Drift

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Carl Kugelberg; Hannes Hjärne; [2019]
    Keywords : Pre-FOMC announcement drift; ; excess return; monetary policy; Sweden;

    Abstract : This thesis builds upon the influential paper "The Pre-FOMC Announcement Drift" by Lucca and Moench that was published in the Journal of Finance in 2015. The authors found that the periods leading up to FOMC announcements were accompanied by large excess returns. READ MORE

  5. 4. How did the Expanded Asset Purchase Program Ease Firms Financial Constraints

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Chunjie Wang; Yihui Feng; [2018]
    Keywords : The EAPP; long-term debt dependence; asymmetrical effect; reach for yield;

    Abstract : This paper investigates whether the Expanded Asset Purchase Program (the EAPP), an unconventional monetary policy by the ECB has asymmetrical effects on non-financial firms in the eurozone. We note that the intervention of the ECB flattened the term structure and therefore conjecture that the EAPP has been more beneficial to firms that issue more long-term debts. READ MORE

  6. 5. The Asset Pricing Implication on CSI 300 Index China of Monetary Policy Announcement

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Chenxi Zheng; Yuning He; [2018]
    Keywords : Market Beta; Excess Return; Chinese Stock Market; Monetary Policy; CAPM;

    Abstract : Based on Fama-MacBeth method, three stages of regression are conducted to explore the relationship between stock beta and its excess return from 2003 to 2017 on the Chinese stock market in this paper. This thesis aims to explore the effects of monetary policy on the relationship between market beta and average excess return. READ MORE