[PDF][PDF] Outbreak of epidemic diseases and stock returns: an event study of emerging economy

F Shahzad, D Yannan, HW Kamran… - Economic Research …, 2022 - hrcak.srce.hr
The massive contagion diseases such as COVID-19 amongst others, has affected nearly all
the economies and business concerns that leads to substantial decline in the cashflows and …

Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China

XL Li, J Yan, X Wei - Economic Analysis and Policy, 2021 - Elsevier
This study explores the cyclical features and the dynamic spillovers among monetary policy
cycle, financial cycles (including credit, housing and stock market cycles) and business cycle …

The oil market reactions to OPEC's announcements

Y Liu, H Dong, P Failler - Energies, 2019 - mdpi.com
Because of the crucial implications of the market power of OPEC, the aim of this paper was
to investigate the oil asymmetric market reactions, such as the price and risk reactions, to …

Asymmetric effects of unanticipated monetary shocks on stock prices: Emerging market evidence

SD Thanh, NP Canh, M Maiti - Economic Analysis and Policy, 2020 - Elsevier
This study investigates the asymmetric effects of unanticipated monetary shocks on stock
prices in India over the period 1994M4–2018M11. We find that the evolution of stock prices …

Financial cycle and the effect of monetary policy

C Deng, X Zhao, M Xu - Finance Research Letters, 2022 - Elsevier
Using a time-varying parameter vector vector autoregressive model with stochastic volatility
(TVP-SV-VAR), this study evaluates the effect of quantitative and price-based monetary …

Heterogeneous impact of monetary policy on regional economic activity: Empirical evidence for Poland

A Anagnostou, P Gajewski - Emerging Markets Finance and Trade, 2019 - Taylor & Francis
This article investigates the regional impact of monetary policy shocks in Poland. Regional
responses to monetary policy shocks are estimated using Bayesian vector autoregressive …

Reaction of the Philippine stock market to domestic monetary policy surprises: an event study approach

R Maran - Journal of Applied Economic Sciences (JAES), 2022 - ceeol.com
This paper uses an event study analysis to assess how stock prices in the Philippines have
reacted to domestic monetary-policy changes using data at a daily frequency from 2017 to …

Capital market response to monetary policy shocks: evidence from Nigeria

CO Omodero - Academy of Accounting and Financial Studies …, 2020 - search.proquest.com
This study appraises the capital market response to monetary policy surprises in Nigeria.
Due to the critical role of the capital market in the international economy andfinance, it …

Controlling shareholders' influence on acquisition decisions and value creation: An empirical study from China

E Opoku‐Mensah, Y Yin - International Journal of Finance & …, 2023 - Wiley Online Library
Controlling shareholders are capable of influencing major decisions in firms, and their
existence may give rise to principal‐to‐principal conflict as minority shareholders may feel …

Asymmetric effects of oil price, exchange rate and money volume on stock returns of Tehran Stock Exchange

M Shirinpour, G Haji, A Sarlak, H Alipour - Environmental Energy and …, 2023 - eeer.ir
The main purpose of the present study is to investigate and analysis the impact of oil price
fluctuations and exchange rates as well as monetary policies on the performance of the …