This paper examines the effects of unconventional monetary policy by the Federal Reserve,
Bank of England, European Central Bank and Bank of Japan on bond yields, stock prices …

A Structural VAR model is employed to investigate the effects of monetary and fiscal policy
shocks on stock market performance in Germany, UK and the US. A significant number of …

Purpose This study aims to provide an objective analysis of the state-of-the-art and
intellectual development of publications related to event study methodology in business …

This paper examines the effects of unconventional monetary policy by the Federal Reserve,
Bank of England, European Central Bank and Bank of Japan on bond yields, stock prices …

This paper investigates the return and volatility response of major European and US equity
indices to monetary policy surprises by utilizing extensive intraday data on 5-min price …

This study investigates the impact of unexpected monetary growth (U Δ M) and changes in
US monetary policy uncertainty (Δ MPU) on international stock returns while controlling for a …

This paper examines the relationship between UK equity returns and short-term interest
rates using a two regime Markov-Switching EGARCH model. The results suggest one high …

This paper examines the impact of anticipated and unanticipated interest rate changes on
aggregate and sectoral stock returns in the United Kingdom. The monetary policy shock is …

This paper studies the impact of interest rate news surprises on Islamic and conventional
stock and bond indices, using a dataset which covers interest rate announcements and …

This paper addresses the issue of impacts of central banks' transparency on stock market
volatility. Using a simple theoretical macroeconomic model, we analytically find a negative …