Analyzing Monetary Policy - Mehmet Ivrendi - Livros - VDM Verlag Dr. Mueller e.K. - 9783836426688 - 24 de setembro de 2007
Caso a capa e o título não sejam correspondentes, considere o título como correto

Analyzing Monetary Policy

Mehmet Ivrendi

Preço
R$ 425,90

Item sob encomenda (no estoque do fornecedor)

Espera-se estar pronto para envio 27 de dez - 2 de jan de 2025
Presentes de Natal podem ser trocados até 31 de janeiro
Adicione à sua lista de desejos do iMusic

Analyzing Monetary Policy

This book analyzes the relationships among monetary policy, stock prices and exchange rates. After introducing the relationship among the variables of interest and the problems of measuring the effects of monetary policy on stock prices or exchange rates, the simultaneous relationship between monetary policy and stock prices is examined. Also, the simultaneous relationship between monetary policy and the exchange rate is investigated. Multivariate relationships among monetary policy, stock prices and the exchange rate are examined by using various multivariate methods such as the VECM, VAR, VARX and VARGARCH. The literature on measuring the reaction of monetary policy to macroeconomic variables or vice versa has focused either on a single equation of monetary response, which is subject to the simultaneity bias problem, or the VAR analysis, which is subject to the heteroscedasticity problem. We employ the ITH method to estimate the reaction of monetary policy to stock prices and the reaction of monetary policy to the exchange rate. The ITH method overcomes the simultaneous bias problem and it uses heteroskedasticity to estimate the parameter of interest. The book is addressed to professionals, Ph. D and Master's students in the fields of economics and finance.

Mídia Livros     Paperback Book   (Livro de capa flexível e brochura)
Lançado 24 de setembro de 2007
ISBN13 9783836426688
Editoras VDM Verlag Dr. Mueller e.K.
Páginas 252
Dimensões 408 g
Idioma English