Fiscal policy, monetary policy and the efficiency of the stock market

DOI10.1016/0165-1765(89)90113-4zbMATH Open1375.91178OpenAlexW1967383570WikidataQ127673448 ScholiaQ127673448MaRDI QIDQ1676599FDOQ1676599

Authors: D. G. Hancock 

Publication date: 9 November 2017

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(89)90113-4

Recommendations

• Monetary policy and stock valuation: structural VAR identification and size effects
• Efficiency of the Turkish stock exchange with respect to monetary variables: A cointegration analysis
• Fiscal policy and asset markets: a semiparametric analysis
• Measuring The Reaction of Monetary Policy to the Stock Market
• Money, velocity, and the stock market

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• Title not available (Why is that?)

Cited In (8)

• Efficiency of the Turkish stock exchange with respect to monetary variables: A cointegration analysis
• Monetary policy and stock valuation: structural VAR identification and size effects
• Corporate finance, monetary policy, and aggregate demand
• Fiscal policy and asset markets: a semiparametric analysis
• Measuring The Reaction of Monetary Policy to the Stock Market
• Interactive relationship between macro-policy and efficiency of securities market in China
• Stock market conditions and monetary policy in a DSGE model for the U.S.
• Fiscal episodes and market power

This page was built for publication: Fiscal policy, monetary policy and the efficiency of the stock market

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1676599)