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Guglielmo Maria Caporale,Alaa M. Soliman
Pág. 701 - 709
This paper analyses the relationship between monetary policy and the stock market with the aim of gaining new insights into the transmission mechanism of monetary policy. The empirical findings shed light on the importance of stock prices for money deman...
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Marcelo Ganem,Tara Keshar Nanda Baidya
Pág. 277 - 301
The risk premium in the Brazilian term structure of interest rates is partially driven by some specific defensive behavior following past monetary decisions. Until 2008, the Brazilian Central Bank has primarily dealt with domestic and external crises by ...
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Francisco Eduardo de Luna e Almeida Santos
Pág. 1 - 11
The aim of this paper is to measure the endogenous relationship between stock and bond markets. To recover the structural form of this relationship, the author applied the method of identi?cation through heteroskedasticity. Both coef?cients were found to...
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Aizenman, J.
Pág. 691 - 712
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Eugenio Bobenrieth
Pág. pp. 67 - 78
Stock variations are recognized, by market participants and by the literature,
as relevant in the determination of prices of storable assets. This paper presents
results in the literature of rational expectations dynamic models based on
stock variations,...
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