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Published in 2017 at "Empirica"
DOI: 10.1007/s10663-016-9337-3
Abstract: This study measures the degree of de-facto monetary policy independence of a national central bank. This measurement might allow a central bank to assess the gains and losses in sovereign affecting the national money market…
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Keywords:
money market;
market rates;
monetary policy;
market ... See more keywords
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Published in 2018 at "Applied Economics"
DOI: 10.1080/00036846.2018.1486014
Abstract: ABSTRACT This article shows how the recent money market disruptions with elevated counterparty risks and uncertainty about the fundamental value of liquidity influenced the trading behaviour of a key dealer in the Euro money market.…
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Keywords:
euro money;
market;
money market;
behaviour ... See more keywords
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Published in 2018 at "Global Economy Journal"
DOI: 10.1515/gej-2018-0060
Abstract: Abstract This paper employs a multivariate constant conditional correlation (CCC) GARCH model and the VAR-AGARCH model to examine whether the U.S. equity and money market have a volatility spillover effect on the returns of the…
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Keywords:
spillover effect;
equity money;
money market;
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Published in 2018 at "IEEE Transactions on Reliability"
DOI: 10.29226/tr1001.2018.19
Abstract: This research evaluates the performance of money market fund in Kenya for the period 2005 to 2009. The choice of the period was to demonstrate how the fund has been performing in early years when…
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Keywords:
research;
market;
money market;
performance ... See more keywords