Articles with "money market" as a keyword



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Monetary policy independence reconsidered: evidence from six non-euro members of the European Union

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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… read more here.

Keywords: money market; market rates; monetary policy; market ... See more keywords
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Dealer behaviour in the Euro money market during times of crisis

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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.… read more here.

Keywords: euro money; market; money market; behaviour ... See more keywords
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What is the Spillover Effect of the U.S. Equity and Money Market on the Key Latin American Agricultural Exports?

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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… read more here.

Keywords: spillover effect; equity money; money market;
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How Did Money Market Fund Perform In Its Earlier Years Of Inception In Developing Economies: A Case Of Kenya Fund 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… read more here.

Keywords: research; market; money market; performance ... See more keywords