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Fiscal policy and asset markets: A semiparametric analysis · Study

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ArticleFiscal policy and asset markets: A semiparametric analysis

Dennis W. Jansen2008

Article2008

Fiscal policy and asset markets: A semiparametric analysis

Dennis W. Jansen · Qi Li · Zijun Wang · Jian Yang

82 citations·0/0 files stored·Journal of Econometrics

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Monetary Policy and Economic Impact Fiscal Policies and Political Economy Market Dynamics and Volatility

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References

2005What Explains the Stock Market's Reaction to Federal Reserve Policy?1997On Stock Market Returns and Monetary Policy 2003The Case for Restricting Fiscal Policy Discretion 1981Autoregressive modelling and money-income causality detection 1997Stock Return Predictability and The Role of Monetary Policy 1998Is the Price Level Determined by the Needs of Fiscal Solvency?2007Output, the Stock Market, and Interest Rates 1996Business conditions, monetary policy, and expected security returns

Cited by

2009How Effective is Fiscal Policy Response in Systemic Banking Crises?2011An Improved Estimation to Make Markowitz's Portfolio Optimization Theory Users Friendly and Estimation Accurate with Application on the US Stock Market Investment 2017The effect of fiscal and monetary policies interaction on stock market performance: Evidence from Nigeria 2020Fiscal policy and stock market efficiency: An ARDL Bounds Testing approach 2017Liquidity and macroeconomic management in emerging markets

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Year2008

Typearticle

Published2008-09-12

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations82

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.jeconom.2008.09.007

openalex_workW2040329264

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2018

The Impact of Monetary and Fiscal Policy Shocks on Stock Markets: Evidence from China