Fundamental and behavioural factors are the two determinants of stock prices but are rarely
investigated simultaneously. This paper examines the role of fundamental and behavioural …

This paper examines short-run and long-run dynamic relationships between selected
macroeconomic variables and stock prices in the Korea Stock Exchange. The data is …

Despite the econometric advances of the last 30 years, the effects of monetary policy stance
during the boom and busts of the stock market are not clearly defined. In this paper, we use …

Bu çalışmada Türkiye ekonomisi için 2010-2016 yılları arası aylık verilerle para politikasının
konut fiyatları üzerindeki etkisi ARDL modeli aracılığıyla araştırılmaktadır. Elde edilen …

This study uses Markov switching vector autoregression (MS-VAR) model to explore the
asymmetric effects of China's monetary policy on the stock market in the bull market and the …

The paper revisits the authors' previous paper to examine short-run and long-run dynamic
relationships between macroeconomic variables and stock prices in Korea. The data is …

This paper studies the informational impact of inflation targeting on financial market volatility
in an emerging market context by using a novel monetary policy regime-switching approach …

Recent regulations are directed at mitigating financial market risk, because risks, especially
volatility dampen investors' confidence, and hinder firms' ability to raise funds at the …

Among many channels, stock market directly transmits the effect of monetary policy
decisions because it quickly responds to policy news. The primary objective of this paper is …

A bstract This study empirically analyzes the impact of monetary policy shocks on stock
market prices volatility in Nigeria using time series data for the period of June 1999 to …