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Monetary Conditions, Financial Markets and Asset Price Dynamics

Title data

Drescher, Christian:
Monetary Conditions, Financial Markets and Asset Price Dynamics.
Bayreuth : Verl. für Nationalökonomie Management und Politikberatung (NMP) , 2014 . - XV, 221 p. - (Implications from Modern Economic Theory ; 2 )
ISBN 978-3-942492-16-4
( Doctoral thesis, 2012 , Universität Bayreuth, Rechts- und Wirtschaftswissenschaftliche Fakultät)

Abstract in another language

The doctoral thesis addresses open research questions in the field of monetary economics in a series of papers. The focus of these papers lies on the nexus among monetary conditions, financial markets and asset price dynamics. The series of papers (1) analyze the information content of excess liquidity measures, (2) address the shortcomings of conventional measures of monetary conditions and develops the concept of market leverage, (3) examine if US monetary policy at least implicitly responds to asset prices, (4) draw a roadmap of asset bubbles worldwide, (5) suggest that monetary policy can impede the probability of simultaneous asset bubbles and (6) analyze the effects of monetary policy in financial markets using a heterogeneous agent model.

Further data

Item Type: Doctoral thesis
Keywords: Geldmarkt; Geldpolitik; Kapitalmarkt; Liquidität; Spekulative Blase; Taylor-Regel; Wertpapierkurs
Institutions of the University: Faculties > Faculty of Law, Business and Economics > Department of Economics > Chair Economics I > Chair Economics I - Univ.-Prof. Dr. Bernhard Herz
Faculties
Faculties > Faculty of Law, Business and Economics
Faculties > Faculty of Law, Business and Economics > Department of Economics
Faculties > Faculty of Law, Business and Economics > Department of Economics > Chair Economics I
Result of work at the UBT: Yes
DDC Subjects: 300 Social sciences > 330 Economics
Date Deposited: 24 Mar 2015 10:04
Last Modified: 07 Jun 2016 07:58
URI: https://eref.uni-bayreuth.de/id/eprint/9263