at Google ScholarTitle 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 - International Economics and Finance > Chair Economics I - International Economics and Finance - 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 - International Economics and Finance |
| 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 |