Interest Changes and the Volatility of the UK Stock Market: Comparing Different Monetary Policy Regimes

This paper is an examination of the volatility of the UK Stock Market in the eras of differing monetary policy regimes in the UK since 1984. It contains a brief review of the literature on the underlying financial theory on the impact of monetary policy surprises, on expectations in financi...

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Bibliographic Details
Main Author: James Malcolm, Green
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2006
Online Access:https://eprints.nottingham.ac.uk/23972/