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

QR Code

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...

Full description

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/

Similar Items

Monetary policy and stock market volatility in ASEAN5: asymmetries over bull and bear markets
by: Zare, Roohollah, et al.
Published: (2013)

RBA monetary policy communication: The response of Australian interest rate futures to changes in RBA monetary policy
by: Smales, Lee
Published: (2012)

Monetary policy effectiveness and stock market cycles in ASEAN-5
by: Zare, Roohollah, et al.
Published: (2013)

Monetary policy effectiveness and stock market cycles in ASEAN-5
by: Zare, Roohollah, et al.
Published: (2014)

Volatility Forecasting in Stock Markets: Evidence from the Chinese Stock Market, the UK Stock Market, and the US Stock Market
by: Wang, Lin
Published: (2020)

Low interest rate regime and the transmission of monetary policy through the lending channel in Malaysia: evidence from bank-level data
by: Asbeig, Hussam I., et al.
Published: (2013)

Monetary policy, economic activity and the stock market: an empirical analysis of the Kuala Lumpur Stock Exchange
by: Muzafar Shah Habibullah,, et al.
Published: (1998)

Monetary and fiscal regimes policy rules in a discrete time model
by: Norlin Khalid,
Published: (2018)

Monetary and macroprudential policies under fixed and variable interest rates
by: Rubio, Margarita
Published: (2017)

The asymmetric effects of monetary policy with respect to stock market conditions in ASEAN-5
by: Zare, Roohollah, et al.
Published: (2012)

Short and long-term interest rates and the effectiveness of monetary and macroprudential policies
by: Rubio, Margarita
Published: (2016)

Exchange market pressure and monetary policies
by: Tey, Sheik Kyin, et al.
Published: (2017)

Monetary-fiscal policies and stock market performance: evidence from linear ARDL framework
by: Emamian, Aref, et al.
Published: (2021)

The impact of people’s bank of China’s policies on Chinese stock market volatility
by: Wang, Zian
Published: (2024)

Assessment of hamas regime's foreign policy in protecting Palestinian national interest
by: Alsarhi, Abeer A.S
Published: (2016)

The asymmetric effects of monetary policy on real output over stock market conditions in the ASEAN 5.
by: Zare, Roohollah, et al.
Published: (2013)

The relationship between monetary policy and stock prices based on the Shanghai Stock Exchange
by: Wang, Zeyao
Published: (2020)

Monetary policy influences in Australian housing markets
by: Costello, Greg, et al.
Published: (2015)

Monetary policy and exchange market pressure in Malaysia
by: Tey, Sheik Kyin, et al.
Published: (2013)

Volatility of the USD: Effects from economic policy uncertainty, monetary policy uncertainty and geopolitical risk
by: Thaw, Jia Yee
Published: (2023)

Stock prices and monetary policy : evidence from Malaysia case
by: Chin, Nyuk Fui
Published: (2011)

Determinants of Dividend Policy and the Effect of Dividend Policy on Stock Price Volatility: A Comparative Study of Bombay Stock Exchange and National Stock Exchange
by: Raipancholia, Priyanka
Published: (2014)

Asymmetric effects of monetary policy over bull and bear stock market cycles in selected Asean countries
by: Zare, Roohollah
Published: (2014)

Monetary and fiscal policy shocks on the stock market performance in the United States: evidence from the SVAR framework
by: Emamian, Aref, et al.
Published: (2021)

Forecasting Malaysian stock market volatility
by: Ng, Chee Pung, et al.
Published: (2012)

External finance, and the credit channel of transmission of monetary policy in the UK manufacturing industry
by: Yalcin, Cihan
Published: (2004)

THE EMPIRICAL STUDY OF INTEREST RATE VOLATILITY IN TAIWAN BOND MARKET
by: Chen, Yu-Ching
Published: (2009)

Essays on monetary policy with sterilised intervention in emerging market economies
by: Devadas, Sharmila
Published: (2013)

Monetary policy analysis towards inflation and capital market performance
by: Ahmad Rodoni,
Published: (2006)

Dividend policy and stock price volatility: Chinese evidence
by: Li, Hengyang
Published: (2020)

The Relevance of monetary aggregates for monetary policy Purposes in Malaysia
by: Muzafar Shah, Habibullah, et al.
Published: (2002)

Bond market volatility versus stock market volatility in Malaysia / Chia Chin Kuan.
by: Chia, Chin Kuan
Published: (2003)

Firm-level investment and monetary policy in Malaysia: do the interest rate and broad credit channels matter?
by: Abdul Karim, Zulkefly, et al.
Published: (2013)

Short interest and stock returns: evidence from the UK (Gregynog 2011).
by: Mohamad, Azhar
Published: (2011)

Relationship between stock market volatility and macroeconomic variables volatility in Malaysia
by: Chia, Mong Yin, et al.
Published: (2013)

Impact of Dividend Policy on Share Price Volatility: UK Evidence
by: ZHANG, YIDING
Published: (2012)

The Impact of the Interest Rate Change on Bank Stock Returns
by: WANG, NIANXUAN
Published: (2012)

Taking stock: A critical review of recent research on monetary policy transmission mechanism
by: Zakaria Bahari,
Published: (2003)

Sensitivity of the Islamic and conventional banks to monetary policy changes: the case of Malaysia
by: Kassim, Salina, et al.
Published: (2009)

Stop-Go Monetary Policy
by: Chappell, H., et al.
Published: (2019)