The asymmetric effects of monetary policy with respect to stock market conditions in ASEAN-5
This paper examines the asymmetric effects of monetary policy on real output in Bull and Bear phases of stock market in five ASEAN economies (Malaysia, Singapore, Indonesia, the Philippines and Thailand) using the recently developed pooled mean group (PMG) technique. Estimating the models using mont...
| Main Authors: | Zare, Roohollah, Mohamed, Azali, Habibullah, Muzafar Shah, Wan Ngah, Wan Azman Saini |
|---|---|
| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
Faculty of Economics and Management, Universiti Putra Malaysia
2012
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/51282/ http://psasir.upm.edu.my/id/eprint/51282/1/12-25.pdf |
Similar Items
The asymmetric effects of monetary policy on real output over stock market conditions in the ASEAN 5.
by: Zare, Roohollah, et al.
Published: (2013)
by: Zare, Roohollah, et al.
Published: (2013)
Monetary policy effectiveness and stock market cycles in ASEAN-5
by: Zare, Roohollah, et al.
Published: (2013)
by: Zare, Roohollah, et al.
Published: (2013)
Monetary policy effectiveness and stock market cycles in ASEAN-5
by: Zare, Roohollah, et al.
Published: (2014)
by: Zare, Roohollah, et al.
Published: (2014)
Monetary policy and stock market volatility in ASEAN5: asymmetries over bull and bear markets
by: Zare, Roohollah, et al.
Published: (2013)
by: Zare, Roohollah, et al.
Published: (2013)
Asymmetric effects of monetary policy over bull and bear stock market cycles in selected Asean countries
by: Zare, Roohollah
Published: (2014)
by: Zare, Roohollah
Published: (2014)
Asymmetric effects of monetary policy in ASEAN-4 economies
by: Tan, Siow Hooi, et al.
Published: (2010)
by: Tan, Siow Hooi, et al.
Published: (2010)
The asymmetric effects of monetary policy in four Asian economies.
by: Tan, Siow Hooi, et al.
Published: (2008)
by: Tan, Siow Hooi, et al.
Published: (2008)
Financial integration and the ASEAN-5 equity markets
by: Wan Ngah, Wan Azman Saini, et al.
Published: (2002)
by: Wan Ngah, Wan Azman Saini, et al.
Published: (2002)
Tests of different monetary aggregates for the monetary models of the exchange rate in five ASEAN countries.
by: Lee, Chin, et al.
Published: (2009)
by: Lee, Chin, et al.
Published: (2009)
The Relevance of monetary aggregates for monetary policy Purposes in Malaysia
by: Muzafar Shah, Habibullah, et al.
Published: (2002)
by: Muzafar Shah, Habibullah, et al.
Published: (2002)
Monetary Conditions Index in Singapore.
by: Poon, Wai Ching, et al.
Published: (2008)
by: Poon, Wai Ching, et al.
Published: (2008)
Monetary policy symmetry or asymmetry?: evidence from Indonesia and Malaysia
by: Tan, Siow Hooi, et al.
Published: (2010)
by: Tan, Siow Hooi, et al.
Published: (2010)
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)
by: Muzafar Shah Habibullah,, et al.
Published: (1998)
Asymmetric and cross-sectional effects of inflation on Malaysian stock returns under varying monetary conditions
by: Law, Wei Yang
Published: (2013)
by: Law, Wei Yang
Published: (2013)
The relationship between monetary base and monetary aaggregates in asean - 5
by: Ng,, Chai Chet.
Published: (2007)
by: Ng,, Chai Chet.
Published: (2007)
Bank lending channel of monetary policy : dynamic panel data study of Malaysia
by: Abdul Karim, Zulkefly, et al.
Published: (2011)
by: Abdul Karim, Zulkefly, et al.
Published: (2011)
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)
by: Abdul Karim, Zulkefly, et al.
Published: (2013)
Relative price effects of monetary policy shock in Malaysia: a SVAR study
by: Zaidi, Mohd. Azlan Shah, et al.
Published: (2016)
by: Zaidi, Mohd. Azlan Shah, et al.
Published: (2016)
Monetary policy and exchange market pressure in Malaysia
by: Tey, Sheik Kyin, et al.
Published: (2013)
by: Tey, Sheik Kyin, et al.
Published: (2013)
Monetary policy and economic growth during the Covid-19 pandemic: ASEAN-5 and China
by: Zhang, Zhe
Published: (2024)
by: Zhang, Zhe
Published: (2024)
An Economic Analysis of Monetary Policy in Four ASEAN Economies
by: Tan, Siow Hooi
Published: (2005)
by: Tan, Siow Hooi
Published: (2005)
How does monetary policy affect economic vulnerability to oil price shock as against US economy shock?
by: Razmi, Fatemeh, et al.
Published: (2017)
by: Razmi, Fatemeh, et al.
Published: (2017)
Responsiveness of Monetary Policy to Economic Uncertainty: Evidence
from the ASEAN-5 Plus 3 Countries
by: Lim, Ee-Vern, et al.
by: Lim, Ee-Vern, et al.
The role of monetary transmission channels in transmitting oil price shocks to prices in ASEAN - 4 countries during pre- and post - global financial crisis
by: Razmi, Fatemeh, et al.
Published: (2016)
by: Razmi, Fatemeh, et al.
Published: (2016)
Real And Monetary Convergence Of ASEAN-5 Plus Three
by: Ong, Hway Boon
Published: (2006)
by: Ong, Hway Boon
Published: (2006)
An Application Of Augmented Monetary Conditions Index On The ASEAN-Five
by: Poon, Wai Ching
Published: (2007)
by: Poon, Wai Ching
Published: (2007)
Regional economic integration: do the Asean-5 equity markets align?
by: Lau, Evan, et al.
Published: (2009)
by: Lau, Evan, et al.
Published: (2009)
The role of monetary policy in macroeconomic volatility of association of Southeast Asian nations-4 countries against oil price shock over time
by: Razmi, Fatemeh, et al.
Published: (2015)
by: Razmi, Fatemeh, et al.
Published: (2015)
The impact of European Monetary Union on finance-growth Nexus
by: Armin, Saeed, et al.
Published: (2013)
by: Armin, Saeed, et al.
Published: (2013)
Monetary policy rules in Malaysia, Singapore and Thailand
by: Tan, Chai Thing, et al.
Published: (2020)
by: Tan, Chai Thing, et al.
Published: (2020)
Financial stress in the ASEAN-5 economies: Macro-financial vulnerabilities and the role of monetary policy / Tng Boon Hwa
by: Tng, Boon Hwa
Published: (2017)
by: Tng, Boon Hwa
Published: (2017)
The relevance of financial development for economic growth: a bounds test approach
by: Wan Ngah, Wan Azman Saini, et al.
Published: (2000)
by: Wan Ngah, Wan Azman Saini, et al.
Published: (2000)
The relationship between monetary policy and stock prices based on the Shanghai Stock Exchange
by: Wang, Zeyao
Published: (2020)
by: Wang, Zeyao
Published: (2020)
Structural homogenization among ASEAN-5 economies
by: Chong, Choy Yoke, et al.
Published: (2014)
by: Chong, Choy Yoke, et al.
Published: (2014)
Stock prices and monetary policy : evidence from Malaysia case
by: Chin, Nyuk Fui
Published: (2011)
by: Chin, Nyuk Fui
Published: (2011)
The impact of European Monetary Union on the relationship
between financial development and growth
by: Armin, Saeed, et al.
Published: (2012)
by: Armin, Saeed, et al.
Published: (2012)
Monetary transmission mechanism of Asean-5 countries against external shocks
by: Razmi, Fatemeh
Published: (2015)
by: Razmi, Fatemeh
Published: (2015)
FDI and income inequality in ASEAN-5 countries: a quantile regression approach
by: Mahamad Zakaria, Muhammad Farhan, et al.
Published: (2014)
by: Mahamad Zakaria, Muhammad Farhan, et al.
Published: (2014)
The asymmetric effect of macroeconomics variables on stock prices: An empirical evidence of ASEAN-4
by: Cho, Pui Yeng, et al.
Published: (2013)
by: Cho, Pui Yeng, et al.
Published: (2013)
ASEAN Monetary Union: Is ASEAN an Optimum Currency Area?
by: Lew, Yuen Sin
Published: (2010)
by: Lew, Yuen Sin
Published: (2010)
Similar Items
-
The asymmetric effects of monetary policy on real output over stock market conditions in the 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: (2013) -
Monetary policy effectiveness and stock market cycles in ASEAN-5
by: Zare, Roohollah, et al.
Published: (2014) -
Monetary policy and stock market volatility in ASEAN5: asymmetries over bull and bear markets
by: Zare, Roohollah, et al.
Published: (2013) -
Asymmetric effects of monetary policy over bull and bear stock market cycles in selected Asean countries
by: Zare, Roohollah
Published: (2014)