Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/217585 
Year of Publication: 
2016
Citation: 
[Journal:] Journal of Central Banking Theory and Practice [ISSN:] 2336-9205 [Volume:] 5 [Issue:] 1 [Publisher:] De Gruyter Open [Place:] Warsaw [Year:] 2016 [Pages:] 53-69
Publisher: 
De Gruyter Open, Warsaw
Abstract: 
This concise study analyses the symmetry of financial markets' responses to macroeconomic policy interaction in the United Kingdom. Employing the Vector Auto-regression (VAR) model on monthly data of the British financial sector and macroeconomic policies from January 1985 to August 2008, this study found that the equity and sovereign debt markets showed identical symmetry in response to macroeconomic policy interaction.
Subjects: 
Financial Markets
Macroeconomic Policy Interaction
Symmetry of financial markets responses
JEL: 
E44
E61
G12
G18
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by-nc-nd Logo
Document Type: 
Article

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