Browsing by Subject "Monetary policy--Great Britain"

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European monetary policy surprises : the aggregate and sectoral stock market response

Bredin, Donal ; Hyde, Stuart ; O'Reilly, Gerard (University College Dublin. School of Business. Centre for Financial Markets, 2005-12)

In this paper we investigate the stock market response to international monetary policy changes in the UK and Germany. Specifically, we analyse the impact of (un)expected changes in UK and German/euro area policy rates on ...
UK Stock returns & the impact of domestic monetary policy shocks

Bredin, Donal ; Hyde, Stuart ; O'Reilly, Gerard (University College Dublin. School of Business. Centre for Financial Markets, 2005-10-21)

We investigate the influence of changes in UK monetary policy on UK stock returns and the possible reasons behind such a response. Firstly, we conduct an event study to assess the impact of unexpected changes in monetary ...