The Responsiveness of Monetary Policy to Financial Stress: A Dynamic Panel Threshold Analysis Danvee Floro, Joselito R. Basilioa and Bj¨orn van Royeb1 Abstract We examine the nature of monetary policy’s response to in

Source URL: www.bsp.gov.ph

• Money
• Inflation
• Taylor rule
• Expansionary monetary policy
• Interest rate
• Monetary inflation
• Interest
• Central bank
• Contractionary monetary policy
• Monetary policy
• Macroeconomics
• Economics

ePubWU Institutional Repository Nikolaos Antonakakis and Renatas Kizys and Christos Floros Dynamic Spillover Effects in Futures Markets: UK and US Evidence Article (Accepted for Publication) (Refereed) Original Citation:

Source URL: epub.wu-wien.ac.at

• Technical analysis
• Financial system
• Futures contract
• Financial markets
• Volatility
• Stock market index future
• Open interest
• Margin
• Implied volatility
• Financial economics
• Finance
• Mathematical finance

Welfare and bond pricing implications of fiscal stabilization policies

Source URL: www.suomenpankki.fi

• Fixed income analysis
• New Keynesian economics
• Economic theories
• Mathematical finance
• Financial markets
• Dynamic stochastic general equilibrium
• Risk-neutral measure
• Bond valuation
• Economic model
• Economics
• Financial economics
• Macroeconomics

Temporal information gaps and market efficiency: a dynamic behavioral analysis Björn-Christopher Witte Working Paper No. 64 April 2009

Source URL: www.uni-bamberg.de

• Behavioral finance
• Economic theories
• Commodities market
• Foreign exchange market
• Technical analysis
• Efficient-market hypothesis
• Fundamental analysis
• Behavioral economics
• Economics
• Financial economics
• Finance

Worked Examples in Dynamic Optimization: Analytic and Numeric Methods Laurent Cretegny∗ Centre of Policy Studies, Monash University, Australia Thomas F. Rutherford†

Source URL: www.mpsge.org

• Stochastic processes
• Financial economics
• Mathematical finance
• Ordinary differential equations
• Fixed income analysis

Models and tools for macroprudential analysis

Source URL: www.bis.org

• Economic systems
• Economic bubbles
• Systemic risk
• Macroprudential policy
• Financial crisis
• Dynamic stochastic general equilibrium
• Late-2000s financial crisis
• Global financial system
• Bank
• Economics
• Macroeconomics
• Financial crises

Evaluating Feedback Links Between the Financial and Real Sectors in a Small Open Economy Tomáš Konečný Czech National Bank

Source URL: www.cnb.cz

• Econometrics
• Time series analysis
• Dynamic stochastic general equilibrium
• Vector autoregression
• Bayesian VAR
• Value at risk
• Statistical hypothesis testing
• Investment
• Economic model
• Statistics
• Economics
• Macroeconomics

Financial stress and economic dynamics: the transmission of crises

Source URL: www.ecb.europa.eu

• New Keynesian economics
• Econometrics
• Time series analysis
• New classical macroeconomics
• Dynamic stochastic general equilibrium
• Macroeconomic model
• Economic model
• General equilibrium theory
• Stress
• Macroeconomics
• Economics
• Statistics

Aon Benfield Analytics ReMetrica for life, health and pensions ReMetrica® is Aon Benfield’s award-winning dynamic financial analysis (DFA) modelling tool for enterprise risk management and economic capital modelling.

Source URL: www.aon.com

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Stress-Testing U.S. Bank Holding Companies: A Dynamic Panel Quantile Regression Appr

Source URL: www.federalreserve.gov

• Financial risk
• Econometrics
• Systemic risk
• Actuarial science
• Regression analysis
• Supervisory Capital Assessment Program
• Stress testing
• Quantile regression
• Stress test
• Economics
• Statistics
• Financial economics