Policy uncertainty and the demand for money in the United Kingdom: Are the effects asymmetric?

2020 ◽  
Vol 66 ◽  
pp. 76-84 ◽  
Author(s):  
Mohsen Bahmani-Oskooee ◽  
Majid Maki Nayeri
Keyword(s):  
United Kingdom ◽  
Policy Uncertainty ◽  
Demand For Money ◽  
The United Kingdom

Policy uncertainty and the demand for money in the United Kingdom

2014 ◽  
Vol 47 (11) ◽  
pp. 1151-1157 ◽  
Author(s):  
Mohsen Bahmani-Oskooee ◽  
Sahar Bahmani ◽  
Alice Kones ◽  
Ali M. Kutan
Keyword(s):  
United Kingdom ◽  
Policy Uncertainty ◽  
Demand For Money ◽  
The United Kingdom

Financial innovation and the long-run demand for money in the United Kingdom and in West-Germany

1995 ◽  
Vol 131 (2) ◽  
pp. 302-325 ◽  
Author(s):  
Iris Biefang-Frisancho Mariscal ◽  
Hans-Michael Trautwein ◽  
Peter Howells ◽  
Philip Arestis ◽  
Harald Hagemann
Keyword(s):  
United Kingdom ◽  
Financial Innovation ◽  
West Germany ◽  
Demand For Money ◽  
The United Kingdom ◽  
Long Run

scholarly journals The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom: evidence from over 150 years of data

2019 ◽  
Vol 8 (3) ◽  
pp. 138 ◽  
Author(s):  
Rangan Gupta ◽  
Mark Wohar
Keyword(s):  
Monetary Policy ◽  
United Kingdom ◽  
Equity Market ◽  
Market Volatility ◽  
Policy Uncertainty ◽  
Stock Market Volatility ◽  
The United Kingdom ◽  
Out Of Sample ◽  
Key Factor ◽  
Risk Free Rate

Theory suggests a strong link between monetary policy rate uncertainty and equity return volatility, since asset pricing models assume the risk-free rate to be a key factor for equity prices. Given this, our paper uses historical monthly data for the United Kingdom over 1833:01 to 2018:07, to show that monetary policy uncertainty increases stock market volatility within sample. In addition, we show that the information on monetary policy uncertainty also adds value to forecasting out-of-sample equity market volatility. 

THE DEMAND FOR MONEY IN THE UNITED KINGDOM: 1963–1973

1976 ◽  
Vol 44 (2) ◽  
pp. 147-181 ◽  
Author(s):  
M. J. ARTIS ◽  
M. K. LEWIS
Keyword(s):  
United Kingdom ◽  
Demand For Money ◽  
The United Kingdom
Sign in / Sign up

Export Citation Format

Share Document