... Interest rates Inflation expectations Political uncertainty Event study Quantile regression E43 E31 G14 D72 This work was supported and funded by the Deanship of Scientific Research at Imam Mohammad Ibn Saud Islamic University (IMSIU) (grant number IMSIU-DDRSP2504) IMSIU-DDRSP2504...

... E43 G15 Economic decision-making by individuals, businesses, and governments involves both financial and non-financial considerations (Ahmad and Rangaraju, 2019). To better understand such behavior and improve predictive accuracy, economic analysis increasingly incorporates psychological...

... bond yields Emerging markets Asset markets F38 E43 E52 The relationship between economic policy uncertainty (EPU) and corporate bond yields is complex and varies depending on the market context, requiring empirical research for a better understanding. Research on the importance of EPU...

... analysis Local projections G21 E43 E52 D4 L1 where NIM_it is the net interest margin measured as the interest rate income minus the interest rate expenses divided by total earning assets, X i t includes the main endogenous variable, like bank...

... Professional forecasters' expectations Consumers' expectations E31 E43 E52 The expectations channel is crucial for the success of monetary policy. In particular, central banks have attention to inflation expectations to know if the monetary-policy expectations channel is working. If a central...

...@iimraipur.ac.in 28 10 2022 19 11 2022 24 11 2022 27 11 2022 © Emerald Publishing Limited 2022 Emerald Publishing Limited Licensed re-use rights only Unconventional monetary policy Quantitative easing Inflation uncertainty Economic policy uncertainty E43 E52 E58...

... E43 E52 E61 The last decades were marked by a rise in public debt growth in several countries, highlighting the debate about public debt management policies in both advanced and emerging economies around the world. In general, debt management aims to ensure that the government's financing...

... Demand and supply shocks SVAR model C23 E43 G12 In particular, the four aforementioned structural shocks are classified as follows: ε 1 t denotes total factor productivity shocks, ε 2 t represents tax revenue shocks, ε 3 t   captures government...

... Market power Qatar Retail interest rate Volatility C32 E40 E43 E44 E58 The banking sector market structure and the banks’ specific decisions on the spread between their assets and liabilities play a significant role in attaining the goals of monetary policy. As dispatchers...

... of all state variables: Financial markets Monetary policy Macroeconomic factors Affine term structure models Risk premia Yield curve C13 C32 E43 E44 E52 G12 The recent financial and economic crisis revealed the close feedback between the real economy and financial conditions...

...; the central bank transparency index that is used has never been utilized in this sort of analysis; and the study uses panel data methodology, and compares the results between different samples. E42 E43 E52 E58 According to Geraats et al. (2006) , central banks have become increasingly...

... of interest State-space models E43 E52 C22 In recent years, an increasing number of papers have been published analyzing the neutral real interest rate of many countries around the world. This includes Brazil, especially after the adoption of the inflation-targeting regime, in 1999, which...