Adjustment dynamics between broker–dealer leverage and stock market: a threshold cointegration analysis-Reference-Cited by-同舟云学术

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Adjustment dynamics between broker–dealer leverage and stock market: a threshold cointegration analysis

Published:2020-04-10 Issue:1 Volume:61 Page:121-144
ISSN:0377-7332
Container-title:Empirical Economics
language:en
Short-container-title:Empir Econ

Author:

Ahmed M. Iqbal,Farah Quazi Fidia

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s00181-020-01866-8.pdf

Reference33 articles.

1. Adrian T, Shin HS (2008) Financial intermediaries, financial stability, and monetary policy. FRB of New York staff report 346

2. Adrian T, Shin HS (2009) Money, liquidity, and monetary policy. Amer Econ Rev 99(2):600–605

3. Adrian T, Shin HS (2010) Liquidity and leverage. J Finianc Intermed 19(3):418–437

4. Ahmed MI, Cassou SP (2017) Threshold cointegration between inflation and US capacity utilization. Appl Econ 49(3):289–302

5. Balke NS, Fomby TB (1997) Threshold cointegration. Int Econ Rev 38:627–645

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1. State of broker–dealer leverage and the transmission of monetary policy;Macroeconomic Dynamics;2023-03-10

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