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Relevant bibliographies by topics / Asset price channel

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Academic literature on the topic 'Asset price channel'

Author: Grafiati

Published: 28 May 2022

Last updated: 30 July 2025

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Journal articles on the topic "Asset price channel"

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Suriani, Suriani, M. Shabri Abd. Majid, Raja Masbar, Nazaruddin A. Wahid, and Abdul Ghafar Ismail. "Sukuk and monetary policy transmission in Indonesia: the role of asset price and exchange rate channels." Journal of Islamic Accounting and Business Research 12, no. 7 (2021): 1015–35. http://dx.doi.org/10.1108/jiabr-09-2019-0177.

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Purpose The purpose of this study is to empirically analyze the role of sukuk in the monetary policy transmission mechanism through the asset price and exchange rate channels in the Indonesian economy. Design/methodology/approach Using the monthly data from January 2003 to November 2017, this study uses a multivariate vector error correction model causality framework. To examine the role of sukuk in the monetary policy transmission mechanism through the asset price channel, this study uses the variables of consumption, inflation, interest rates, economic growth and the composite stock price in

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Kozmenko, Serhiy, and Oleksiy Plastun. "The viability of asset price channel implementation to the monetary transmission mechanism of Ukraine." Investment Management and Financial Innovations 13, no. 4 (2016): 58–67. http://dx.doi.org/10.21511/imfi.13(4).2016.05.

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Monetary transmission mechanism is a key element of the central bank’s activity, where the asset price channel plays an important role among others. Although in Ukraine it is not used. The viability analysis of this channel implementation in the monetary transmission mechanism of Ukraine is executed and the finding about current unavailability for this is made. However, the perspectivity and necessity of asset price channel implementation in the monetary transmission of Ukraine already today requires the creation of theoretic base appropriate for this. Therefore some propositions on the assets

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Taltavull de La Paz, Paloma, and Michael White. "The sources of house price change: identifying liquidity shocks to the housing market." Journal of European Real Estate Research 9, no. 1 (2016): 98–120. http://dx.doi.org/10.1108/jerer-11-2015-0041.

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Purpose The purpose of this paper is to examine the role of monetary liquidity in house price evolution through examining the Asset (housing) Inflation channel. It identifies the main channels of transmission affecting house prices from monetary supply channels to house price change, examining how the Asset Price channel transmits changes in M1 to housing prices in Spain and the UK. Design/methodology/approach The paper uses Vector Auto Regression (VAR) and Error Correction models to test the Asset Inflation channel in the UK and Spain from 1991 to 2013 in two steps. In the first step, the sup

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Shah, Saleem, Irfan Hussain Khan, and Alamgir Khan. "Asset Price Channel of Monetary Policy in Pakistan." Global Economics Review VI, no. IV (2021): 86–93. http://dx.doi.org/10.31703/ger.2021(vi-iv).07.

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This study has used Vector Auto-Regressive (VAR)model approach to analyze the Asset Price Channel of Monetary Transmission (APCMT) regarding Pakistan. Study use the date period of 34 years from 1980 to 2 14. Major findings of the study are; stock prices have bi-directional causality with industrial price index and money rte. Granger causality test was employed to check multi-directional causality between stock prices and industrial product index, money supply, money market rate,and consumer price index, whereas stock prices do not have significant causality with money supply and consumer price

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Younas, Muhammad. "Pakistan Monetary Policy in terms of Bank Lending and Asset Price Channels." Jinnah Business Review 8, no. 2 (2020): 97–115. http://dx.doi.org/10.53369/piau8954.

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Study in hand inspects the monetary policy transmission mechanisms in Pakistan with a special focus on bank lending and asset price channels. Monthly data over the period 2000M7-2016M12 are being used for the short run analysis of monetary policy. The lending and asset price transmission channels remain largely unexplored since financial reforms and pursuance of market-based monetary policy instruments. The empirical exploration is based on SVAR framework. The results show that the monetary aggregates targeting agenda is still operative in effecting the output and price level. Bank lending hav

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Chen, Meng, Haslindar Ibrahim, Zhilin Chen, and Xuke Li. "Interest Rate Marketization and Asset Prices Transmission Channel: Dynamic Impacts on the Chinese Economy." Business and Economic Research 15, no. 3 (2025): 1. https://doi.org/10.5296/ber.v15i3.22838.

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This empirical study uses the TVP-VAR model to analyze the dynamic impacts of asset price transmission channels (stock price and real estate price channels) on China’s macroeconomic indicators (GDP and CPI) at three stages of interest rate marketization: the deepening stage (1996–2003), the improvement stage (2004–2015), and the comprehensive promotion stage (2016–2024). It explores how M2 influences these asset price channels and their effects on GDP and CPI. The results show that M2 has a stable negative impact on the stock price channel, while its short-term impact on the real estate price

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Kurniawan, Arvin, and Rini Dwi Astuti. "Transmission Mechanism of Monetary Policy Through Asset Price and Exchange Rate Channel in Indonesia." Jurnal Ilmu Ekonomi Terapan 8, no. 1 (2023): 41–54. http://dx.doi.org/10.20473/jiet.v8i1.44316.

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Many studies have been related to monetary policy transmission toward economic growth targets. However, research on monetary policy transmission by including bond yields as a channel has never been done in Indonesia. Therefore, this study will analyze the effectiveness of monetary policy transmission through bond yields compared to monetary policy transmission through asset price and exchange rate channels. This study uses secondary data obtained from the Central Bureau of Statistics (BPS), the Indonesia Stock Exchange (IDX), the Indonesian Economic and Financial Statistics (SEKI) of Bank Indo

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Putranto, Laurensius Farel Dwi, Y. Sri Susilo, and A. Edi Sutarta. "Monetary policy transmission mechanism in Indonesia period 2002: Q1 – 2020: Q4: interest rate and asset price channel." Journal of Business and Information Systems (e-ISSN: 2685-2543) 5, no. 2 (2023): 190–210. http://dx.doi.org/10.36067/jbis.v5i2.182.

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This study aims to determine and analyze the effect of the monetary policy transmission mechanism on the interest rate channel and asset prices in Indonesia in achieving the ultimate goal of price stability throughout the period 2002:Q1 – 2020:Q4. This study uses secondary data related to policy interest rate variables, operational target interest rates, information variables, and final target variables for each channel of the monetary policy transmission mechanism. The analytical tool used in this research is the Vector Error Correction Model (VECM) which is processed using statistical softwa

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Thirunavukkarasu, Dr S., and T. Lashmi Pradha. "Transmission mechanism of monetary policy in India - An Expost Study." JOURNAL OF DEVELOPMENT ECONOMICS AND MANAGEMENT RESEARCH STUDIES 09, no. 13 (2022): 48–60. http://dx.doi.org/10.53422/jdms.2022.91306.

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The transmission mechanism of monetary policy is correlated to lending which expands aggregate demand in the economy. The banking system form an important place in the monetary policy transmission. The channels of monetary policy transmission are: Interest Rate Channel, Credit or Loan Supply Channel, Exchange Rate Channel, and Asset Price Channel. The financial prices include interest rates, exchange rates, yields, asset prices, and equity prices, and the financial quantities consists of money supply, credit aggregates, supply of government bonds and foreign denominated assets. RBI uses variou

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Hidayat, Taufiq, and Nugroho Sumarjiyanto Benedictus Maria. "Analisis Transmisi Saluran Suku Bunga dan Harga Aset pada Penerapan Flexible ITF di Indonesia." Diponegoro Journal of Economics 12, no. 4 (2023): 55–58. http://dx.doi.org/10.14710/djoe.41708.

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This study aims to analyze the effectiveness of monetary policy transmission implemented by Bank Indonesia through the interest rate and asset price channels in achieving the final target, inflation. The method used in this study is the Vector Error Correction (VEC) model, and the data utilized are monthly data from August 2016 to December 2022. The VEC model shows that, in the long term, the transmission of monetary policy through the interest rate and asset price channels proves to influence inflation. However, in the short term, only the asset price channel shows a significant effect on inf

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Dissertations / Theses on the topic "Asset price channel"

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Пластун, Олексій Леонідович, Алексей Леонидович Пластун та Oleksii Leonidovych Plastun. "Щодо доцільності інкорпорації каналу цін активів в трансмісійний механізм грошово-кредитної політики України". Thesis, Вид-во Львівського торговельно-економічного університету, 2017. http://essuir.sumdu.edu.ua/handle/123456789/55790.

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Popescu, Alexandra. "Risk and Macroeconomic Policy Challenges : Recent Evidence from the Eurozone." Thesis, Orléans, 2014. http://www.theses.fr/2014ORLE0506/document.

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La conduite des politiques économiques a été mise en question après le déclenchement de la crise financière en 2007. Cette thèse analyse les faiblesses identifiées dans la réglementation existante avant la crise et propose des pistes d’amélioration. Le premier chapitre s’intéresse à l’existence du canal de la prise de risque en zone euro. Parle biais des mesures de causalité de long terme, nous démontrons que la politique monétaire a une influence sur le niveau de risque financier. Un autre constat tiré de cette analyse concerne l’absence des mesures de risque systémique.Par conséquent, le deu

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CARDANI, ROBERTA. "Saggi sull'apprendimento, politica monetaria e asset prices." Doctoral thesis, Università Cattolica del Sacro Cuore, 2008. http://hdl.handle.net/10280/267.

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In letteratura si assume generalmente che gli agenti siano dotati di perfetta razionalità e quindi siano in grado di anticipare l'evoluzione del sistema economico. Partendo dalla letteratura sull'apprendimento adattivo, si ipotizza che gli agenti si comportino come econometrici, aggiustando le proprie previsioni mano a mano che i dati diventano disponibili. Il primo capitolo analizza l'apprendimento dell'equilibrio da parte degli agenti in presenza di un meccanismo di trasmissione del cost channel. Supponendo che la Banca Centrale operi in regime discrezionale, si osserva che una politica mone

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CARDANI, ROBERTA. "Saggi sull'apprendimento, politica monetaria e asset prices." Doctoral thesis, Università Cattolica del Sacro Cuore, 2008. http://hdl.handle.net/10280/267.

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In letteratura si assume generalmente che gli agenti siano dotati di perfetta razionalità e quindi siano in grado di anticipare l'evoluzione del sistema economico. Partendo dalla letteratura sull'apprendimento adattivo, si ipotizza che gli agenti si comportino come econometrici, aggiustando le proprie previsioni mano a mano che i dati diventano disponibili. Il primo capitolo analizza l'apprendimento dell'equilibrio da parte degli agenti in presenza di un meccanismo di trasmissione del cost channel. Supponendo che la Banca Centrale operi in regime discrezionale, si osserva che una politica mone

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Popescu, Alexandra. "Risk and Macroeconomic Policy Challenges : Recent Evidence from the Eurozone." Electronic Thesis or Diss., Orléans, 2014. http://www.theses.fr/2014ORLE0506.

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La conduite des politiques économiques a été mise en question après le déclenchement de la crise financière en 2007. Cette thèse analyse les faiblesses identifiées dans la réglementation existante avant la crise et propose des pistes d’amélioration. Le premier chapitre s’intéresse à l’existence du canal de la prise de risque en zone euro. Parle biais des mesures de causalité de long terme, nous démontrons que la politique monétaire a une influence sur le niveau de risque financier. Un autre constat tiré de cette analyse concerne l’absence des mesures de risque systémique.Par conséquent, le deu

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Nastansky, Andreas, and Hans Gerhard Strohe. "The impact of changes in asset prices on real economic activity : a cointegration analysis for Germany." Universität Potsdam, 2010. http://opus.kobv.de/ubp/volltexte/2010/4376/.

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This paper reviews theoretical and empirical evidence of asset price movements impact on the real economic activity. A key channel is the wealth effect on consumption. Fluctuations in stock prices and housing prices influence the households wealth and could have important impacts on households consumption. In addition, stock prices may affect corporate sector investments and property prices may affect building activity. Here, the method of cointegration is used to estimate the wealth effect and the investment effect in aggregate time series for Germany after the Reunification in 1990. Moreover

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Alrabadi, Dima W. H. "Systematic Liquidity Risk and Stock Price Reaction to Large One-Day Price Changes: Evidence from London Stock Exchange." Thesis, University of Bradford, 2009. http://hdl.handle.net/10454/4323.

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This thesis investigates systematic liquidity risk and short-term stock price reaction to large one-day price changes. We study 642 constituents of the FTSALL share index over the period from 1st July 1992 to 29th June 2007. We show that the US evidence of a priced systematic liquidity risk of Pastor and Stambaugh (2003) and Liu (2006) is not country-specific. Particularly, systematic liquidity risk is priced in the London Stock Exchange when Amihud's (2002) illiquidity ratio is used as a liquidity proxy. Given the importance of systematic liquidity risk in the asset pricing literature, we are

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Alrabadi, Dima Waleed Hanna. "Systematic liquidity risk and stock price reaction to large one-day price changes : evidence from London Stock Exchange." Thesis, University of Bradford, 2009. http://hdl.handle.net/10454/4323.

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This thesis investigates systematic liquidity risk and short-term stock price reaction to large one-day price changes. We study 642 constituents of the FTSALL share index over the period from 1st July 1992 to 29th June 2007. We show that the US evidence of a priced systematic liquidity risk of Pastor and Stambaugh (2003) and Liu (2006) is not country-specific. Particularly, systematic liquidity risk is priced in the London Stock Exchange when Amihud's (2002) illiquidity ratio is used as a liquidity proxy. Given the importance of systematic liquidity risk in the asset pricing literature, we are

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Luo, Jifeng. "Essays on the economics of electronic commerce." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2008. http://hdl.handle.net/1853/31661.

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Thesis (Ph.D)--Management, Georgia Institute of Technology, 2009.<br>Committee Chair: Zhang, Han; Committee Member: Li, Haizheng; Committee Member: Mitra, Sabyasachi; Committee Member: Narasimhan, Sridhar; Committee Member: Slaughter, Sandra. Part of the SMARTech Electronic Thesis and Dissertation Collection.

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Spurný, Martin. "Řízení změny evidence majetku pomocí čárových kódů na Zdravotnické záchranné službě." Master's thesis, 2011. http://www.nusl.cz/ntk/nusl-297073.

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1 ABSTRACT As the capital of Prague gradually expanded, both in population and area, Emergency Medical Service of Prague (EMSP) had to grow accordingly. Rescue Teams of EMSP are currently located in 18 stations throughout the territory of Prague. The high number of Rescue Teams groups poses a major challenge to technical - physical operation. One of the areas where the need for changes has been identified, is the asset management. The current system is inadequate and unable to respond flexibly to frequent changes in the asset register. Large number of emergency stations, which are located over

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Books on the topic "Asset price channel"

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Sialm, Clemens. Tax changes and asset pricing: Time-series evidence. National Bureau of Economic Research, 2005.

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Sialm, Clemens. Tax changes and asset pricing: Time-series evidence. National Bureau of Economic Research, 2005.

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Portillo, Rafael, and Luis-Felipe Zanna. On the First-Round Effects of International Food Price Shocks. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198785811.003.0010.

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The chapter presents a small open-economy model to study the first-round effects of international food-price shocks in developing countries. First-round shocks are defined as changes in headline inflation that, holding core inflation constant, help implement relative price adjustments. The model features three goods (food, a generic traded good, and a non-traded good), varying degrees of tradability of the food basket, and alternative international asset market structures. First-round effects depend crucially on the asset market structure. Under complete markets, inter-temporal substitution pr

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Horlacher, Jonathan. Monetary Policy, Asset Prices and the Wealth Channel. GRIN Verlag GmbH, 2013.

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Putnam, Kyle J. Financialization of Commodity Markets. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780190656010.003.0025.

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In the early 2000s, financial investors began pouring billions of dollars into the commodity futures markets seeking the unique investment benefits of this distinct asset class. This “financialization” process has called into question the fundamental risk and return properties of commodity futures as evidence has emerged favoring the idea that the massive increase in investor flows caused a rise in futures prices, volatility, and intra- and intermarket return correlations. However, a contrarian line of research contends that the effects of the new “speculative” capital on the futures markets a

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Collier, Paul. The Plundered Planet. Oxford University Press, 2010. http://dx.doi.org/10.1093/oso/9780195395259.001.0001.

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Paul Collier's The Bottom Billion was greeted as groundbreaking when it appeared in 2007, winning the Estoril Distinguished Book Prize, the Arthur Ross Book Award, and the Lionel Gelber Prize. Now, in The Plundered Planet, Collier builds upon his renowned work on developing countries and the world's poorest populations to confront the global mismanagement of natural resources. Proper stewardship of natural assets and liabilities is a matter of planetary urgency: natural resources have the potential either to transform the poorest countries or to tear them apart, while the carbon emissions and

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Ovodenko, Alexander. Downstream Consumers and Climate Change Mitigation in the Airlines and Shipping Industries. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190677725.003.0002.

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The chapter contrasts multilateral negotiations on energy efficiency in the airlines and shipping sectors to explain the importance of consumer demand in the politics of multilateral negotiations on climate change mitigation. Since the analysis focuses on how governments have handled the same issue over the same time span but across two different sectors, both of which are oligopolistic, it is possible to isolate the impacts of downstream markets on the politics of emissions mitigation. The research design examines the impacts of price elasticity, product substitution, and asset requirements a

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Hock Tsen, Wong. Money and Banking. UMS Press, 2019. http://dx.doi.org/10.51200/moneyandbankingumspress2019-978-967-2166-61-0.

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Money and banking are about money, payment systems, banking and the central bank in an economy. The information on money and banking enables economic agents to make a better financial decision in the economy. Money is an exchange for goods and services and to settle debts. There is a link between the money supply and the monetary base. The money supply will increase or decrease when the monetary base or the money multiplier increases or decreases. The value of money will deteriorate fast when inflation is high. A payment system is an arrangement for exchange, which can be categorised into stor

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Görlitz, Anna. What can we learn from Deferred Tax Accountig? Technische Universität Dresden, 2021. http://dx.doi.org/10.25368/2022.404.

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The StuFo-Expo gives me the opportunity to make my research accessible to a broad, interdisciplinary public as part of my doctoral project. I also get the chance to get to know research topics, results and methods across disciplines. It is a unique project that connects students with one another and promotes important student skills. The topic of my research is the value relevance of deferred taxes. I am investigating the question of whether deferred taxes provide additional information for various stakeholders when predicting future corporate development. To do this, I analyze the almost 1,80

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Department of Energy: Procedures followed in awarding grants to study uses of collider's assets : report to the Chairman, Subcommittee on Science, Committee on Science, Space, and Technology, House of Representatives. The Office, 1994.

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Book chapters on the topic "Asset price channel"

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Parkoohi, Jaber Roohi, Hanif Heidari, and Alaeddin Malek. "Predicting Changes in Bitcoin Price Using Fractional Grey Model." In Blockchain, Crypto Assets, and Financial Innovation. Springer Nature Singapore, 2025. https://doi.org/10.1007/978-981-96-6839-7_9.

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Abstract Bitcoin has emerged as a highly attractive and reliable investment asset for financial managers, businesses, and economic firms due to its unique features such as high security, decentralization, and potential for increased income. Consequently, Bitcoin price prediction has become a significant topic of interest among financial and economic analysts and researchers. Forecasting in such contexts often involves uncertain conditions and limited information. Grey systems theory, which specializes in analyzing problems with small samples and insufficient information, offers a promising app

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Schulmeister, Stephan. "Stabilizing Asset Prices Through Transition from Continuous Trading to Electronic Auctions." In United Nations University Series on Regionalism. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-68475-3_19.

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AbstractThis chapter analyzes a core component of what is defined in this volume as Permacrisis, namely, the pattern of asset price dynamics as a sequence of “bull markets” and “bear markets.” Based on this analysis, a new concept for stabilizing the “long swings” of asset prices is elaborated, namely, replacing continuous asset trading with electronic auctions. First, I sketch the channels through which the “overshooting” of exchange rates, commodities prices, and stock prices but also of EU carbon prices dampens the real economy and hampers fighting global heating. Second, a theoretical alte

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Swinkels, Laurens. "Empirical Evidence on the Ownership and Liquidity of Real Estate Tokens." In Blockchain, Crypto Assets, and Financial Innovation. Springer Nature Singapore, 2025. https://doi.org/10.1007/978-981-96-6839-7_16.

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Abstract To better understand the potential and limitations of the tokenization of real asset markets, empirical studies need to examine this radically new organization of financial markets. In our study, we examine the financial and economic consequences of tokenizing 58 residential rental properties in the US, particularly those in Detroit. Tokenization aims at fragmented ownership. We found that the residential properties examined have 254 owners on average. Investors with a greater than USD 5000 investment in real estate tokens, diversify their real estate ownership across properties withi

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Bouchaud, Jean-Philippe, and Damien Challet. "Why Have Asset Price Properties Changed so Little in 200 Years." In Econophysics and Sociophysics: Recent Progress and Future Directions. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-47705-3_1.

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Bindseil, Ulrich, and Alessio Fotia. "Financial Instability." In Introduction to Central Banking. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-70884-9_5.

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AbstractIn this chapter, the central bank is put aside and we review simple models of financial instability, which will be the basis for the subsequent chapter to explain the role of the central bank as lender of last resort. We first recall that financial instability is mostly triggered by a negative shock on asset prices, and thereby on the solvency of debtors, which in turn worsens access to credit and can set in motion a liquidity crisis with vicious circles. We develop the concepts of solvency “conditional” and “unconditional” on liquidity: a decline in asset prices can lead an unconditio

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Schulmeister, Stephan. "Bitcoin: Vehicle for Speculation and Fictitious Wealth Generation in the Age of Finance Capital." In United Nations University Series on Regionalism. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-68475-3_14.

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AbstractThe chapter offers a synthetic and compact view of the essence and functions of the bitcoin phenomenon in the context of the still prevailing type of capitalism, that is, finance capitalism. Hence, it addresses the following issues: What are the core properties of bitcoins? How are their enormous price fluctuations brought about? What is the impact of the related creation and destruction of “fictitious” financial wealth on the real economy? How is the phenomenon of cryptocurrencies embedded into that type of capitalism where striving for profits is focused on changes in the valuation o

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Khekare, Ganesh, Anil V. Turukmane, Chetan Dhule, Pooja Sharma, and Lokesh Kumar Bramhane. "Experimental Performance Analysis of Machine Learning Algorithms." In Proceeding of 2021 International Conference on Wireless Communications, Networking and Applications. Springer Nature Singapore, 2022. http://dx.doi.org/10.1007/978-981-19-2456-9_104.

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AbstractMachine Learning models and algorithms have become quite common these days. Deep Learning and Machine Learning algorithms are utilized in various projects, and now, it has opened the door to several opportunities in various fields of research and business. However, identifying the appropriate algorithm for a particular program has always been an enigma, and that necessitates to be solved ere the development of any machine learning system. Let’s take the example of the Stock Price Prediction system, it is used to identify the future asset prediction of a industry or other financial aspe

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Worms, Boris Hofmann Andreas. "Financial Structure And Monetary Transmission In The Emu." In European Financial Markets And Institutions. Oxford University PressOxford, 2008. http://dx.doi.org/10.1093/oso/9780199229956.003.0028.

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Abstract Monetary policy is transmitted to output and prices via various, interrelated transmission channels (for an overview, see Worms 2004 or Mishkin 1996). Those channels which are deemed to be the most important are the interest rate channel, the exchange rate channel, the wealth or asset price channel, and the credit channel. The interest rate channel refers to the direct efiects of policy measures on investment and consumption decisions via changes of the cost of capital and the intertemporal discount rate.

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Espagne, Etienne, and Michel Aglietta. "Financing Energy and Low-Carbon Investment in Europe." In Practice, Progress, and Proficiency in Sustainability. IGI Global, 2016. http://dx.doi.org/10.4018/978-1-5225-0440-5.ch007.

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The Eurozone has been said to have caught a disease called “secular stagnation”. The engineering of a powerful investment drive seems the only way out of this self-fulfilling low-growth trap. The European Union has already set investment objectives in the Climate and Energy Package, related to four key sectors. Several financing tools need to be combined to tailor risk-sharing devices for investments in each sector. This can be achieved through a two-tier approach. First, for the four key sectors, a high notional carbon price is used to set an asset value on the carbon saved by new investments

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Morales, Juan Antonio, and Paul Reding. "The Channels of Transmission of Monetary Policy." In Monetary Policy in Low Financial Development Countries. Oxford University Press, 2021. http://dx.doi.org/10.1093/oso/9780198854715.003.0002.

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This chapter explores the monetary transmission mechanism (MTM) in low financial development countries (LFDCs). It successively discusses the interest rate, asset price, bank credit, balance sheet, expectations, and real balance channels. For each channel, conceptual aspects about how it operates, how it transmits monetary policy impulses to the economy’s financial and real spheres, are first presented. Next, the impact of the specificities of LFDCs on the channel’s strength and reliability are examined and the available empirical evidence is surveyed. The chapter concludes with a global asses

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Conference papers on the topic "Asset price channel"

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Fadzil, N. F. E. Nor, N. Abdul Manaf, and N. Shah. "A Transparent Techno-Enviro-Economic Assessment of a Coal-Fired Power Plant: Integrating Biomass Co-Firing and CO2 Sequestration Technology in a Carbon-Priced Environment." In The 35th European Symposium on Computer Aided Process Engineering. PSE Press, 2025. https://doi.org/10.69997/sct.137103.

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The integration of carbon capture and storage (CCS) into coal and biomass co-firing systems (CBCCS) offers a promising solution for reducing carbon emissions in electricity generation. This study evaluates hypothetical scenarios in Malaysia and Indonesia, focusing on techno-economic-environmental transparency. The analysis shows a negligible change in plant net efficiency (~1%) across biomass co-firing ratios of 5-20% in both countries. The capture penalty increases at higher biomass ratios, particularly at 20% co-firing, due to higher auxiliary power demands and steam extraction. As biomass s

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Strachan, Steve. "Wireless UT Sensors for Structural Health Monitoring & Remote Operations in a Post COVID19 World." In CONFERENCE 2022. AMPP, 2022. https://doi.org/10.5006/c2022-17523.

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Abstract Nothing like a crisis to force people think and act differently. The concept for deployment of installed ultrasonic sensors to either replace or augment manual inspections to improve operational efficiencies and outcomes is by no means a newfangled idea. As with all technology, components get smaller and sensors become more deployable and affordable. The same with wireless UT sensors. Over the last decade the O&G industry has been marked by falling oil prices, reductions in new builds/expansions, declines in CAPEX budgets, and corporate reorganization in efforts to cut costs. Then

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Binti Wahi, Siti Kathijah, Zurina Binti Jamil, Nadiah Binti Muhammad, Ahmad Mustaza Bin Ahmad Rusli, M. Faris Bin Mawardi, and Mohd Farid Bin Rahmat Sam. "Expert Corrosion Design Basis Memorandum (E-CDBM)-Corrosion Digital Solution at Your Fingertips." In MECC 2023. AMPP, 2023. https://doi.org/10.5006/mecc2023-19866.

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Abstract The objective of the paper is to communicate on the development and commissioned of Web-Based Online Expert Corrosion Design Basis Memorandum (E-CDBM), an online solution to accelerate, simplify & standardize CDBM development which has been piloted for Upstream Wellhead Platforms and Pipelines. CDBM is a project key document consisting of the design basis of material selection, corrosion control, testing and monitoring which is typically developed and approved manually. This digitalization initiative will take CDBM to a next level in designing corrosion features for upstream facil

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Yomi, Akinnurun, Ojukwu Izuchukwu, Taiwo Oluwaseun Ayodele, and Imuzeze Omomere. "Gold-Based Economic Evaluation of Petroleum Assets – A Counter Factual Approach." In SPE Nigeria Annual International Conference and Exhibition. SPE, 2023. http://dx.doi.org/10.2118/217248-ms.

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Abstract Crude oil and gold are commodities traded in US Dollars, while gold has shown resilience and stability over the years, crude oil keeps fluctuating in price level. Oil price frequent changes have impacted the measurement of economic variables in dollar values and since the oil price is one of the most vital assumptions in economic forecasting, realistic determination of expected returns from petroleum investment has been a herculean task. Most research articles on the above subject focused on the relationship between the price behaviour of crude oil and gold. There exist very few resea

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Alabi, Femi Adeoye. "Offshore LNG and Gas Monetization." In Offshore Technology Conference. OTC, 2021. http://dx.doi.org/10.4043/31136-ms.

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Objectives/Scope In recent years, there has exceptional expansion of the liquefied natural gas industry (LNG), which is largely attributed to rising demands in various parts of the world and triggered the emergence of Floating LNG (FLNG) as a faster and more cost-effective strategy for exploitation of gas resources with a huge competitive advantage in the business activities. However, the introduction of new technologies comes with new requirements for tax related issues. Methods, Procedures, Process It is a testament to the resilience and adaptableness of the LNG business to check the hypothe

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Warsiyanto, Faizal Ardi, Ronald Arisetiawan, Akbar Kurniawan, and Aries Agung Setyawan. "Project Financing of W Asset with Reserve Based Lending (RBL) Method." In SPE/IATMI Asia Pacific Oil & Gas Conference and Exhibition. SPE, 2023. http://dx.doi.org/10.2118/215420-ms.

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Abstract The global pandemic of the coronavirus outbreak in 2020 caused the world economy to shake and world energy demand to weaken, impacting oil prices to fall dramatically. In this situation, oil and gas companies need to adapt by streamlining costs. PT Mega Energi Tbk (PTME) is an upstream holding public company with several subsidiaries that manage oil and gas block assets in Indonesia. In 2018, PTME acquired oil-producing assets "W" and established the ME-W company. At that time, the oil price was 80 $ a barrel for purchase, but the oil price crisis in 2020 changed the plan. It was abou

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Varadi, Kata, Janos Szaz, and Patricia Becsky-Nagy. "Valuing a compound exchange option by monte carlo method." In 38th ECMS International Conference on Modelling and Simulation. ECMS, 2024. http://dx.doi.org/10.7148/2024-0098.

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In this paper we show the valuation of a compound exchange option by Monte Carlo method, which option we named as ComEx option in our research. ComEx option is an option, which provides the right to its owner to exchange two options, in our paper specifically, two real options. Our aim is to show the intrinsic value of the ComEx option with different parameter settings. We use the Margrabe option as the benchmark option in the calculation, which option gives the right to its owner to exchange two underlying assets. These underlying assets in our calculations will be the underlying assets of th

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Sokolov, Rostislav I., and Renat R. Abdullin. "New model of deterministic and stochastic components of asset price change function." In 2016 International Conference on Computational Techniques in Information and Communication Technologies (ICCTICT). IEEE, 2016. http://dx.doi.org/10.1109/icctict.2016.7514596.

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Chambino, Mariana, Rui Dias, and Cristina Morais da Palma. "Will There Be Dependencies between Oil Prices and Clean Energy Indexes?" In 9th International Scientific Conference ERAZ - Knowledge Based Sustainable Development. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2023. http://dx.doi.org/10.31410/eraz.2023.57.

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This paper analyses whether clean energy stock indexes, namely WilderHill Clean Energy, Clean Energy Fuels, and Nasdaq Clean Edge Green Energy indexes, can be considered coverage assets for the dirty energy stock indexes such as the Brent Crude Spot and Euro Stoxx Oil & Gas indexes during the events that occurred in 2020 and 2022. The results suggest low levels of integration, which shows that clean energy indexes are isolated. Based on these findings, the clean energy index may offer a better opportunity to cover oil prices. However, it is important to highlight that market conditio

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"Modelling the relationship between duration and magnitude of changes in asset prices." In 20th International Congress on Modelling and Simulation (MODSIM2013). Modelling and Simulation Society of Australia and New Zealand, 2013. http://dx.doi.org/10.36334/modsim.2013.f1.chan.

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Reports on the topic "Asset price channel"

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Frydman, Roman, Søren Johansen, Anders Rahbek, and Morten Nyboe Tabor. Asset Prices Under Knightian Uncertainty. Institute for New Economic Thinking Working Paper Series, 2021. http://dx.doi.org/10.36687/inetwp172.

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We extend Lucas’s classic asset-price model by opening the stochastic process driving dividends to Knightian uncertainty arising from unforeseeable change. Implementing Muth’s hypothesis, we represent participants’ expectations as being consistent with our model’s predictions and formalize their ambiguity-averse decisions with maximization of intertemporal multiple-priors utility. We characterize the asset-price function with a stochastic Euler equation and derive a novel prediction that the relationship between prices and dividends undergoes unforeseeable change. Our approach accords particip

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Rozenberg, Julie, Stephane Hallegatte, and Adrien Vogt-Schilb. Instrument Choice and Stranded Assets in the Transition to Clean Capital. Inter-American Development Bank, 2017. http://dx.doi.org/10.18235/0011781.

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To mitigate climate change, some governments opt for instruments focused on investment, like performance standards or feebates, instead of carbon prices. We compare these policies in a Ramsey model with clean and polluting capital, irreversible investment and a climate constraint. Alternative instruments imply different transitions to the same balanced growth path. The optimal carbon price minimizes the discounted social cost of the transition to clean capital, but imposes immediate private costs that disproportionately affect the current owners of polluting capital, in particular in the form

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Tirapat, Sunti, and Anant Chiarawongse. Trading behavior in volatile markets: an exploratory investigation into Thai markets. Chulalongkorn University, 2007. https://doi.org/10.58837/chula.res.2007.21.

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This study is an exploratory investigation into trading behavior within volatile markets. It examines several aspects of trading behavior by various types of market participants (local retail investors, local institutional investors and foreign investors) during volatile markets. Issues investigated in the study include abnormal trading activity, the impact of trading activity, and the causality between prices and volumes of securities on the foreign board compared to that seen on the main board, as well as with warrants and their underlying assets. The quality of the market during volatility

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Adame Espinosa, Francisco. Monetary Rules, Financial Stability and Welfare in a non-Ricardian Framework. Banco de México, 2023. http://dx.doi.org/10.36095/banxico/di.2023.14.

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This work is based on a new Keynesian theoretical model for an advanced economy, which incorporates overlapping generations to analyze a channel through which fluctuations in household financial wealth influence aggregate demand. The optimal monetary policy, corresponding to that of a central planner maximizing households' welfare, aims to mitigate financial fluctuations while simultaneously reducing variability in inflation and the output gap. The model is calibrated for the United States and reproduces the effect of variations in the price of financial assets on aggregate demand. The results

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BANCO DE ESPAÑA, BANCO DE ESPAÑA. Spanish Survey of Household Finances (EFF) 2022: methods, results and changes since 2020. Banco de España, 2024. http://dx.doi.org/10.53479/37692.

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This paper presents the main results of the Spanish Survey of Household Finances 2022, which reflect the financial situation of Spanish households as at end-2022. These results are of particular interest, since they allow the income, assets, debt and spending of Spanish households to be analysed in a context of particularly high uncertainty, amid the latter stages of the pandemic, supply chain problems and extraordinary energy and commodity price increases. The paper also describes the key changes in those variables since the last edition of the survey (2020).

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Cavallo, Eduardo A., Andrew Powell, and Eduardo Fernández-Arias. Is the Eurozone on the Mend? Latin American Examples to Analyze the Euro Question. Inter-American Development Bank, 2014. http://dx.doi.org/10.18235/0011642.

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Several European countries face challenges reminiscent of those faced by the emerging economies of Latin America. The economic booms in some peripheral Euro-zone countries financed by large capital inflows; the credit and asset price booms and then the busts including Sudden Stops in capital flows; the strong interaction between sovereign debt and domestic banking systems; the role of foreign banks and contagion; and all in the context of a fixed exchange rate, are familiar plotlines for Latin American audiences. For those Euro-zone countries that built up large Euro-denominated external liabi

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Sida, Lewis, and Tina Nelis. Theories of Change for WFP Afghanistan’s Contribution to the Triple Nexus: Policy Note. Institute of Development Studies, 2022. http://dx.doi.org/10.19088/ids.2022.066.

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The World Food Programme (WFP) has been a key humanitarian force in Afghanistan since 1963 and remains the largest agency in the Humanitarian Response Plan for Afghanistan. Whilst its focus has primarily been its humanitarian mandate, prior to the Taliban takeover, WFP had been working to see how its strategic outcomes in the 2018 Country Strategic Plan (CSP) were aligned with viable peace and development efforts nationally. The Taliban takeover has accelerated an already deteriorating humanitarian crisis. Drought in 2021 had left many in the west of the country in need of humanitarian assista

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Veiga Duarte, Rubén, Samuel Hurtado, Pablo A. Aguilar García, Javier Quintana González, and Carolina Menéndez Álvarez. CATALIST: A new, bigger, better model for evaluating climate change transition risks at Banco de España. Banco de España, 2025. https://doi.org/10.53479/38921.

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This paper introduces CATALIST, a production network model developed to evaluate the economic effects of energy transition risks. Building upon Aguilar, González and Hurtado (2022) and Izquierdo, Moral-Benito, Prades and Quintana (2023), CATALIST incorporates a multi-country setting and an investment network and models greenhouse gas emissions and carbon taxes. The model places special emphasis on energy inputs by accounting for renewables and energy commodities and by differentiating their use from other intermediates in production and final consumption. Our findings reveal substantial hetero

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Ocampo-Gaviria, José Antonio, Roberto Steiner Sampedro, Mauricio Villamizar Villegas, et al. Report of the Board of Directors to the Congress of Colombia - March 2023. Banco de la República de Colombia, 2023. http://dx.doi.org/10.32468/inf-jun-dir-con-rep-eng.03-2023.

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Banco de la República is celebrating its 100th anniversary in 2023. This is a very significant anniversary and one that provides an opportunity to highlight the contribution the Bank has made to the country’s development. Its track record as guarantor of monetary stability has established it as the one independent state institution that generates the greatest confidence among Colombians due to its transparency, management capabilities, and effective compliance with the central banking and cultural responsibilities entrusted to it by the Constitution and the Law. On a date as important as this,

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Rekawek, Kacper. Surveillance and Protection- Insights from the Czech Republic, Poland, and Slovakia. International Centre for Counter Terrorism, 2025. https://doi.org/10.19165/2025.3263.

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Protection systems in Central-Eastern Europe (CEE) are different from the Dutch system. They are older and initially, i.e., pre-World War II, were built to counter the threat of politically motivated violence. Post-1989, it changed to threats from organised crime, and since the 2010s, it is changing again towards countering politically motivated acts. Each of the three systems had its own turning points – be it 2010/2018 or 2024. These energised the systems and spurred them into action, but often this is happening in a “we should have seen it coming” fashion. The most obvious case of this is S

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