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Journal articles on the topic 'Monetary funds'

Author: Grafiati

Published: 3 June 2025

Last updated: 31 July 2025

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1

Zaman, Khalid. "The Future of Financial Support for Developing Countries: Regional and Islamic Monetary Funds." Politica 1, no. 1 (2023): 1–8. https://doi.org/10.5281/zenodo.7610145.

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The study analyses the strengths, weaknesses, opportunities, and threats (SWOT) of establishing regional and Islamic monetary funds as alternatives to the International Monetary Fund (IMF). The study considers this proposal's merits, flaws, prospects, and dangers and sheds light on the project's viability. Potential autonomy is strength of regional and Islamic monetary funds. Without outside interference, these funds may be better able to respond to their respective areas' specific requirements and cultural norms by implementing innovative financial strategies. Further, nations nee

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2

ZAKIROVA, ELINA R., and ALYONA S. KUZNETSOVA. "SOURCES OF FINANCING OF NON-CURRENT ASSETS OF INDUSTRIAL ENTERPRISES." Scientific Works of the Free Economic Society of Russia 245, no. 1 (2024): 153–64. http://dx.doi.org/10.38197/2072-2060-2024-245-1-153-164.

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The existence of any economic entity is impossible without the financing of monetary funds. The high level of profitability and liquidity largely depends on the optimal structure of monetary capital. The article conducts a study using the calculation of indicators responsible for the formation of monetary capital, the subject of which is the monetary funds of JSC “Serovsky Gormolzavod”. The relevant conclusions are drawn and recommendations are given on optimizing the structure of monetary funds.

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Chen, Yuting, and Zixi Chen. "Research on Internal Control Issues of Monetary Funds in Enterprises." Frontiers in Business, Economics and Management 15, no. 2 (2024): 45–51. http://dx.doi.org/10.54097/8xdhma84.

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In enterprises, monetary funds represent the most liquid yet the riskiest type of asset. Therefore, the effectiveness of the internal control system for monetary funds and their proper utilization are crucial for the normal operation of business management activities. This is also vital for enhancing the levels of capital management and financial management within the enterprise, ensuring that production activities proceed efficiently and orderly. This paper employs literature review, field investigation, and summarization methods to analyze and study the internal control of monetary funds in

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4

Alaskar, Ibraheem, and Musaed S. AlAli. "Domestic and Global Monetary Policy Interactions with the Kuwaiti Stock Market: An Econometric Investigation." International Journal of Economics and Finance 16, no. 11 (2024): 97. http://dx.doi.org/10.5539/ijef.v16n11p97.

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This study investigates the cointegration and causality relationships between Kuwaiti stock prices, domestic monetary aggregates (M0, M1, M2, M3), and the U.S. Federal Funds Rate, utilizing quarterly data from 2003 to 2023. The research identifies long-term and short-term dynamics among these variables through unit root tests, Engle-Granger and Johansen cointegration techniques, and Granger causality analysis. The findings reveal significant long-run equilibrium relationships between Kuwaiti stock prices and the broader monetary aggregates (M2 and M3), as well as the U.S. Federal Funds Rate, i

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Glukhov, Vladimir, Vladimir Ostanin, and Yuriy Rozhkov. "Economic Nature of Monetary Funds of Households." Vestnik Volgogradskogo gosudarstvennogo universiteta. Serija 3. Ekonomika. Ekologija., no. 4 (December 2015): 42–51. http://dx.doi.org/10.15688/jvolsu3.2015.4.4.

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6

Liu, Jun, Chongchong Xu, and Xiaofang Wang. "Problems and Countermeasures of the Internal Control of Monetary Funds: A Case Study of Foshan Lighting." Proceedings of Business and Economic Studies 5, no. 4 (2022): 7–12. http://dx.doi.org/10.26689/pbes.v5i4.4098.

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Monetary fund is the most fundamental element for enterprises to engage in production and lucrative business activities, which has an impact on the operation process and outcomes. Therefore, enterprises must regard fund management as one of their key management links and establish an effective and practical internal control system. However, sensational cases such as the collapse of Barings Bank have exposed many problems existing in the internal control of monetary funds. Moreover, the high liquidity of funds itself engenders them as the target of embezzlement and self-interest, which will eve

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Jumaniyazov, I. T. "Transparency Is A Key Indicator Of The Activity Of Sovereign Wealth Funds." American Journal of Management and Economics Innovations 03, no. 05 (2021): 30–37. http://dx.doi.org/10.37547/tajmei/volume03issue05-06.

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This article examines and analyzes the criteria for maximum transparency, which is the main criterion for evaluating the effectiveness of sovereign funds. Two globally recognized methods for assessing the maximum transparency of sovereign wealth funds have been analyzed. The Santiago Principles and the Linaburg-Madwell Transparency Index, approved by 26 member countries of the International Monetary Fund and based on generally accepted rules, have been studied and analyzed in detail. Foreign experience in ensuring maximum transparency of sovereign wealth funds has been studied. A number of pro

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B., Vasya Naik. "ROLE OF MONEY MARKET IN INDIAN ECONOMY - AN OVERVIEW." Shanlax International Journal of Arts, Science and Humanities 6, S2 (2019): 11–17. https://doi.org/10.5281/zenodo.3047083.

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<em>The money market is a key component of the financial system as it is the fulcrum of monetary operations conducted by the central bank in its pursuit of monetary policy objectives. It is a market for short-term funds with maturity ranging from overnight to one year and includes financial instruments that are deemed close substitutes of money. The money market performs three broad functions. One, it provides an equilibrating mechanism for demand and supply of short-term funds. Two, it enables borrowers and lenders of short-term funds to fulfil their borrowing and investment requirements at a

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9

Artamonov, N. V., A. N. Kurbatskii, and K. A. Strikalo. "“Monetary surprises” and Excess Return of the U. S. Mutual Funds." Finance: Theory and Practice 28, no. 5 (2024): 44–55. http://dx.doi.org/10.26794/2587-5671-2024-28-5-44-55.

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The purpose of this paper is to conduct statistical tests to verify the impact of unexpected monetary policy shocks on the U.S. mutual funds returns over the period from December 2007 to February 2022. The authors have identified the “monetary surprises” of monetary policy shocks for the period under consideration using a high-frequency identification procedure and analyzed the Fed’s monetary policy at the current stage. The model, in which excess fund return is a dependent variable, has been designed basing on the panel data on the characteristics of 457 actively managed funds with S&P 50

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Guimarães, Thayse Machado. "Brazilian Monetary Policy’s Influence on Investment Funds’ Allocation in Corporate Bonds." Management in Perspective 2, no. 1 (2021): 88–111. http://dx.doi.org/10.14393/mip-v2n1-2021-58877.

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The aim of this paper is to understand how monetary policy influence investment funds’ allocation in corporate bonds. This assumption is in line with the perspective that several factors influence funds’ allocation process, especially changes in a country's economic scenario. The sample of this study is comprised of 352 equity funds and 1,085 multimarket funds, during the period from December 2009 to July 2020. I used multivariate regression with panel data for hypotheses testing. I noted a small percentage of funds’ investment in corporate bonds, in other words, only about 1.3% of total net o

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Drechsler, Itamar, Alexi Savov, and Philipp Schnabl. "The Deposits Channel of Monetary Policy*." Quarterly Journal of Economics 132, no. 4 (2017): 1819–76. http://dx.doi.org/10.1093/qje/qjx019.

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Abstract We present a new channel for the transmission of monetary policy, the deposits channel. We show that when the Fed funds rate rises, banks widen the spreads they charge on deposits, and deposits flow out of the banking system. We present a model where this is due to market power in deposit markets. Consistent with the market power mechanism, deposit spreads increase more and deposits flow out more in concentrated markets. This is true even when we control for lending opportunities by only comparing different branches of the same bank. Since deposits are the main source of liquid assets

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Feng, Bohan. "Did monetary policy cause a housing bubble in the US?" BCP Business & Management 29 (October 12, 2022): 351–57. http://dx.doi.org/10.54691/bcpbm.v29i.2295.

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This article uses quantitative analysis, setting three variables: the federal funds rate, mortgage servicing as a percentage of disposable personal income, and house prices. I made a simple model using the logical relationship of the independent variable, mediator variable, and dependent variable. Then regression analysis is conducted to explore the relationship between monetary policy and real estate bubbles. The conclusion is that loose monetary policy contributed to the housing bubble, but raising the federal funds rate did not contain the rise in housing prices, which means the existing mo

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13

Nishiyama, Yasuo. "Monetary transmission---federal funds rate and CD rates." Journal of Post Keynesian Economics 29, no. 3 (2007): 409–26. http://dx.doi.org/10.2753/pke0160-3477290303.

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14

Belk, Russell W. "Pimps for paradise: missionaries, monetary funds, and marketers." Marketing Intelligence & Planning 18, no. 6/7 (2000): 337–45. http://dx.doi.org/10.1108/02634500010348923.

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15

Nautz, Dieter, and Sandra Schmidt. "Monetary policy implementation and the federal funds rate." Journal of Banking & Finance 33, no. 7 (2009): 1274–84. http://dx.doi.org/10.1016/j.jbankfin.2009.01.009.

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16

Dotsey, Michael. "Monetary policy, secrecy, and federal funds rate behavior." Journal of Monetary Economics 20, no. 3 (1987): 463–74. http://dx.doi.org/10.1016/0304-3932(87)90037-7.

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S�derstr�m, Ulf. "Predicting monetary policy with federal funds futures prices." Journal of Futures Markets 21, no. 4 (2001): 377–91. http://dx.doi.org/10.1002/1096-9934(200104)21:4<377::aid-fut4>3.0.co;2-n.

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18

Doroshenko, Nadiia O., and Svitlana S. Kravchenko. "NBU and Its Role in the Implementation of Monetary and Credit Policy in Wartime." PROBLEMS OF ECONOMY 2, no. 52 (2022): 140–44. http://dx.doi.org/10.32983/2222-0712-2022-2-140-144.

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The article examines the purpose, methods and tools of the monetary and credit policy of the National Bank of Ukraine. It is determined that the NBU is the main State-authorized institution in Ukraine, which is responsible for planning and implementing monetary and credit policy. Monetary and credit policy is a complex of measures in the field of money circulation and credit, which are intended to ensure the stability of the monetary unit of Ukraine due to the introduction of regulated by law funds and techniques. It is established that the financial sector is the key element of the national e

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19

Kallianiotis, Ioannis N. "Implementing Monetary Policy after the 2008 Financial Crisis." Archives of Business Research 7, no. 9 (2019): 141–72. http://dx.doi.org/10.14738/abr.79.7106.

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Every six weeks or so (9 times during the year), the financial world watches as the Federal Open Market Committee (FOMC) decides on a target interest rate in the federal funds market for the next period. But what happens next? How do policymakers make sure that interest rates in the fed funds market trade within the target range? What will be the effect of the new target rate on the Wall Street and the Main Street? How efficient is so far the monetary policy after the latest global financial crisis? Is the target rate the correct one? The framework that the FOMC uses to implement monetary poli

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Gupta, Rangan, Marius Jurgilas, Stephen M. Miller, and Dylan Van Wyk. "Financial Market Liberalization, Monetary Policy, And Housing Sector Dynamics." International Business & Economics Research Journal (IBER) 11, no. 1 (2011): 69. http://dx.doi.org/10.19030/iber.v11i1.6673.

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This paper considers how monetary policy, a Federal funds rate shock, affects the dynamics of the US housing sector and whether the financial market liberalization of the early 1980s influenced those dynamics. The analysis uses impulse response functions obtained from a large-scale Bayesian vector autoregressive model at the national and four census regions. Overall, a 100 basis point Federal funds rate shock produces larger effects on real house prices, both at the regional level and the national level, in the post-liberalization period when compared to the pre-liberalization era. While the p

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21

Huang, Lingling, Qianling Zeng, Fan Lin, Wenyan Deng, and Wenchao Pan. "Performance Evaluation of China Internet Monetary Fund Based on Super-efficient DEA." Sumerianz Journal of Economics and Finance, no. 43 (July 23, 2021): 96–101. http://dx.doi.org/10.47752/sjef.43.96.101.

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Since 2013, China’s Internet money fund market has entered a new era. On June 17, 2013, Yu’e Bao, jointly launched by Alipay and Tianhong Fund Company, was the first to go public. In just a few short years, the Internet money fund market has developed in full swing, and Tencent, Baidu, and JD have also participated in the development of related change wealth management businesses. This article uses super-efficiency DEA to evaluate fund performance. Through the validity test of 16 sample fund products in 2019, 7 sample funds are valid according to the DEA; and 16 sample fund products in 2020 ar

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22

Sack, Brain, and Eric Swanson. "THE IMPACT OF FEDERAL RESERVE POLICY ON THE FED’S FINANCIAL CONDITIONS INDEX." International Journal of Strategic Research in Education, Technology and Humanities 11, no. 1 (2023): 181–86. http://dx.doi.org/10.48028/iiprds/ijsreth.v11.i1.16.

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The Federal Reserve conducts monetary policy by setting a target range for the federal funds rate, the interest rate at which banks borrow and lend to each other overnight. However, the federal funds rate by itself does not directly affect most firms and households in the economy. Instead, monetary policy is transmitted to the broader economy by affecting financial conditions more generally, including the longer-term interest rates at which businesses and households borrow, the exchange value of the dollar, and the prices of key assets such as equities and real estate. It is thus important to

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23

Camous, Antoine, and Dmitry Matveev. "Furor over the Fed: A President’s Tweets and Central Bank Independence." CESifo Economic Studies 67, no. 1 (2021): 106–27. http://dx.doi.org/10.1093/cesifo/ifaa020.

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Abstract We illustrate how financial market data are informative about the interactions between monetary and fiscal policy. Federal funds futures are private contracts that reflect investor’s expectations about future monetary policy decisions. By relating price movements of these contracts with President Trump’s tweets on monetary policy, we explore how financial market participants have perceived attempts by the President to influence monetary policy decisions. Our results indicate that market participants expected the Federal Reserve Bank to adjust monetary policy in the direction suggested

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N. Kallianiotis, Dr Ioannis. "Can Monetary Policy Prevent Financial Crises?" International Journal of Economics and Financial Research, no. 64 (April 25, 2020): 51–75. http://dx.doi.org/10.32861/ijefr.64.51.75.

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Monetary policy is an important public policy, but it is not the only one to stabilize our economy and reduce its business cycles. The leading central bank, the Federal Reserve of the U.S., has introduced, after the 2008 global financial crisis, new instruments and unusual facilities to implement its new innovative monetary policy. The financial world and mostly the social scientists watch as the Federal Open Market Committee (FOMC) decides on a target interest rate in the federal funds market for the next period. The framework that the FOMC uses to implement monetary policy has changed over t

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Hilliard, Jimmy E., and Jitka Hilliard. "A Comparison of Rebalanced and Buy and Hold Portfolios: Does Monetary Policy Matter?" Review of Pacific Basin Financial Markets and Policies 18, no. 01 (2015): 1550006. http://dx.doi.org/10.1142/s021909151550006x.

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We examine buy and hold and a number of rebalancing strategies on a portfolio of indices that are tracked by ETFs. The indices include Barkley's treasuries and MSCI indices on emerging markets, Pacific and European markets, value funds, and growth funds. Portfolios are rebalanced using threshold schemes and compared with portfolios rebalanced using weights from different points on the Markowitz efficient frontier. We also examine portfolios that are rebalanced across monetary policy regimes. We find that portfolios rebalanced using Markowitz weights that allow for shifts in monetary policy reg

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Jiang, Cheng. "The Asymmetric Effects of Monetary Policy on Stock Market." Quarterly Journal of Finance 08, no. 03 (2018): 1850008. http://dx.doi.org/10.1142/s2010139218500088.

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This paper shows that the effects of expansionary monetary policy on the U.S. stock market are asymmetric across different monetary policy phases and different stock market regimes. A Markov-switching dynamic factor model dates the periods of stock market regimes, and generates a new composite measure for overall stock market movements. A time-varying parameter analysis finds that an expansionary monetary policy such as an increase in monetary aggregates or a decrease in the Federal funds rate has positive impacts on stock returns only during the periods in which they are used as monetary poli

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Adefioye, Edumaretola Gabriel. "Financing the Energy Transition: The Role of International Monetary Funds and Development Banks." International Journal of Research Publication and Reviews 6, no. 4 (2025): 8101–10. https://doi.org/10.55248/gengpi.6.0425.1503.

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Gürkaynak, Refet S. "Using Federal Funds Futures Contracts for Monetary Policy Analysis." Finance and Economics Discussion Series 2005, no. 29 (2005): 1–33. http://dx.doi.org/10.17016/feds.2005.29.

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Nourzad, Farrokh, James Calhoun, and Adam Kurkiewicz. "Federal funds futures, risk premium and monetary policy actions." Applied Financial Economics 22, no. 16 (2012): 1317–30. http://dx.doi.org/10.1080/09603107.2012.659341.

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Kuong, John Chi-Fong, James O’Donovan, and Jinyuan Zhang. "Monetary policy and fragility in corporate bond mutual funds." Journal of Financial Economics 161 (November 2024): 103931. http://dx.doi.org/10.1016/j.jfineco.2024.103931.

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Atesoglu, H. Sonmez, and John Smithin. "Canadian monetary policy and the US federal funds rate." Applied Economics Letters 15, no. 11 (2008): 899–904. http://dx.doi.org/10.1080/13504850600905048.

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Alsabah, Khaled. "IPO first-day returns: resilience to monetary policy shocks." Review of Behavioral Finance 17, no. 2 (2025): 365–82. https://doi.org/10.1108/rbf-09-2024-0278.

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PurposeThis research examines the relationship between monetary policy surprises and the first-day returns of Initial Public Offerings (IPOs). The primary objective is to determine whether unexpected changes in the federal funds rate around Federal Open Market Committee (FOMC) announcements impact IPO underpricing.Design/methodology/approachUsing a dataset of IPOs from 2000 to 2020, we leverage the time gap between IPO offer price declarations and FOMC announcements to assess the exogenous impact of monetary policy shocks on first-day IPO returns. Our approach differentiates between anticipate

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Ono, Shigeki. "Spillovers of US Conventional and Unconventional Monetary Policies to Russian Financial Markets." International Journal of Economics and Finance 10, no. 2 (2018): 14. http://dx.doi.org/10.5539/ijef.v10n2p14.

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This paper investigates the spillovers of US conventional and unconventional monetary policies to Russian financial markets using VAR-X models. Impulse responses to an exogenous Federal Funds rate shock are assessed for all the endogenous variables. The empirical results show that both conventional and unconventional tightening monetary policy shocks decrease stock prices whereas an easing monetary policy shock does not increase stock prices. Moreover, the results suggest that an unconventional tightening monetary policy shock increases Russian interest rates and decreases oil prices, implying

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Lo, Alvis K. "Accounting Credibility and Liquidity Constraints: Evidence from Reactions of Small Banks to Monetary Tightening." Accounting Review 90, no. 3 (2014): 1079–113. http://dx.doi.org/10.2308/accr-50945.

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ABSTRACT This study examines the relationship between accounting credibility and firms' ability to fund their investments. Theory suggests that credible reporting resulting from external audits enables firms to attract external funds needed for their investments. The tests exploit monetary policy tightening that creates a liquidity shortage for banks, which, in turn, either requires banks to raise additional funds to restore liquidity or forces them to restrict their investments in the form of lending. Studying small non-public banks for which external audits are voluntary, I find that audited

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Mavroeidis, Sophocles. "Identification at the Zero Lower Bound." Econometrica 89, no. 6 (2021): 2855–85. http://dx.doi.org/10.3982/ecta17388.

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I show that the zero lower bound (ZLB) on interest rates can be used to identify the causal effects of monetary policy. Identification depends on the extent to which the ZLB limits the efficacy of monetary policy. I propose a simple way to test the efficacy of unconventional policies, modeled via a “shadow rate.” I apply this method to U.S. monetary policy using a three‐equation structural vector autoregressive model of inflation, unemployment, and the Federal Funds rate. I reject the null hypothesis that unconventional monetary policy has no effect at the ZLB, but find some evidence that it i

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Nkwoma, Inekwe John. "FUTURES-BASED MEASURES OF MONETARY POLICY AND JUMP RISK." Macroeconomic Dynamics 21, no. 2 (2016): 384–405. http://dx.doi.org/10.1017/s1365100515000553.

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We estimate the effects of anticipated and unanticipated monetary policy changes on jump variation by employing high-frequency nonparametric jump detection methods. We find that anticipated changes in the Fed funds have no significant effect on jumps. In contrast, jump variation in the price of financial market data increases with monetary policy surprises. We document evidence of asymmetries in the response of jumps to monetary policy changes. Monetary policy surprises and positive changes in the Fed target rate induce increments in jumps. Similar results exist in the sector analysis. In addi

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Dietrich, Diemo. "Monetary Policy Shocks and Heterogeneous Finance Decisions: A Model of Hidden Effort Choice and Financial Intermediation." German Economic Review 4, no. 3 (2003): 365–88. http://dx.doi.org/10.1111/1468-0475.00085.

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Abstract The paper investigates how monetary policy shocks influence the composition of firms’ external finance given that firms are heterogeneous. Heterogeneity stems from differences in the availability of internal funds and in the monitoring costs associated with bank finance. These costs are determined by the intensity of the lending relationship. By using a delegated monitoring approach it is found that bank loans serve as a substitute for internal funds if the lending relationship is sufficiently close. Moreover, banks with strong credit ties to their customers are not only able to prote

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Dmitrieva, O. "The Creation of Stabilization Funds: Premises and Consequences." Voprosy Ekonomiki, no. 8 (August 20, 2006): 17–30. http://dx.doi.org/10.32609/0042-8736-2006-8-17-30.

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The article analyzes the international experience of the stabilization funds creation, the place of these funds in the budgetary practice of Russia and other countries, their role in the monetary policy. An emphasis is put on the examination of the influence of the stabilization fund on the level of inflation (with examples drawn from Russian economic policy).

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Sha, Lina, Guanlin Liu, and Zhaoyong Ouyang. "Research on the Problems and Countermeasures of Monetary Capital Internal Control in Small and Medium-Sized Enterprises." Proceedings of Business and Economic Studies 7, no. 1 (2024): 94–98. http://dx.doi.org/10.26689/pbes.v7i1.6194.

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Small and medium-sized enterprises (SMEs) constitute the primary drivers of production within the nation’s existing enterprise landscape. They represent the most dynamic segment of the national economy and play a pivotal role in supporting economic growth, fostering employment, and enhancing people’s livelihoods. However, despite their significant and extensive organizational structures, only a fraction of these companies have established internal control systems, and even fewer possess robust ones. Building upon this premise and considering the prevailing circumstances of SMEs, this paper und

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Booth, Philip. "Monetary policy, asset prices and financial institutions." Annals of Actuarial Science 8, no. 1 (2013): 9–41. http://dx.doi.org/10.1017/s1748499513000109.

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AbstractThe operation of monetary policy is likely to affect securities markets and asset values. This is of relevance to actuaries who work in or advise non-bank financial institutions such as pension funds and insurance companies. This paper examines different theories of monetary policy and the relationship between monetary policy and asset prices. It is found that central bank models have, at least until recently, tended to sideline consideration of the transmission of monetary policy through asset markets but that, with the implementation of quantitative easing, it is a subject that canno

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BURLACHKOV, Vladimir K., and Tat'yana A. GORBACHEVA. "The modern world monetary system: Specific features and degree of resistance to crisis phenomena." National Interests: Priorities and Security 18, no. 8 (2022): 1605–20. http://dx.doi.org/10.24891/ni.18.8.1605.

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Subject. The article addresses the role of international financial organizations in coordinating the monetary policy of central banks of leading countries. Objectives. The aim is to identify key problems of the current world monetary system functioning. Methods. We employ general scientific methods. Results. The paper unveils key problems of the modern world monetary system functioning, i.e. the presence of imbalances, increasing competition of leading currencies, instability of exchange rates. Conclusions. It is necessary to strengthen the role of international financial organizations in coor

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Putu Devi Agustina Prayoga and Tyas Danarti Hascaryani. "ANALYSIS OF CREDIT DISBURSEMENT OF NATIONAL PRIVATE BANKS IN 2011-2021 PERIOD (CASE STUDY OF NATIONAL PRIVATE BANKS WITH UNHEALTHY LIQUIDITY)." Contemporary Studies in Economic, Finance and Banking 3, no. 1 (2024): 1–14. http://dx.doi.org/10.21776/csefb.2023.03.1.01.

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Bank is an institution with an intermediary function as collecting public funds and channeling them in the form of credit. According to its function in extending credit, bank liquidity conditions are very important in order to minimize the risk of default and other systemic risks. Private banks, which are the most common type of bank in Indonesia, have several banks with unhealthy levels of liquidity because they exceed Bank Indonesia's liquidity provisions. This research was conducted to find out how the influence of sources of funds, profitability, credit risk, monetary and macroeconomic pol

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Mansoor Ali Khan and Sohaib Uz Zaman. "Volatility in Monetary Policy and Exchange Rate Effects on the Mutual Funds Sector." Journal for Social Science Archives 2, no. 2 (2024): 686–703. https://doi.org/10.59075/jssa.v2i2.229.

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Exchange rate and monetary policy plays a major role of financial markets, particularly the mutual fund market. This research aims to investigate the impact of interest rate and exchange rate volatility on mutual fund performance, fund flows, and investor behavior. As financial markets become increasingly globalized, changes in central bank policies and currency values can significantly influence investment strategies and risk exposure. The core objective of this research is to fill a gap in the literature of particularly examining how monetary policy and movements in the exchange rate affect

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Ajello, Andrea, Giovanni Favara, Gregory Marchal, and Balint Szoke. "Financial Conditions and Risks to the Economic Outlook." FEDS Notes, no. 2024-09-20-1 (September 2024): None. http://dx.doi.org/10.17016/2380-7172.3599.

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Financial conditions have swung considerably over the past two and half years. They moved from very accommodative levels in late 2021 to providing a significant drag on economic activity in 2022 and 2023. Since early this year, they eased moderately amid monetary policy communications signaling that the federal funds rate had likely reached its peak for this monetary policy tightening cycle.

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Fadili and Renita Nur Pratiwi. "The Role of Cash-Waqf Capital Ventures to Supply Shock Liquidity of Sharia Banks in East Java: Multivariate Threshold Autoregressive Simulation Model." East Java Economic Journal 4, no. 2 (2020): 248–63. http://dx.doi.org/10.53572/ejavec.v4i2.51.

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Adequacy of liquidity is very important for Islamic banks to carry out their main functions as Islamic financial intermediaries and provide financing for the real sector. However, many Islamic banks are proven to have a shock in providing liquidity due to the weak capital structure of the bank. While cash-waqf funds can be a potential source of capital for sharia banks if managed as capital investments in sharia banks with a mudharabah or musyrakah contract. Therefore, using the autoregressive multivariate threshold simulation model approach, this study attempts to analyze the dynamic interact

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Kallianiotis, Ioannis N. "Money Supply, Reaction Functions, Financial Markets and Macroeconomic Conditions." Global Academic Journal of Economics and Business 6, no. 03 (2024): 54–78. http://dx.doi.org/10.36348/gajeb.2024.v06i03.001.

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Monetary policy is a key driver of financial markets. The effects on financial markets are evident, not only around changes in monetary policy or Fed’s announcements but also, indirectly, around macroeconomic data releases, political events, international issues, and the “news”. The impact of inflation surprises on financial markets has an enormous effect over the past years, due to the high liquidity, low investment, and weak economic growth of the real sector of the economy. Investors, analysts, forecasters, economists, and policymakers have a keen interest in understanding how monetary poli

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Bauer, Michael D., Carolin E. Pflueger, and Adi Sunderam. "Perceptions about Monetary Policy." Federal Reserve Bank of San Francisco, Working Paper Series 2023, no. 31 (2023): 01–69. http://dx.doi.org/10.24148/wp2023-31.

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We estimate perceptions about the Federal Reserve’s monetary policy rule from panel data on professional forecasts of interest rates and macroeconomic conditions. The perceived dependence of the federal funds rate on economic conditions varies substantially over time, including over the monetary policy cycle. Forecasters update their perceptions about the Fed’s policy rule in response to monetary policy actions, measured by high-frequency interest rate surprises, suggesting that they have imperfect information about this rule. Monetary policy perceptions matter for monetary transmission, as th

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Thorbecke, Willem. "The Impact of Monetary Policy on the U.S. Stock Market since the COVID-19 Pandemic." International Journal of Financial Studies 11, no. 4 (2023): 134. http://dx.doi.org/10.3390/ijfs11040134.

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Inflation in 2021 and 2022 grew much faster than the Federal Reserve expected. The Fed downplayed inflation in 2021 and then increased the federal funds rate by 500 basis points between March 2022 and May 2023. This paper investigates how this unprecedented tightening has impacted the stock market. To do so, it estimates a fully specified multi-factor model that measures the exposure of 53 assets to monetary policy surprises over the 1994 to 2019 period. It then uses the monetary policy betas to gauge investors’ beliefs about monetary policy between 2020 and 2023. The results indicate that cha

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Омелёхина, Наталья, and Natalya Omelekhina. "Financial-Legal Forms of Positive Bind." Journal of Russian Law 2, no. 9 (2014): 26–35. http://dx.doi.org/10.12737/5498.

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Considering method of financial law in the view of whole legal ways and instruments, marks the relation’s specific of forming, distribution and using of public funds, proving the key role of positive liability in financial law regulation. Taking the above-mentioned into account, the author considers that there is the existence of positive liabilities both monetary, and non-monetary character in the finance sphere. This fact enables to conclude about a backbone role of monetary positive liabilities in the financial law and about its division into two groups — monetary duties and monetary obliga

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Caraiani, Petre, and Alexandru Lazarec. "Using Entropy to Evaluate the Impact of Monetary Policy Shocks on Financial Networks." Entropy 23, no. 11 (2021): 1465. http://dx.doi.org/10.3390/e23111465.

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We analyze the changes in the financial network built using the Dow Jones Industrial Average components following monetary policy shocks. Monetary policy shocks are measured through unexpected changes in the federal funds rate in the United States. We determine the changes in the financial networks using singular value decomposition entropy and von Neumann entropy. The results indicate that unexpected positive shocks in monetary policy shocks lead to lower entropy. The results are robust to varying the window size used to construct financial networks, though they also depend on the type of ent

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