Monetary Policy Spillovers to Polish Financial Markets
نویسندگان
چکیده
Artykuł analizuje wpływ nowych informacji, które dotyczą polityki pieniężnej w dużych gospodarkach rozwiniętych, na polskie rynki finansowe. Autorka bada międzynarodowe efekty Systemu Rezerwy Federalnej Stanów Zjednoczonych i Europejskiego Banku Centralnego, dokonując rozróżnienia między efektami a szokami informacyjnymi banku centralnego. Wyniki badania pokazują, że są silniejsze znacząco wpływają stopy zwrotu polskich obligacji rządowych przedsiębiorstw, ceny akcji kurs walutowy tygodniach po publikacji. Jednocześnie szoki informacyjne, do których dochodzi publikacjach również istotnie te mogą mieć ciekawe konsekwencje kontekście funkcjonowania analizy rynków finansowych małej gospodarce otwartej.
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ژورنال
عنوان ژورنال: Gospodarka Narodowa
سال: 2023
ISSN: ['2300-5238', '0867-0005']
DOI: https://doi.org/10.33119/gn/163006