Do markets notice economic policymaker changes? An event study – Michal Cvejn
Michal Cvejn
Master's thesis
Do markets notice economic policymaker changes? An event study
Do markets notice economic policymaker changes? An event study
Abstract:
This paper applies event study analysis on stock and bond market data in 14 European countries between 1990 and 2012 in order to assess market reaction to key economic policymaker changes. The analysis relies on methodological framework is based on article of Kuttner & Posen (2010) and on an original database of political events. The empirical results show that policymaker changes are not reflected …moreAbstract:
This paper applies event study analysis on stock and bond market data in 14 European countries between 1990 and 2012 in order to assess market reaction to key economic policymaker changes. The analysis relies on methodological framework is based on article of Kuttner & Posen (2010) and on an original database of political events. The empirical results show that policymaker changes are not reflected …more
Language used: English
Date on which the thesis was submitted / produced: 15. 6. 2012
Identifier:
http://www.vse.cz/vskp/eid/34095
Thesis defence
- Date of defence: 7. 1. 2013
- Supervisor: Anna Klosová
- Reader: Wim Meeusen
Citation record
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- autentizovaným zaměstnancům ze stejné školy/fakulty
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Vysoká škola ekonomická v Prazehttp://www.vse.cz/vskp/eid/34095
Vysoká škola ekonomická v Praze
Master programme:
Economics of Globalisation and European Integration
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