Monetary policy and stock market
Fioravanti, Enrico (A.A. 2023/2024) Monetary policy and stock market. Tesi di Laurea in International finance, Luiss Guido Carli, relatore Guido Traficante, pp. 141. [Master's Degree Thesis]
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Abstract/Index
Theoretical foundations of monetary policy and the stock market. Monetary policy objectives and tools. Role and objectives of CBs through stock markets. Identification of the interdependence between monetary policy and financial condition. Stock market reaction to central bank policies. Empirical evidence and cross-country analysis. Market dynamics and central bank responses. Monetary policy transmission mechanisms. Effects of monetary policy on asset valuation. Study of the “fed put” and the impact on market expectations. Whether to “lean against the wind” to prevent risks of financial instability. Cost-benefit analysis associated with it. Financial vulnerability and market stress indicators. Role of CBs in financial stability: monetary policy in scenarios of high uncertainty and volatility. Decoding market moves: FOMC influence on stock performance. Stock returns over the FOMC cycle: overview and research objectives. Quantitative model. Data construction. OLS regression results.
References
Bibliografia: pp. 137-140.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | International finance |
| Thesis Supervisor: | Traficante, Guido |
| Thesis Co-Supervisor: | Di Giorgio, Giorgio |
| Academic Year: | 2023/2024 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 03 Jun 2025 14:54 |
| Last Modified: | 03 Jun 2025 14:54 |
| URI: | https://tesi.luiss.it/id/eprint/42259 |
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