1 |
Kuttner, K. N. (2001). Monetary policy surprises and interest rates: Evidence from the fed funds futures market. Journal of Monetary Economics, 47(3), 523-544. https://doi.org/10.1016/S0304-3932(01)00055-1
DOI
|
2 |
Kuttner, K. N., & Posen, A. S. (2010). Do markets care who chairs the central bank? Journal of Money, Credit and Banking, 42(2-3), 347-371. 10.1111/j.1538-4616.2009.00290.x
DOI
|
3 |
Moser, C., & Dreher, A. (2010). Do markets care about central bank governor changes? Evidence from emerging markets. Journal of Money, Credit and Banking, 42(8), 1589-1612. https://doi.org/10.1111/j.1538-4616.2010.00355.x
DOI
|
4 |
Nurbayev, D. (2015). Independence and transparency of the central bank of Kazakhstan. The Journal of Asian Finance, Economics, and Business, 2(4), 31-38. https://doi.org/10.13106/jafeb.2015.vol2.no4.31.
DOI
|
5 |
Pastor Jr., M., & Maxfield, S. (1999). Central bank independence and private investment in the developing world. Economics & Politics, 11(3), 299-309. https://doi.org/10.1111/1468-0343.00063
DOI
|
6 |
Pesaran, M., & Smith, R. (1995). Estimating long-run relationships from dynamic heterogeneous panels. Journal of Econometrics, 68(1), 79-113. https://doi.org/10.1016/0304-4076(94)01644-F
DOI
|
7 |
Sa, F., Towbin, P., & Wieladek, T. (2011). Low interest rates and housing booms: The role of capital inflows, monetary policy and financial innovation. Globalization Institute Working Papers No. 79. https://doi.org/10.2139/ssrn.1765853
|
8 |
Garriga, A. C. (2016). Central bank independence in the world: A new data set. International Interactions, 42(5), 849-868. https://doi.org/10.1080/03050629.2016.1188813
DOI
|
9 |
Sethi, M., Baby, S., & Dar, V. (2019). Monetary policy transmission during multiple indicator regime: A case of India. Journal of Asian Finance, Economics and Business, 6(3), 103-113. https://doi.org/10.13106/jafeb.2019.vol6.no3.103
DOI
|
10 |
Trinh, Q. T., Nguyen, A. P., Nguyen, H. A., & Ngo, P. T. (2020). Determinants of Vietnam government bond yield volatility: A GARCH Approach. Journal of Asian Finance, Economics, and Business, 7(7), 15-25. https://doi.org/10.13106/jafeb.2020.vol7.no7.015
DOI
|
11 |
Yuliadi, I. (2020). An analysis of money supply in Indonesia: Vector autoregressive (VAR) approach. Journal of Asian Finance, Economics, and Business, 7(7), 241-249. https://doi.org/10.13106/jafeb.2020.vol7.no7.241
DOI
|
12 |
Canova, F., & Ciccarelli, M. (2013). Panel vector autoregressive models: A survey. Advances in Econometrics, 31. https://doi.org/10.1108/S0731-9053(2013)0000031006
|
13 |
Baltagi, B. (2008). Econometric Analysis of Panel Data (5th ed.). Hoboken, NJ: John Wiley & Sons.
|
14 |
Beaudry, P., Moura, A., & Portier, F. (2015). Reexamining the cyclical behavior of the relative price of investment. Economics Letters, 135, 108-111. https://doi.org/10.1016/j.econlet.2015.05.011
DOI
|
15 |
Bernanke, B. S. and Gertler, M. (1995). Inside the black box: The credit channel of monetary policy transmission. Journal of Economic Perspectives, 9(4), 27-48. https://doi.org/10.1257/jep.9.4.27
DOI
|
16 |
Bodea, C., & Hicks, R. (2014). International finance and central bank independence: Institutional diffusion and the flow and cost of capital. The Journal of Politics, 77(1), 268-284. https://doi.org/10.1086/678987
DOI
|
17 |
Bodea, C., & Hicks, R. (2015). Price stability and central bank independence: Discipline, credibility, and democratic institutions. International Organization, 69(1), 35-61. https://doi.org/10.1017/S0020818314000277
DOI
|
18 |
Carstens, A., Jacome H., & Luis I. (2005). Latin American central bank reform: Progress and challenges. IMF Working Paper, WP/05/114. Washington, DC: International Monetary Fund.
|
19 |
Claessens, S., & Kose, M. A. (2017). Asset prices and macroeconomic outcomes: a survey. Policy Research Working Paper No. 8259. Washington, DC: The World Bank.
|
20 |
Cukierman, A., Webb, S. B., & Neyapti, B. (1992). Measuring the independence of central banks and its effect on policy outcomes. The World Bank Economic Review, 6(3), 353-398. https://doi.org/10.1093/wber/6.3.353
DOI
|
21 |
Ellingsen, T., & Soderstrom, U. (2001). Monetary policy and market interest rates. American Economic Review, 91(5), 1594-1607. 10.1257/aer.91.5.1594
DOI
|
22 |
Hansen, H. J. (1996). The impact of interest rates on private consumption in Germany. Discussion Paper No. 3/96. Deutsche Bundesbank, Frankfurt, Germany.
|
23 |
Gerlach, S., & Assenmacher-Wesche, K. (2008). Financial structure and the impact of monetary policy on asset prices. CFS Working Paper Series No. 2008/30. Centre for Financial Studies (CFS).
|