The effect of global money supply on the M.S.C.I. world stock price index based on O.E.C.D. data (Kayıt no. 79990)
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| 000 -BAŞLIK | |
|---|---|
| Sabit Uzunluktaki Kontrol Alanı | 03429nam a22002417a 4500 |
| 003 - KONTROL NUMARASI KİMLİĞİ | |
| Kontrol Alanı | KOHA_MİRAKIL |
| 005 - EN SON İŞLEM TARİHİ ve ZAMANI | |
| Kontrol Alanı | 20210726154243.0 |
| 008 - SABİT UZUNLUKTAKİ VERİ ÖGELERİ - GENEL BİLGİ | |
| Sabit Alan | 200811d2020 cy de||| |||m 00| 0 eng d |
| 040 ## - KATALOGLAMA KAYNAĞI | |
| Özgün Kataloglama Kurumu | CY-NiCIU |
| Kataloglama Dili | tur |
| Çeviri Kurumu | CY-NiCIU |
| Açıklama Kuralları | rda |
| 041 ## - DİL KODU | |
| Metin ya da ses kaydının dil kodu | eng |
| 090 ## - Yerel Tasnif No | |
| tasnif no | YL 1720 |
| Cutter no | P27 2020 |
| 100 1# - KİŞİ ADI | |
| Yazar Adı (Kişi adı) | Parlan, Emrah |
| 245 10 - ESER ADI BİLDİRİMİ | |
| Başlık | The effect of global money supply on the M.S.C.I. world stock price index based on O.E.C.D. data |
| Sorumluluk Bildirimi | Emrah Parlan |
| 260 ## - YAYIN, DAĞITIM, VB. | |
| Yayın Yeri | Cyprus |
| Yayınevi | Cyprus International University |
| Yayın Tarihi | 2020 |
| 300 ## - FİZİKSEL TANIMLAMA | |
| Sayfa, Cilt vb. | 158 sheets |
| Diğer fiziki detaylar | graphics, tables |
| Boyutları | 30 cm |
| 336 ## - CONTENT TYPE | |
| Source | rdacontent |
| Content type term | text |
| Content type code | txt |
| 337 ## - MEDIA TYPE | |
| Source | rdamedia |
| Media type term | unmediated |
| Media type code | n |
| 338 ## - CARRIER TYPE | |
| Source | rdacarrier |
| Carrier type term | volume |
| Carrier type code | nc |
| 502 ## - TEZ NOTU | |
| Tez Notu | Thesis (M.S.) - Cyprus International University. Institute for Graduate Studies and Research Accounting and Finance DepartmentIn this study, the expansion in money supply on a global scale, and the implication of change in the money aggregates over the stock prices are analyzed. This study planned to reach evidence of relation global money supply and global stock prices.<br/>In accordance with this purpose, the O.E.C.D. M3 Broad Money index has been used to exemplify the money supply. On the other hand, the M.S.C.I. World Stock Price index is chosen among global stock indexes for representing global stock prices. The relationship between the O.E.C.D. M3 Broad Money index and M.S.C.I. World Stock Price index analyzed with the Markov Switching Regression method for assessing the relationship in different regimes or different periods. Hence, this study is essential due to focusing on analyzing the impact of the central banks' expansionary monetary policies, which observed expansionary trend from the 2000s, over the stock prices and stock indexes in the global scope. Therefore, the study detected and obtained evidence about the link between the O.E.C.D. M3 Broad Money index and the M.S.C.I. World Stock Price index with the stated methodology. Obtained evidence indicates that during the expansionary monetary regimes, the O.E.C.D. Broad Money M3 index has a negative impact on the M.S.C.I. World Stock Price index, above%5 significant level. The results show that a %1 charge for the O.E.C.D Broad Money M3 index is associated with a -4% change in the M.S.C.I. World Stock Price Index, during the expansionary monetary regimes, ceteris paribus. However, obtained evidence indicates that during the normal periods, the O.E.C.D. Broad Money M3 index has a positive impact on the M.S.C.I. World Stock Price index, above 5% significant level and close to 1% significant level. The results show that a 1% change for the O.E.C.D. Broad Money M3 index is associated 1% change in on the M.S.C.I. World Stock Price Index, during the standard monetary regimes, ceteris paribus.<br/>In conclusion, in light of the evidence obtained, an inverse relationship comes up between global money supply and global stock prices in periods that are applied to the expansionary monetary policy. However, with the starting of the normalization, a combination of the increased risk appetite of investors and the increased money supply reverses the negative relationship. These findings signal to central bank governors about the relation of global money supply and global stock prices in different states, which can be used to predict the effect of future policy acts |
| 650 00 - KONU BAŞLIĞI EK GİRİŞ - KONU TERİMİ | |
| Konusal terim veya coğrafi ad | Money supply |
| 942 ## - EK GİRİŞ ÖGELERİ (KOHA) | |
| Sınıflama Kaynağı | Dewey Onlu Sınıflama Sistemi |
| Materyal Türü | Thesis |
| Geri Çekilme Durumu | Kayıp Durumu | Sınıflandırma Kaynağı | Kredi için değil | Koleksiyon Kodu | Kalıcı Konum | Mevcut Konum | Raf Yeri | Kayıt Tarih | Source of acquisition | Yer Numarası | Demirbaş Numarası | Son Görülme Tarihi | Fatura Tarihi | Materyal Türü | Genel / Bağış Notu |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Onlu Sınıflama Sistemi | Tez Koleksiyonu | CIU LIBRARY | CIU LIBRARY | Tez Koleksiyonu | 11.08.2020 | Bağış | YL 1720 P27 2020 | T1918 | 11.08.2020 | 11.08.2020 | Thesis | International Banking and Finance Department |