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Effects of Monetary Interventions on Equity Markets Pricing: An Analysis by Sectors
P. 301–307.
Rincon C. J.
This study examines the effects of changes in the size of the Fed’s balance sheet on the
value of the S&P500 index by industry sectors during the 2008 – 2022 period, which
includes the 2008 – 2013 and 2020 – 2021 Fed interventions. The results of this study
suggest that stocks in the banking industry within the S&P500 index may be more
positively influenced, while the real estate sector is the most negatively impacted from
changes in the size of the Fed’s balance sheet.
In book
St. Petersburg State University Graduate School of Management, 2022.
Carlos Rincon, Alekseeva O., Vukovic D. et al., Risk Management 2026 Vol. 28 Article 38
This study examines the long-term effects of the European Central Bank’s (ECB) unconventional monetary policy (UMP) interventions on the yields of sovereign bonds in the Eurozone. Using a sample of 14 European countries from January 2009 to December 2023, our findings indicate that increases of 1 billion euros in the ECB’s balance sheet are associated ...
Added: May 22, 2026
Ustyuzhanin V., Zinkina J. V., Korotayev A., / Series Soc " SocArXiv". 2025.
Research of the impact of kin alloparenting on reproduction mainly focuses on mother’s parents and parents-in-law. The impact on fertility of extended families and the alloparental help with childcare they can provide has received much less attention. Moreover, there is an important lacuna in the existing studies of this problem, as it is mostly approached ...
Added: November 11, 2025
Ivan Gordeev, / Series WP BRP "Basic research program". 2025. No. 1.
This paper analyzes short-run COVID-19 dynamics in Russia using a weekly panel of 12 regions over 54 weeks. Growth rates of cases and deaths are modeled as functions of vaccination uptake and behavioral activity, with region fixed effects and a set of controls. Identification uses three sources of exogenous variation: the timing of regional QR-code ...
Added: October 9, 2025
Ivan Gordeev, Applied Economics 2025
This article examines the effect of COVID-19 vaccination on the disease dynamics in Moscow using an instrumental variables (IV) approach. Based on weekly data on cases, deaths, and mobility, I compare ordinary least squares (OLS) results with two-stage least squares (TSLS) estimates, addressing endogeneity in vaccination and behavior. The TSLS estimates imply that the effect ...
Added: September 16, 2025
Kramkov V., Maksimov A. G., Прикладная эконометрика 2024 Т. 74 С. 5–34
Heteroscedasticity How does an unexpected change in the Bank of Russia key rate affect the bond market? This article quantifies the impact of monetary surprises on government bond yields of various maturities. To estimate the causal effect with the joint dynamics of the key rate and bond yields (that is, to solve the problem of ...
Added: March 10, 2025
Rincon C. J., Journal of Risk and Financial Management 2024 Vol. 17 No. 10 Article 440
This paper analyzes the effects of central bank interventions via large-scale purchases of government debt securities on the pricing of stock market indices. This study examines the effects of changes in the size of the Federal Reserve’s balance sheet in three intervention scenarios: during the 2008–2013 period, the 2020–2022 period, and in the years between ...
Added: October 1, 2024
Rincon C. J., Darko B. Vukovic, Journal of Risk and Financial Management 2024 Vol. 17 No. 10 Article 442
This study investigates the impact of Central Bank interventions on the pricing dynamics of select stock markets. The research utilizes the instrumental variables three-stage least square (3SLS) model approach. It analyses the effects of variations in the Federal Reserve’s balance sheet size across three distinct intervention scenarios: the 2008–2013 Great Recession, the 2020–2021 COVID-19 pandemic ...
Added: October 1, 2024
Rincon C. J., Petrova A., Journal of Risk and Financial Management 2024 Vol. 17 No. 9 Article 425
This study assesses the effects of the European Central Bank’s (ECB) unconventional monetary policy (UMP) on the prices of selected European stock market indices during the European sovereign debt (2010–2012) and the COVID-19 pandemic (2020–2022) crises interventions. This research employs the instrumental variables (IV) two-stage least squares (2SLS) model approach to evaluate the effects of ...
Added: October 1, 2024
Влияние политики количественного смягчения США на российскую экономику. Макроэконометрический анализ
Скрыпник Д. В., Журнал Новой экономической ассоциации 2014 Т. 22 № 2 С. 74–101
The paper reviews recent episodes of quantitative easing in the United States and associated internal and external transmission mechanisms. On the basis of the Vector Error Correction Model (VECM) specific features of transmission for the Russian economy are revealed. The U.S. active balance monetary policy maintains oil prices at а high level, which allows Russian economy to grow at ...
Added: February 4, 2024
Rincon C. J., , in: World Finance & Banking Symposium, 2022 E-Proceedings.: Florida International University, 2022. P. 99–99.
This paper analyses the effects of central bank interventions on the pricing of stock market indices. The study confirms that the large-scale purchases of government debt securities in response to the Great Recession and Covid-19 crises by the Fed, influence the pricing of equity markets via its effect on the pricing of treasury bonds. The ...
Added: December 18, 2023
Florida International University, 2022.
EQUITY MARKETS PRICING AND CENTRAL BANK INTERVENTIONS:
A PANEL DATA APPROACH
Carlos Rincon
HSE University, Russia
krinkonernandes@hse.ru
Abstract
This paper analyses the effects of central bank interventions on the pricing of stock market
indices. The study confirms that the large-scale purchases of government debt securities in
response to the Great Recession and Covid-19 crises by the Fed, influence the pricing of equity
markets via ...
Added: December 18, 2023
Vasilyeva R., Voytenkov V., Urazbaeva A., Corvinus Journal of Sociology and Social Policy 2023 Vol. 14 No. 1 P. 55–80
We explore the impact of institutional factors on bilateral migration among the EU, CIS, and the US by applying the gravity model of migration. We employ instrumental variables methodology (IV-PPML, IV-GMM) and a non-linear estimation approach (NLS) to test our assumptions about the spurring effect of institutional indicators on migration. Empirical results demonstrate a significantly ...
Added: December 1, 2023