Anastasia S. Zervou

Texas A&M University - Department of Economics

Assistant Professor

5201 University Blvd.

College Station, TX 77843-4228

United States

SCHOLARLY PAPERS

4

DOWNLOADS

313

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Monetary Policy Rules and the Equity Premium

Number of pages: 37 Posted: 12 Dec 2015
Anastasia S. Zervou and Yulei Peng
Texas A&M University - Department of Economics and Sun Yat-sen University (SYSU) - Lingnan (University) College
Downloads 101 (390,717)

Abstract:

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equity premium, monetary policy, segmented financial markets

2.

The Time Varying Effect of Monetary Policy Surprise on Stock Returns: Bursting Bubble Beating Forward Guidance

Number of pages: 33 Posted: 12 Dec 2015
Dennis W. Jansen and Anastasia S. Zervou
Texas A&M University - Department of Economics and Texas A&M University - Department of Economics
Downloads 95 (406,584)

Abstract:

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Monetary Policy’s effectiveness, Stock prices, Forward Guidance, Time Varying Parameter Model

3.

Financial Market Segmentation, Stock Market Volatility and the Role of Monetary Policy

Number of pages: 43 Posted: 11 Jan 2012 Last Revised: 29 Jan 2013
Anastasia S. Zervou
Texas A&M University - Department of Economics
Downloads 80 (451,715)
Citation 3

Abstract:

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limited participation, optimal monetary policy, financial risk sharing, stock price volatility

4.

International Great Inflation and Common Monetary Policy

Number of pages: 45 Posted: 26 Jan 2013 Last Revised: 11 Dec 2015
Jacek Suda and Anastasia S. Zervou
Washington University in St. Louis - Department of Economics and Texas A&M University - Department of Economics
Downloads 37 (642,047)

Abstract:

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International Monetary Policy, International Great Inflation, Time Varying Parameter Model