Investment Styles and Monetary Policy Shocks: Evidence from Advanced and Emerging Economies

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dc.article.end-page72
dc.article.start-page1
dc.contributor.advisorAlovokpinhou, Sedjro Aaron
dc.contributor.authorMonyebodi, Khutso Joshua
dc.date.accessioned2024-05-21T09:14:51Z
dc.date.available2024-05-21T09:14:51Z
dc.date.issued2023
dc.descriptionA research report submitted to the Faculty of Commerce, Law and Management, University of the Witwatersrand, in partial fulfilment of the requirements for the degree of Master of Management in Finance and Investment
dc.description.abstractThe paper investigates the impact of monetary policy shocks on investment styles in South Africa and the United States of America. The results indicate that monetary policy shocks significantly affect investment styles through transmission in the stock market. The findings show that value investing, and low volatility investing are the major safe havens for investors during monetary policy shocks or increasing interest rates. Results showed an inflation price puzzle in both countries, but inflation declined in the intermediary period. Our findings are robust in terms of investment styles' response to the monetary policy shock. The robust results showed consistency in how investment styles react to monetary policy shocks
dc.description.librarianMM2024
dc.facultyFaculty of Commerce, Law and Management
dc.identifier.urihttps://hdl.handle.net/10539/38525
dc.language.isoen
dc.publisherUniversity of the Witswatersrand, Johannesburg
dc.rights© University of the Witswatersrand, Johannesburg
dc.schoolSchool Economics and Finance
dc.subjectUCTD
dc.subjectMonetary policy shock
dc.subjectInvestment styles and response
dc.subjectUnited States of America
dc.subjectSouth Africa
dc.subjectStock marke
dc.subject.otherSDG-8: Decent work and economic growth
dc.titleInvestment Styles and Monetary Policy Shocks: Evidence from Advanced and Emerging Economies
dc.typeDissertation
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