Asset Price Momentum and Monetary Policy : Time Varying Parameter Estimation of Taylor Rules
Year of publication: |
2013
|
---|---|
Authors: | Bhar, Ramaprasad |
Other Persons: | Malliaris, A. (Tassos) G. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Geldpolitik | Monetary policy | Taylor-Regel | Taylor rule | Schätzung | Estimation | Börsenkurs | Share price | Theorie | Theory | Kapitaleinkommen | Capital income | Momentenmethode | Method of moments |
Extent: | 1 Online-Ressource (19 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 17, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2348371 [DOI] |
Classification: | C22 - Time-Series Models ; E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Asset Price Momentum and Monetary Policy : Time Varying Parameter Estimation of Taylor Rules
Bhar, Ramaprasad, (2016)
-
Stock Return Predictability with Taylor Rule Fundamentals
Jiang, Lei, (2015)
-
Parameter estimation and forecasting for multiplicative lognormal cascades
Leövey, Andrés E., (2011)
- More ...
-
Bhar, Ramaprasad, (2015)
-
Computational Issues in the Stochastic Discount Factor Framework for Equity Risk Premium
Bhar, Ramaprasad, (2013)
-
Oil Prices and the Impact of the Financial Crisis of 2007-2009
Malliaris, A. (Tassos) G., (2011)
- More ...