Asset prices, financial amplification and monetary policy : structural evidence from an identified multivariate GARCH model
Helmut Herwartz, Jan Roestel
| Year of publication: |
2022
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|---|---|
| Authors: | Herwartz, Helmut ; Roestel, Jan |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 78.2022, p. 1-20
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| Subject: | Contagion | Financial crisis | Monetary policy | Narrative identification | Volatility models | Geldpolitik | Volatilität | Volatility | Finanzkrise | Finanzmarkt | Financial market | ARCH-Modell | ARCH model | Schock | Shock | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2022.101568 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013357315