Causal relationship between monetary policy and the stock market : a bootstrap rolling window approach
Year of publication: |
December 2017
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Authors: | Khan, Khalid ; Qingyang, Wang ; Khurshid, Adnan |
Published in: |
Financial markets, institutions and risks : FMIR. - Hamburg, Germany : Academic Research and Publishing UG (AR&P), ISSN 2521-1242, ZDB-ID 2911873-6. - Vol. 1.2017, 4, p. 5-15
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Subject: | Monetary policy | stock market | Rolling Window | Bootstrap | Time-Varying Causality | Geldpolitik | Kausalanalyse | Causality analysis | Aktienmarkt | Stock market | Bootstrap-Verfahren | Bootstrap approach | Börsenkurs | Share price | VAR-Modell | VAR model | Kapitaleinkommen | Capital income |
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