Dissecting long-run and short-run causalities between monetary policy and stock prices
Year of publication: |
October 2018
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Authors: | Belke, Ansgar ; Wiedmann, Marcel |
Published in: |
International economics and economic policy : IEEP. - Berlin : Springer, ISSN 1612-4804, ZDB-ID 2141405-1. - Vol. 15.2018, 4, p. 761-786
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Subject: | Asset prices | CVAR | Central banks | Monetary policy | VECM | Geldpolitik | Börsenkurs | Share price | Kointegration | Cointegration | Schock | Shock | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Schätzung | Estimation |
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