Do monetary policy shocks have asymmetric effects on stock market?
Victor Song, Libo Xu
| Year of publication: |
2023
|
|---|---|
| Authors: | Song, Victor ; Xu, Libo |
| Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 1573-708X, ZDB-ID 1478937-1. - Vol. 34.2023, 5, p. 1063-1078
|
| Subject: | Monetary policy | Stock price | VAR | GARCH | Schätzung | Estimation | Geldpolitik | Aktienmarkt | Stock market | Schock | Shock | Börsenkurs | Share price | VAR-Modell | VAR model | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11079-022-09710-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014443824