Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Vasilios Plakandaras, Rangan Gupta, Mehmet Balcilar, Qiang Ji
| Year of publication: |
2022
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|---|---|
| Authors: | Plakandaras, Vasilios ; Gupta, Rangan ; Balcilar, Mehmet ; Ji, Qiang |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 60.2022, p. 1-21
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| Subject: | Causality-in-quantiles test | Monetary policies | SHVAR model | Stock market volatility | Structural breaks | Schätzung | Estimation | Geldpolitik | Monetary policy | USA | United States | Volatilität | Volatility | Aktienmarkt | Stock market | Börsenkurs | Share price | Strukturbruch | Structural break | Wirkungsanalyse | Impact assessment | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101666 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013449139