Financial market illiquidity shocks and macroeconomic dynamics : evidence from the UK
Michael Ellington
| Year of publication: |
April 2018
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|---|---|
| Authors: | Ellington, Michael |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 89.2018, p. 225-236
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| Subject: | Stock market illiquidity | Time-varying parameter VAR | Macro-financial linkages | Sign restrictions | Schock | Shock | VAR-Modell | VAR model | Finanzmarkt | Financial market | Schätzung | Estimation | Aktienmarkt | Stock market | Großbritannien | United Kingdom | Theorie | Theory | Japan | Liquidität | Liquidity | Marktliquidität | Market liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2018.02.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011963120