Financial Market Segmentation, Stock Market Volatility and the Role of Monetary Policy
Year of publication: |
2013
|
---|---|
Authors: | Zervou, Anastasia S. |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Geldpolitik | Monetary policy | Volatilität | Volatility | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Marktsegmentierung | Market segmentation | ARCH-Modell | ARCH model | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (43 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 28, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1983660 [DOI] |
Classification: | E44 - Financial Markets and the Macroeconomy ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The response of stock market volatility to futures-based measures of monetary policy shocks
Gospodinov, Nikolaj, (2014)
-
Al Rababa'a, Abdel Razzaq, (2018)
-
Covariance Forecasting in Equity Markets
Symitsi, Efthymia, (2018)
- More ...
-
Financial market segmentation, stock market volatility and the role of monetary policy
Zervou, Anastasia S., (2013)
-
Jansen, Dennis W., (2015)
-
Monetary Policy Rules and the Equity Premium
Zervou, Anastasia S., (2015)
- More ...