Illiquidity premium and monetary conditions in emerging markets : an empirical examination of Taiwan stock markets
Year of publication: |
2020
|
---|---|
Authors: | Chen, Chia-Cheng ; Tai, Chia-Li ; Liu, Yi-Sheng |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 10.2020, 1, p. 109-117
|
Subject: | Illiquidity | illiquidity premium | monetary policy | asset pricing | Granger’s causality tests | Geldpolitik | Monetary policy | Taiwan | Liquidität | Liquidity | Aktienmarkt | Stock market | Kausalanalyse | Causality analysis | Risikoprämie | Risk premium | Schätzung | Estimation | Schwellenländer | Emerging economies | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Marktliquidität | Market liquidity |
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