Interdependence between monetary policy and stock liquidity : a panel VAR approach
Year of publication: |
November 2018
|
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Authors: | Debata, Byomakesh ; Mahakud, Jitendra |
Published in: |
Margin: the journal of applied economic research. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0025-2921, ZDB-ID 2442149-2. - Vol. 12.2018, 4, p. 387-413
|
Subject: | Order-driven Emerging stock market | Monetary policy | Stock liquidity | Vector Autoregressive (VAR) model | Granger causality | Impulse response function | Variance decomposition | Geldpolitik | VAR-Modell | VAR model | Aktienmarkt | Stock market | Kausalanalyse | Causality analysis | Schätzung | Estimation | Börsenkurs | Share price | Schock | Shock | Liquidität | Liquidity |
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