Measuring the effects of unconventional policies on stock market volatility
Demetrio Lacava, Giampiero M. Gallo, Edoardo Otranto
| Year of publication: |
ottobre 2020 ; Prima edizione
|
|---|---|
| Authors: | Lacava, Demetrio ; Gallo, Giampiero M. ; Otranto, Edoardo |
| Publisher: |
Cagliari : Arkadia |
| Subject: | Unconventional monetary policy | Financial market | Realized Volatility | Multiplicative Error Model | Model Confidence Set | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | Geldpolitik | Monetary policy | Börsenkurs | Share price | Aktienmarkt | Stock market | Finanzmarkt | Wirkungsanalyse | Impact assessment | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model |
freely available
| Extent: | 1 Online-Ressource (circa 38 Seiten) Illustrationen |
|---|---|
| Series: | Working papers. - Cagliari : CRENOS, ZDB-ID 3011972-8. - Vol. 2020, 06 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| ISBN: | 978-88-6851-306-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012515678