Monetary policy and stock prices : cross-country evidence from cointegrated VAR models
Year of publication: |
2015
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Authors: | Belke, Ansgar ; Beckmann, Joscha |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 54.2015, p. 254-265
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Subject: | Asset prices | Cointegrated VAR Model | Central banks | Monetary policy | Vector error correction model | Schätzung | Estimation | Geldpolitik | Kointegration | Cointegration | VAR-Modell | VAR model | Börsenkurs | Share price | Schock | Shock | Theorie | Theory |
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