Nonlinear effects of monetary policy on stock returns in a smooth transition autoregressive model
Year of publication: |
2011
|
---|---|
Authors: | Hsu, Kuang-Chung ; Chiang, Hui-Chu |
Published in: |
The Quarterly Review of Economics and Finance. - Elsevier, ISSN 1062-9769. - Vol. 51.2011, 4, p. 339-349
|
Publisher: |
Elsevier |
Subject: | Monetary policy | Stock returns | STAR model |
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