On classifying the effects of policy announcements on volatility
Year of publication: |
dicembre 2020 ; Prima edizione
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Authors: | Gallo, Giampiero M. ; Lacava, Demetrio ; Otranto, Edoardo |
Publisher: |
Cagliari : Arkadia |
Subject: | Markov switching model | Unconventional monetary policies | Stock market volatility | Multiplicative Error Model | Smoothed Probabilities | Model–based clustering | Volatilität | Volatility | Geldpolitik | Monetary policy | Theorie | Theory | Börsenkurs | Share price | Markov-Kette | Markov chain | Aktienmarkt | Stock market | Ankündigungseffekt | Announcement effect | Schätzung | Estimation |
Extent: | 1 Online-Ressource (circa 25 Seiten) Illustrationen |
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Series: | Working papers. - Cagliari : CRENOS, ZDB-ID 3011972-8. - Vol. 2020, 08 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 978-88-6851-329-0 |
Source: | ECONIS - Online Catalogue of the ZBW |
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