Risk aversion, uncertainty, and monetary policy : structural vector autoregressions identified with high-frequency external instruments
Woon Wook Jang
| Year of publication: |
2020
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|---|---|
| Authors: | Jang, Woon Wook |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 186.2020, p. 1-5
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| Subject: | Risk aversion | Uncertainty | Monetary policy | Structural vector autoregression | High-frequency data | VAR-Modell | VAR model | Geldpolitik | Risikoaversion | Risiko | Risk | Theorie | Theory | Schock | Shock | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2019.108675 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012504117