Spillover effects of monetary policy and information shocks
Year of publication: |
2024
|
---|---|
Authors: | Hou, Ai Jun ; Khrashchevskyi, Ian ; Suardi, Sandy ; Xu, Caihong |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 62.2024, 1, Art.-No. 105071, p. 1-8
|
Subject: | Information shock spillover | Interest rates comovement | Monetary policy shock spillover | Geldpolitik | Monetary policy | Spillover-Effekt | Spillover effect | Schock | Shock | Zins | Interest rate | Theorie | Theory | VAR-Modell | VAR model |
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