The impact of ECB’s unconventional monetary policy on the German Stock Market volatility
Year of publication: |
2022
|
---|---|
Authors: | Alipanah, Sabri ; Kiss, Gábor Dávid |
Published in: |
Zagreb international review of economics & business. - Zagreb, ISSN 1331-5609, ZDB-ID 2095154-1. - Vol. 25.2022, S1, p. 17-29
|
Subject: | Unconventional Monetary Policy | ECB | GJR-GARCH | Markov-switching model | the shadow rate | Schätzung | Estimation | Geldpolitik | Monetary policy | Eurozone | Euro area | Börsenkurs | Share price | EU-Staaten | EU countries | Deutschland | Germany | Volatilität | Volatility | Aktienmarkt | Stock market | Wirkungsanalyse | Impact assessment | Markov-Kette | Markov chain |
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