The impact of monetary policy on stock market performance : evidence from twelve (12) African countries
Year of publication: |
December 2017
|
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Authors: | Suhaibu, Iddrisu ; Harvey, Simon K. ; Amidu, Mohammed |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 42.2017, p. 1372-1382
|
Subject: | Monetary policy | Stock market | Endogeneity | Panel VAR | Impulse response functions (IRF) | Forecast error variance decomposition (FEVD) | Geldpolitik | VAR-Modell | VAR model | Aktienmarkt | Schätzung | Estimation | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Dekompositionsverfahren | Decomposition method | Kapitaleinkommen | Capital income |
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