The relation between monetary policy and the stock market in Europe
Year of publication: |
2018
|
---|---|
Authors: | Lütkepohl, Helmut ; Netšunajev, Aleksei |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 6.2018, 3, p. 1-14
|
Publisher: |
Basel : MDPI |
Subject: | cointegrated vector autoregression | heteroscedasticity | Markov-switching model | monetary policy analysis |
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