Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Oguzhan Cepni, Rangan Gupta
| Year of publication: |
2021
|
|---|---|
| Authors: | Cepni, Oguzhan ; Gupta, Rangan |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 58.2021, p. 1-17
|
| Subject: | External instruments | Investor sentiment | Monetary policy surprises | Time-varying parameter VAR model | USA | United States | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Schock | Shock | Kapitaleinkommen | Capital income | Schätzung | Estimation | Anlageverhalten | Behavioural finance | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101550 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013188349