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person:"Montagnoli, Alberto"
~isPartOf:"Documentos de trabajo Banco Central de Chile"
~isPartOf:"KOF working papers"
~person:"Müller, Gernot J."
~type_genre:"Arbeitspapier"
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Montagnoli, Alberto
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Cox, Lydia
;
Müller, Gernot J.
;
Pasten, Ernesto
; …
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2020
Persistent link: https://www.econbiz.de/10012249527
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Assessing the impact of the ECB's monetary policy on the stock markets : a sectoral view
Cholodilin, Konstantin Arkadʹevič
;
Montagnoli, Alberto
; …
-
2008
This paper analyzes the response of the European stock markets to the monetary policy shocks by the European Central Bank using the heteroskedasticity based approach of Rigobon (2003). We find that monetary policy tightening has a heterogeneous impact on the Euro Area sectors on the day the...
Persistent link: https://www.econbiz.de/10003908504
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