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Reactions of stock market to monetary policy shocks during the global financial crisis: the Nigerian case
Aliyu, Shehu Usman Rano - Volkswirtschaftliche Fakultät, … - 2011
the GARCH by developed Engle and Bollerslev (1986) and EGARCH by Nelson (1991) methodologies, the paper empirically …
Persistent link: https://www.econbiz.de/10009404623
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European Central Bank and Federal Reserve USA: monetary policy effects on the returns volatility of the Italian Stock Market Index Mibtel
Francesco, Guidi - Volkswirtschaftliche Fakultät, … - 2008
EGARCH models, this work shows that expansive monetary policies may influence stock market indexes much more than restrictive …
Persistent link: https://www.econbiz.de/10005789602