Narrow search
Showing 1 - 2 of 2
Cover Image
Impact of Monetary Policy on the Volatility of Stock Market in Pakistan
Qayyum, Abdul; Anwar, Saba - Volkswirtschaftliche Fakultät, … - 2011
technique employed includes Engle Granger two step procedure and the bivariate EGARCH method. The results indicate that any …
Persistent link: https://www.econbiz.de/10009644158
Cover Image
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