's effect on fundamentals. The estimation results from a bivariate VAR-GARCH model suggest that the Fed does not respond to the …In this paper, we investigate the dynamic response of stock market volatility to changes in monetary policy. Using a … vector autoregressive model, our findings reveal a significant and asymmetric response of stock returns and volatility to …

correlations between monetary policy, economic growth, inflation and asset price volatility, explores the creation of financial … for China, the book uses the GARCH mean value model and MGARCH-BEKK model to create a pressure index and provide a three …