Asset price volatility in EU-6 economies : how large is the role played by the ECB?
Year of publication: |
[2018]
|
---|---|
Authors: | Ciarlone, Alessio ; Colabella, Andrea |
Publisher: |
[Rom] : Banca d'Italia Eurosistema |
Subject: | unconventional monetary policy | ECB | Central and Eastern Europe | international spillovers | asset prices | volatility | GARCH models | Volatilität | Volatility | Geldpolitik | Monetary policy | Börsenkurs | Share price | Eurozone | Euro area | Osteuropa | Eastern Europe | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | EU-Staaten | EU countries |
-
Janus, Jakub, (2020)
-
Halova, Klara, (2015)
-
The impact of ECB’s unconventional monetary policy on the German Stock Market volatility
Alipanah, Sabri, (2022)
- More ...
-
ECB'S non‐standard monetary policy and asset price volatility : Evidence from EU‐6 economies
Ciarlone, Alessio, (2020)
-
Spillovers of the ECB's Non-Standard Monetary Policy into CESEE Economies
Ciarlone, Alessio, (2017)
-
Asset Price Volatility in EU-6 Economies : How Large is the Role Played by the ECB?
Ciarlone, Alessio, (2018)
- More ...