Asset prices and expected monetary policy : evidence from daily data
Year of publication: |
2014
|
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Authors: | Ivrendi, Mehmet ; Pearce, Douglas Kenneth |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 7/9, p. 985-995
|
Subject: | monetary policy | financial markets | macroeconomy | SVAR | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Wirkungsanalyse | Impact assessment | Schock | Shock | Finanzmarkt | Financial market | Erwartungsbildung | Expectation formation | Börsenkurs | Share price | Geldpolitische Transmission | Monetary transmission | Schätzung | Estimation |
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