Asset prices, financial amplification and monetary policy : structural evidence from an identified multivariate GARCH model
Year of publication: |
2022
|
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Authors: | Herwartz, Helmut ; Roestel, Jan |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 78.2022, p. 1-20
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Subject: | Contagion | Financial crisis | Monetary policy | Narrative identification | Volatility models | Geldpolitik | Volatilität | Volatility | Finanzkrise | Finanzmarkt | Financial market | ARCH-Modell | ARCH model | Schock | Shock | Börsenkurs | Share price |
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