Causal relationship between monetary policy and the stock market : a bootstrap rolling window approach

Khalid Khan,, Wang Qingyang, Adnan Khurshid

Year of publication:	December 2017
Authors:	Khan, Khalid ; Qingyang, Wang ; Khurshid, Adnan
Published in:	Financial markets, institutions and risks : FMIR. - Hamburg, Germany : Academic Research and Publishing UG (AR&P), ISSN 2521-1242, ZDB-ID 2911873-6. - Vol. 1.2017, 4, p. 5-15
Subject:	Monetary policy \| stock market \| Rolling Window \| Bootstrap \| Time-Varying Causality \| Geldpolitik \| Aktienmarkt \| Stock market \| Kausalanalyse \| Causality analysis \| Bootstrap-Verfahren \| Bootstrap approach \| Börsenkurs \| Share price

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