Conventional and unconventional monetary policy rate uncertainty and stock market volatility : a forecasting perspective

Ruipeng Liu (Deakin University), Rangan Gupta (University of Pretoria)

Year of publication:	[2021]
Authors:	Liu, Ruipeng ; Gupta, Rangan
Publisher:	Pretoria, South Africa : Department of Economics, University of Pretoria
Subject:	Shadow short rate uncertainty \| Stock market volatility \| Markov-switching multifractal model (MSM) \| Forecasting \| Volatilität \| Volatility \| Prognoseverfahren \| Forecasting model \| Geldpolitik \| Monetary policy \| Börsenkurs \| Share price \| Markov-Kette \| Markov chain \| Theorie \| Theory \| Aktienmarkt \| Stock market \| Risiko \| Risk \| Schätzung \| Estimation \| Zeitreihenanalyse \| Time series analysis

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