Effects of monetary policy news on financial assets : evidence from Brazil on a bivariate VAR-GARCH model (2006-17)
Tarciso Gouveia da Silva, Osmani Teixeira de Carvalho Guillén, George Augusto Noronha Morcerf, Andre de Melo Modenesi
| Year of publication: |
2022
|
|---|---|
| Authors: | Silva, Tarciso Gouveia da ; Guillén, Osmani Teixeira de Carvalho ; Morcerf, George Augusto Noronhas ; Modenesi, André de Melo |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 52.2022, p. 1-19
|
| Subject: | Bivariate VAR-GARCH | Brazil | News | Brasilien | Geldpolitik | Monetary policy | Ankündigungseffekt | Announcement effect | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2022.100916 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013419058