Interdependence between monetary policy and stock liquidity : a panel VAR approach
Byomakesh Debata, Jitendra Mahakud
| Year of publication: |
November 2018
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|---|---|
| Authors: | Debata, Byomakesh ; Mahakud, Jitendra |
| Published in: |
Margin: the journal of applied economic research. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0025-2921, ZDB-ID 2442149-2. - Vol. 12.2018, 4, p. 387-413
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| Subject: | Order-driven Emerging stock market | Monetary policy | Stock liquidity | Vector Autoregressive (VAR) model | Granger causality | Impulse response function | Variance decomposition | Geldpolitik | VAR-Modell | VAR model | Aktienmarkt | Stock market | Schock | Shock | Kausalanalyse | Causality analysis | Theorie | Theory | Liquidität | Liquidity | Schwellenländer | Emerging economies | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0973801018786270 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011956511