Investigating the relationship between central bank transparency and stock market volatility in a nonparametric framework
Stephanos Papadamou, Moïse Sidiropoulos, Nickolaos Tzeremes
| Year of publication: |
2017
|
|---|---|
| Authors: | Papadamou, Stephanos ; Sidiropoulos, Moïse ; Tzeremes, Nickolaos |
| Published in: |
Credit and capital markets : Kredit und Kapital. - Berlin : Duncker & Humblot, ISSN 2199-1227, ZDB-ID 2719821-2. - Vol. 50.2017, 1, p. 63-83
|
| Subject: | Local linear estimators | nonparametric regression | central bank | transparency | Zentralbank | Central bank | Nichtparametrisches Verfahren | Nonparametric statistics | Geldpolitik | Monetary policy | Volatilität | Volatility | Schätztheorie | Estimation theory | Politische Kommunikation | Political communication | Ankündigungseffekt | Announcement effect | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in deutscher Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011944024