Investigating the relationship between central bank transparency and stock market volatility in a nonparametric framework
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 |
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