Macroeconomic shocks and stock market returns : the case of Korea
Year of publication: |
February 2018
|
---|---|
Authors: | Yang, Eunsun ; Kim, Sŏng-hyŏn ; Kim, Maria H. ; Ryu, Doojin |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 7, p. 757-773
|
Subject: | Long-run restriction | macro shock | monetary policy | stock market | structural VAR | Schock | Shock | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Südkorea | South Korea | Börsenkurs | Share price | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Wirkungsanalyse | Impact assessment |
-
Suhaibu, Iddrisu, (2017)
-
Stock market response to monetary and fiscal policy shocks : multi-country evidence
Chatziantoniou, Ioannis, (2013)
-
Stock market evidence on the international transmission channels of US monetary policy surprises
Maurer, Tim D., (2020)
- More ...
-
Ryu, Doowon, (2019)
-
Effects of intraday weather changes on asset returns and volatilities
Shim, Hyein, (2017)
-
Information asymmetry and investor trading behavior around bond rating change announcements
Yang, Heejin, (2017)
- More ...