Monetary policy and stock valuation : structural VAR identification and size effects
Year of publication: |
May 2018
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Authors: | Kontonikas, Alexandros ; Zekaite, Zivile |
Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 5, p. 837-848
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Subject: | Monetary policy | Stock market | Size effect | SVAR | Geldpolitik | VAR-Modell | VAR model | Aktienmarkt | Börsenkurs | Share price | Schock | Shock | Betriebsgröße | Firm size | Kapitaleinkommen | Capital income | Wirkungsanalyse | Impact assessment |
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