Monetary policy shocks and the high-frequency network connectedness of stock markets
Year of publication: |
2024
|
---|---|
Authors: | Anghel, Dan Gabriel ; Caraiani, Petre |
Subject: | Event studies | Financial markets | Financial networks | Monetary policy shocks | Geldpolitik | Monetary policy | Schock | Shock | Finanzmarkt | Financial market | Aktienmarkt | Stock market | VAR-Modell | VAR model | Ankündigungseffekt | Announcement effect | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price |
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