Monetary policy, stock market and sectoral comovement
Year of publication: |
2017
|
---|---|
Authors: | Guérin, Pierre ; Leiva León, Danilo |
Publisher: |
Banco de España / Madrid : Banco de España, 2017 |
Subject: | Bolsa de valores | Política monetaria | Regímenes markovianos | Modelo de factores | Análisis de redes | Stock market | Monetary policy | Markov-switching | Factor model | Network analysis | Macroeconomía y economía monetaria | Modelos de series temporales | Mercados de valores |
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