Monetary shocks, equity returns and volatility : a firm-level panel data analysis
H. Arthur Luo, Jen-Chi Cheng and Chu-Ping C. Vijverberg
| Year of publication: |
2016
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|---|---|
| Authors: | Luo, H. Arthur ; Cheng, Jen-chi ; Vijverberg, Chu-ping C. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 4/6, p. 261-275
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| Subject: | Monetary shock | firm characteristics | Taylor rule | Markov switching | GARCH | financial accelerator model | Schock | Shock | Volatilität | Volatility | Taylor-Regel | Geldpolitik | Monetary policy | Schätzung | Estimation | Geldpolitische Transmission | Monetary transmission | ARCH-Modell | ARCH model | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Panel | Panel study |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2015.1078443 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011412709