Nonlinearity in stock returns : do risk aversion, investor sentiment and, monetary policy shocks matter?
Meriam Dahmene, Adel Boughrara, Skander Slim
| Year of publication: |
2021
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|---|---|
| Authors: | Dahmene, Meriam ; Boughrara, Adel ; Slim, Skander |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 71.2021, p. 676-699
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| Subject: | Monetary shocks | Nonlinearity | Risk aversion | Sentiment changes | Smooth | Transition model | Schock | Shock | Geldpolitik | Monetary policy | Risikoaversion | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Anlageverhalten | Behavioural finance | Volatilität | Volatility | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2020.10.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012628018