Stock market uncertainty and interest rate behaviour : a panel GARCH approach
Harold Glenn A. Valera, Mark J. Holmes and Gazi Hassan
| Year of publication: |
July 2017
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| Authors: | Valera, Harold Glenn A. ; Holmes, Mark J. ; Hassan, Gazi M. |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 24.2017, 10/12, p. 732-735
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| Subject: | monetary policy rules | stock market uncertainty | GARCH | panel data | Geldpolitik | Monetary policy | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Schätzung | Estimation | Volatilität | Volatility | Panel | Panel study | Zins | Interest rate | Risiko | Risk | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2016.1223817 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011714175