Stock returns and monetary policy : are there any ties?
Hafedh Bouakez; Badye Essid; Michel Normandin
| Year of publication: |
2013
|
|---|---|
| Authors: | Bouakez, Hafedh ; Essid, Badye ; Normandin, Michel |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 36.2013, p. 33-50
|
| Subject: | Conditional heteroskedasticity | Identification | Monetary policy | Stock return | Structural vector autoregression | Geldpolitik | VAR-Modell | VAR model | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schock | Shock | Konjunktur | Business cycle | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009751147