The impact of monetary policy surprises on asset return volatility: the case of Germany
| Year of publication: |
2009
|
|---|---|
| Authors: | Konrad, Ernst |
| Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 23.2009, 2, p. 111-135
|
| Publisher: |
Springer |
| Subject: | Monetary policy surprises | Asset return volatility | GARCH-M |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10004999719