The long-run effects of the Fed's monetary policy on the dynamics among major asset classes
Year of publication: |
2016
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Authors: | Miao, Jia |
Published in: |
International journal of management and economics. - Warsaw : De Gruyter Poland, ISSN 2543-5361, ZDB-ID 2824518-0. - Vol. 51.2016, 1, p. 9-19
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Subject: | monetary policy | cointegration and error correction models | portfolio management | Geldpolitik | Monetary policy | Portfolio-Management | Portfolio selection | Theorie | Theory | Kointegration | Cointegration |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1515/ijme-2016-0016 [DOI] hdl:10419/309615 [Handle] |
Classification: | E44 - Financial Markets and the Macroeconomy ; E51 - Money Supply; Credit; Money Multipliers ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; E58 - Central Banks and Their Policies |
Source: | ECONIS - Online Catalogue of the ZBW |
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