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~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Herwartz, Helmut"
~subject:"Volatilität"
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Herwartz, Helmut
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Journal of international financial markets, institutions & money
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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Applied quantitative finance
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Asset prices, financial amplification and monetary policy : structural evidence from an identified multivariate GARCH model
Herwartz, Helmut
;
Roestel, Jan
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013357315
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