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  • Search: subject:"Shadow short rate uncertainty"
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Year of publication
Subject
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Aktienmarkt 1 Börsenkurs 1 Estimation 1 Forecasting 1 Forecasting model 1 Geldpolitik 1 Markov chain 1 Markov-Kette 1 Markov-switching multifractal model (MSM) 1 Monetary policy 1 Prognoseverfahren 1 Risiko 1 Risk 1 Schätzung 1 Shadow short rate uncertainty 1 Share price 1 Stock market 1 Stock market volatility 1 Theorie 1 Theory 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Gupta, Rangan 1 Liu, Ruipeng 1
Published in...
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Department of Economics working paper series 1
Source
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ECONIS (ZBW) 1
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Conventional and unconventional monetary policy rate uncertainty and stock market volatility : a forecasting perspective
Liu, Ruipeng; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012665261
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