Showing 1 - 10 of 68
Persistent link: https://www.econbiz.de/10001027653
Persistent link: https://www.econbiz.de/10001235115
Persistent link: https://www.econbiz.de/10001185321
Persistent link: https://www.econbiz.de/10000607459
Persistent link: https://www.econbiz.de/10011504644
Persistent link: https://www.econbiz.de/10013446977
Persistent link: https://www.econbiz.de/10001348832
This paper investigates whether changes in the monetary transmission mechanism as captured by the interest rate respond to variations in asset returns. We distinguish between low-volatility (bull) and high-volatility (bear) markets and employ a TVP-VAR approach with stochastic volatility to...
Persistent link: https://www.econbiz.de/10011204523
This paper investigates whether changes in the monetary transmission mechanism as captured by the interest rate respond to variations in asset returns. We distinguish between low-volatility (bull) and high-volatility (bear) markets and employ a TVP-VAR approach with stochastic volatility to...
Persistent link: https://www.econbiz.de/10010888384
This paper investigates whether changes in monetary transmission mechanism respond to variations in asset prices. We distinguish between bull and bear markets and employ a TVP- VAR approach with stochastic volatility to assess the evolution of the monetary policy in relation to housing and stock...
Persistent link: https://www.econbiz.de/10010891043