The relation between monetary policy and the stock market in Europe
author
Lütkepohl, Helmut
Netšunajev, Aleksei
statement of authorship
Helmut Lütkepohl and Aleksei Netšunajev
source
Econometric
publisher
MDPI
journal volume number month
vol. 6, 3
year of publication
2018
pages
art. 36
url
https://doi.org/10.3390/econometrics6030036
subject term
rahaturg
aktsiaturg
juhuslikud suurused
rahapoliitika
subject of location
Euroopa
keyword
cointegrated vector autoregression
heteroscedasticity
Markov-switching model
Monetary policy analysis
ISSN
2225-1146
notes
Bibliogr.: 34 ref
Open Access
Open Access
scientific publication
teaduspublikatsioon
classifier
1.1
Scopus
https://www.scopus.com/sourceid/21100886393
https://www.scopus.com/record/display.uri?eid=2-s2.0-85056758092&origin=inward&txGid=bc7b485e77496c8d23427304d584cc6f
category (general)
Economics, econometrics and finance
Majandus, ökonomeetria ja rahandus
category (sub)
Economics, econometrics and finance. Economics and econometrics
Majandus, ökonomeetria ja rahandus. Majandus ja ökonomeetria
quartile
Q3
TalTech department
majandusanalüüsi ja rahanduse instituut
language
inglise