The relation between monetary policy and the stock market in Europe
statement of authorship
Helmut Lütkepohl and Aleksei Netšunajev
source
Econometric
publisher
journal volume number month
vol. 6, 3
year of publication
pages
art. 36
subject term
subject of location
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
category (general)
kvartiil
TTÜ department
language
inglise
Lütkepohl, H., Netšunajev, A. The relation between monetary policy and the stock market in Europe // Econometric (2018) vol. 6, 3, art. 36.