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
ISSN
2225-1146
notes
Bibliogr.: 34 ref
Open Access
Open Access
scientific publication
teaduspublikatsioon
language
inglise
subject term
subject of location
keyword
cointegrated vector autoregression
heteroscedasticity
Markov-switching model
Monetary policy analysis
category (general)
TTÜ department
Lütkepohl, H., Netšunajev, A. The relation between monetary policy and the stock market in Europe // Econometric (2018) vol. 6, 3, art. 36.