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My bibliography Save this paperRisk, Asset Pricing and Monetary Policy Transmission in Europe: Evidence from a Threshold-VAR approach
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More about this item
Keywords
state-dependency; asset pricing; monetary policy;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2019-12-09 (Central Banking)
- NEP-EEC-2019-12-09 (European Economics)
- NEP-MAC-2019-12-09 (Macroeconomics)
- NEP-MON-2019-12-09 (Monetary Economics)
- NEP-ORE-2019-12-09 (Operations Research)
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