Dynamic Responses of the Economy to Monetary Shocks in the United Kingdom
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- Bahram Adrangi & Arjun Chatrath & Joseph Macri & Kambiz Raffiee, 2019. "Dynamic Responses of Major Equity Markets to the US Fear Index," JRFM, MDPI, vol. 12(4), pages 1-23, September.
- Bahram Adrangi & Arjun Chatrath, 2022. "Dynamic Responses of Major Pacific Rim Emerging Equity Markets to the US Crude Oil Fear Index (OVX)," Bulletin of Applied Economics, Risk Market Journals, vol. 9(1), pages 51-84.
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Keywords
Monetary shocks; Bank rate; Structural VAR; UK economy; Impulse responses;All these keywords.
JEL classification:
- E00 - Macroeconomics and Monetary Economics - - General - - - General
- E10 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - General
- E19 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Other
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