Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels
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DOI: 10.1016/j.qref.2024.101890
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More about this item
Keywords
Shadow interest rates; Monetary policies; Stock returns; Nonstationary heterogeneous panels;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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