The Impact of ECB’s Unconventional Monetary Policy on the German Stock Market Volatility
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DOI: 10.2478/zireb-2022-0022
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More about this item
Keywords
Unconventional Monetary Policy; ECB; GJR-GARCH; Markov-switching model; the shadow rate;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
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