Monetary policy and stock valuation: Structural VAR identification and size effects
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Other versions of this item:
- Alexandros Kontonikas & Zivile Zekaite, 2018. "Monetary policy and stock valuation: structural VAR identification and size effects," Quantitative Finance, Taylor & Francis Journals, vol. 18(5), pages 837-848, May.
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Cited by:
- Dohyun CHUN & Hoon CHO & Doojin RYU, 2018. "Macroeconomic Structural Changes in a Leading Emerging Market: The Effects of the Asian Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 22-42, December.
- Chauvet, Marcelle & Jiang, Cheng, 2023. "Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S," Global Finance Journal, Elsevier, vol. 55(C).
- Jae Young Jang & Min Jae Park, 2019. "A Study on Global Investors’ Criteria for Investment in the Local Currency Bond Markets Using AHP Methods: The Case of the Republic of Korea," Risks, MDPI, vol. 7(4), pages 1-20, October.
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Keywords
Monetary policy; Stock market; Size effect; SVAR;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MON-2017-11-12 (Monetary Economics)
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