Structural Vector Autoregressions With Smooth Transition in Variances: The Interaction Between U.S. Monetary Policy and the Stock Market

SSRN Electronic Journal
doi 10.2139/ssrn.2456126
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy