* 1 Result enter search term Search Reset filter Suchfilter Content Type Publications (1) Publicationtype Journal Article (1) Units Integration, Institutions, and Development (1) Poverty Reduction, Equity, and Development (1) Experts A. Belke (1) Joscha Beckmann (1) Date Last Month Last Year Select Period start date to end date Sort by Relevance Date Aktive Filter Tags: CVAR Remove all filters Journal Article Monetary Policy and Stock Prices – Cross-Country Evidence from Cointegrated VAR Models 01.05.2015 This contribution applies the Cointegrated Vector-Autoregressive (CVAR) model to analyze the long-run relationships and short-run dynamics between stock markets and monetary policy across five developed and three emerging economies. Our main aim is...
Journal Article Monetary Policy and Stock Prices – Cross-Country Evidence from Cointegrated VAR Models 01.05.2015 This contribution applies the Cointegrated Vector-Autoregressive (CVAR) model to analyze the long-run relationships and short-run dynamics between stock markets and monetary policy across five developed and three emerging economies. Our main aim is...