Risk, Asset Pricing and Monetary Policy transmission in Europe: Evidence from a Threshold-VAR approach
This paper investigates in how far monetary policy shocks impact Euro- pean asset markets, conditional on different risk states. It focuses on four different asset classes: equity of industrial firms, equity of banks, high-grade corporate bonds, and high-yielding corporate bonds. We distinguish betw...
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| Veröffentlicht in: | MAGKS - Joint Discussion Paper Series in Economics (Band 28-2019) |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | Englisch |
| Veröffentlicht: |
2019
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| Schlagworte: | |
| Online-Zugang: | PDF-Volltext |
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