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...

Full description

Saved in:
Bibliographic Details
Published in:MAGKS - Joint Discussion Paper Series in Economics (Band 28-2019)
Main Author: Schmidth, Jörg
Format: Article
Language:English
Published: 2019
Subjects:
Online Access:PDF Full Text
Tags: Add Tag
No Tags, Be the first to tag this record!
MAGKS - Joint Discussion Paper Series in Economics