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...
Saved in:
Published in: | MAGKS - Joint Discussion Paper Series in Economics (Band 28-2019) |
---|---|
Main Author: | |
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