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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| Published in: | MAGKS - Joint Discussion Paper Series in Economics (Band 28-2019) |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
2019
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| Subjects: | |
| Online Access: | PDF Full Text |
| Tags: |
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Internet
PDF Full Text| Call Number: |
urn:nbn:de:hebis:04-es2024-06237 |
|---|---|
| Publication Date: |
2024-01-19 |
| Downloads: |
38 (2025), 50 (2024) |
| License: |
https://creativecommons.org/publicdomain/mark/1.0 |
| Access URL: |
https://archiv.ub.uni-marburg.de/es/2024/0623 https://doi.org/10.17192/es2024.0623 |