Do monetary policy shocks have asymmetric effects on stock market?

DOI10.1007/S11079-022-09710-5MaRDI QIDQ6547490zbMATH OpenFDO

Authors Victor Song, Libo Xu

Publication date 30 May 2024

Published in Open Economies Review (Search for Journal in Brave)

zbMATH Keywords

GARCHVARstock pricemonetary policy

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Financial markets (91G15)

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Cites work

• Are the responses of the U.S. economy asymmetric in energy price increases and decreases?
• Are the responses of the U.S. economy asymmetric to positive and negative money supply shocks?
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Impulse response analysis in nonlinear multivariate models
• Measuring The Reaction of Monetary Policy to the Stock Market
• Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited
• Structural vector autoregressive analysis

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