Do monetary policy shocks have asymmetric effects on stock market?

DOI10.1007/S11079-022-09710-5zbMATH Open1537.9118MaRDI QIDQ6547490FDOQ6547490

Authors: Victor Song, Libo Xu 

Publication date: 30 May 2024

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

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zbMATH Keywords

GARCHVARstock pricemonetary policy

Mathematics Subject Classification ID

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

Cites Work

• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Measuring The Reaction of Monetary Policy to the Stock Market
• Structural vector autoregressive analysis
• Impulse response analysis in nonlinear multivariate models
• 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?
• Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited

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