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Discussion of 'Stock Market Volatility and Monetary Policy: What the Historical Record Shows'

In: Asset Prices and Monetary Policy

Author

Listed:
  • Robert McCauley

    (Bank for International Settlements)

Abstract

No abstract is available for this item.

Suggested Citation

  • Robert McCauley, 2003. "Discussion of 'Stock Market Volatility and Monetary Policy: What the Historical Record Shows'," RBA Annual Conference Volume,in: Anthony Richards & Tim Robinson (ed.), Asset Prices and Monetary Policy Reserve Bank of Australia.
  • Handle: RePEc:rba:rbaacv:acv2003-08
    as

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    File URL: http://www.rba.gov.au/publications/confs/2003/pdf/eichengreen-tong-disc.pdf
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    References listed on IDEAS

    as
    1. Nelson, Daniel B, 1991. "Conditional Heteroskedasticity in Asset Returns: A New Approach," Econometrica, Econometric Society, vol. 59(2), pages 347-370, March.
    2. Glosten, Lawrence R & Jagannathan, Ravi & Runkle, David E, 1993. " On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks," Journal of Finance, American Finance Association, vol. 48(5), pages 1779-1801, December.
    3. Christopher Kent & Philip Lowe, 1997. "Asset-price Bubbles and Monetary Policy," RBA Research Discussion Papers rdp9709, Reserve Bank of Australia.
    Full references (including those not matched with items on IDEAS)

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