Discussion of 'Stock Market Volatility and Monetary Policy: What the Historical Record Shows'
In: Asset Prices and Monetary Policy
No abstract is available for this item.
|This chapter was published in: Anthony Richards & Tim Robinson (ed.) Asset Prices and Monetary Policy, Reserve Bank of Australia, pages , 2003.|
|This item is provided by Reserve Bank of Australia in its series RBA Annual Conference Volume with number acv2003-08.|
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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Nelson, Daniel B, 1991. "Conditional Heteroskedasticity in Asset Returns: A New Approach," Econometrica, Econometric Society, vol. 59(2), pages 347-370, March.
- 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.
- Lawrence R. Glosten & Ravi Jagannathan & David E. Runkle, 1993. "On the relation between the expected value and the volatility of the nominal excess return on stocks," Staff Report 157, Federal Reserve Bank of Minneapolis.
- 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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