Stock and Bond Market Sensitivities to Monetary Variables
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References listed on IDEAS
- Beyer, Andreas & Doornik, Jurgen A & Hendry, David F, 2001.
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More about this item
KeywordsMonetary policy shocks; dynamic Gordon model; return decomposition; betas;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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