Estimating the immediate impact of monetary policy shocks on the exchange rate and other asset prices in Hungary
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More about this item
KeywordsMonetary transmission mechanism; Asset prices; Exchange rate; Yield curve; Stock market; Identification; Heteroskedasticity.;
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2006-01-24 (Central Banking)
- NEP-FMK-2006-01-24 (Financial Markets)
- NEP-IFN-2006-01-24 (International Finance)
- NEP-MAC-2006-01-24 (Macroeconomics)
- NEP-MON-2006-01-24 (Monetary Economics)
- NEP-TRA-2006-01-24 (Transition Economics)
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