Financial and non-financial global stock market volatility shocks
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Other versions of this item:
- Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2018. "Financial and non-financial global stock market volatility shocks," CAMA Working Papers 2018-58, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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Keywordsglobal; stock market volatility shocks; monetary policy; FAVAR;
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E66 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General Outlook and Conditions
- F62 - International Economics - - Economic Impacts of Globalization - - - Macroeconomic Impacts
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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