The impact of monetary policy on asset prices

Journal of Monetary Economics

Volumn 51, Issue 8, 2004, Pages 1553-1575

  Rigobon, Roberto ^a,b   Sack, Brian ^c  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c FEDERAL RESERVE BOARD   (United States)

Author keywords

Heteroskedasticity; Identification; Monetary policy; Stock market; Yield curve

Indexed keywords

EID: 5144235368     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmoneco.2004.02.004     Document Type: Article

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