The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases

Review of Financial Economics

Volumn 18, Issue 1, 2009, Pages 47-55

  Farka, Mira ^a  

^a CALIFORNIA STATE UNIVERSITY   (United States)

Author keywords

Conditional volatility; GARCH; Monetary policy; Omitted variable bias; Simultaneity

Indexed keywords

EID: 58149085754     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.rfe.2008.05.003     Document Type: Article

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