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Monetary shocks on the Korean stock index: structural VAR analysis

This paper investigates the impact of the monetary policies in 3 countries (the Republic of Korea, China and the United States) on the Korean stock markets (e.g., KOSPI), using a structural Vector Autoregression. We find that a positive shock in Money Supply (M2) in all 3 countries is positive to th...

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Detalles Bibliográficos
Autores principales: Han, Yongseung, Kim, Myeong Hwan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9807100/
http://dx.doi.org/10.1007/s40822-022-00222-8