Cargando…
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...
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 |
Ejemplares similares
-
Unconventional monetary policy and the stock market
por: Rahman, Sajjadur, et al.
Publicado: (2023) -
Monetary policy, financial shocks and economic activity
por: Evgenidis, Anastasios, et al.
Publicado: (2022) -
Monetary Shocks in Models with Inattentive Producers
por: Alvarez, Fernando E., et al.
Publicado: (2016) -
Conventional monetary policy, COVID-19, and stock markets in emerging economies()
por: Iyke, Bernard Njindan, et al.
Publicado: (2022) -
High-frequency identification of monetary policy shocks in Japan
por: Kubota, Hiroyuki, et al.
Publicado: (2022)