Please use this identifier to cite or link to this item: http://hdl.handle.net/1893/9208

Appears in Collections:Economics Journal Articles
Peer Review Status: Refereed
Title: Assessing the impact of the ECB's monetary policy on the stock markets: A sectoral view
Authors: Kholodilin, Konstantin
Montagnoli, Alberto
Napolitano, Oreste
Siliverstovs, Boriss
Contact Email: alberto.montagnoli@stir.ac.uk
Keywords: Monetary policy
Stock markets
ECB
Issue Date: Dec-2009
Publisher: Elsevier
Citation: Kholodilin K, Montagnoli A, Napolitano O & Siliverstovs B (2009) Assessing the impact of the ECB's monetary policy on the stock markets: A sectoral view, Economics Letters, 105 (3), pp. 211-213.
Abstract: This paper shows that the ECB's monetary policy has a heterogeneous impact on the sectoral stock market indexes in the Euro Area. We show that the heteroskedasticity based approach of Rigobon (2003) should be preferred to the event study approach.
Type: Journal Article
URI: http://hdl.handle.net/1893/9208
DOI Link: http://dx.doi.org/10.1016/j.econlet.2009.08.006
Rights: The publisher does not allow this work to be made publicly available in this Repository. Please use the Request a Copy feature at the foot of the Repository record to request a copy directly from the author. You can only request a copy if you wish to use this work for your own research or private study.
Affiliation: DIW Berlin
Economics
University of Naples Parthenope
KOF Swiss Economic Institute

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