|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|
|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.|
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University of Naples Parthenope
KOF Swiss Economic Institute
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