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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 |
| Author(s): | 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 |
| Date Deposited: | 24-Sep-2012 |
| 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. https://doi.org/10.1016/j.econlet.2009.08.006 |
| 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. |
| DOI Link: | 10.1016/j.econlet.2009.08.006 |
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| Licence URL(s): | http://www.rioxx.net/licenses/under-embargo-all-rights-reserved |
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|---|---|---|---|---|
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