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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
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Keywords: Monetary policy
Stock markets
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.
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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