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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
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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