Please use this identifier to cite or link to this item: http://hdl.handle.net/1893/9208
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dc.contributor.authorKholodilin, Konstantin-
dc.contributor.authorMontagnoli, Alberto-
dc.contributor.authorNapolitano, Oreste-
dc.contributor.authorSiliverstovs, Boriss-
dc.date.accessioned2012-09-25T23:09:54Z-
dc.date.issued2009-12-
dc.identifier.urihttp://hdl.handle.net/1893/9208-
dc.description.abstractThis 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.en_UK
dc.language.isoen-
dc.publisherElsevier-
dc.relationKholodilin 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.-
dc.rightsThe 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.-
dc.subjectMonetary policyen_UK
dc.subjectStock marketsen_UK
dc.subjectECBen_UK
dc.titleAssessing the impact of the ECB's monetary policy on the stock markets: A sectoral viewen_UK
dc.typeJournal Articleen_UK
dc.rights.embargodate2999-12-31T00:00:00Z-
dc.rights.embargoreasonThe publisher does not allow this work to be made publicly available in this Repository therefore there is an embargo on the full text of the work.-
dc.identifier.doihttp://dx.doi.org/10.1016/j.econlet.2009.08.006-
dc.citation.jtitleEconomics Letters-
dc.citation.issn0165-1765-
dc.citation.volume105-
dc.citation.issue3-
dc.citation.spage211-
dc.citation.epage213-
dc.citation.publicationstatusPublished-
dc.citation.peerreviewedRefereed-
dc.type.statusPublisher version (final published refereed version)-
dc.author.emailalberto.montagnoli@stir.ac.uk-
dc.contributor.affiliationDIW Berlin-
dc.contributor.affiliationEconomics-
dc.contributor.affiliationUniversity of Naples Parthenope-
dc.contributor.affiliationKOF Swiss Economic Institute-
dc.rights.embargoterms2999-12-31-
dc.rights.embargoliftdate2999-12-31-
dc.identifier.isi000272371200005-
Appears in Collections:Economics Journal Articles

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