Modelling impact of monetary policy on stock market liquidity: a dynamic copula approach
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/13504851.2014.980566
Reference9 articles.
1. Generalized autoregressive conditional heteroskedasticity
2. A macroeconomic investigation of funding liquidity and monetary policy shocks in the United States
3. An Empirical Analysis of Stock and Bond Market Liquidity
4. Does monetary policy determine stock market liquidity? New evidence from the euro zone
5. Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis
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3. Nonlinear relationship between money market rate and stock market liquidity in China: A multifractal analysis;PLOS ONE;2021-04-16
4. Interdependence between Monetary Policy and Stock Liquidity: A Panel VAR Approach;Margin: The Journal of Applied Economic Research;2018-09-04
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