Monetary policy shocks and the high-frequency network connectedness of stock markets

Author:

Anghel Dan Gabriel,Caraiani PetreORCID

Funder

Corporation for National and Community Service

Ministry of Education and Research, Romania

Unitatea Executiva pentru Finantarea Invatamantului Superior, a Cercetarii, Dezvoltarii si Inovarii

Publisher

Elsevier BV

Reference37 articles.

1. Estimating the effects of monetary policy via high frequency factors;Acosta,2020

2. The financial network channel of monetary policy transmission: an agent-based model;Alexandre;Journal of Economic Interaction and Coordination,2023

3. The volatility connectedness of US industries: The role of investor sentiment;Anghel;Economics Letters,2024

4. Asset pricing with systematic skewness: Two decades later;Anghel;Critical Finance Review,2022

5. A network analysis of the volatility of high dimensional financial series;Barigozzi;Journal of the Royal Statistical Society. Series C. Applied Statistics,2016

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