Examining spillover effect of US monetary policy to European stock markets: A Markov-Switching approach
Abstract: This study empirically examines the spillover effect from US monetary policy to nineteen European economies using Markov-switching models. The results of the univariate Markov-switching models validate the presence of two distinct regimes for both US monetary policy and the stock markets....
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| Auteurs principaux: | , |
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| Langue: | English |
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Universidad de Chile. Departamento de Economía
2019
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| Accès en ligne: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-52862019000100089 |
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