| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5062481 | Economics Letters | 2007 | 7 Pages |
Abstract
This paper presents a procedure to analyze the reaction of stock market returns and output growth volatility to monetary policy. In particular, we study whether shifts in the variance of returns and GDP growth can be predicted by changes in a monetary policy indicator. An empirical application to US data is examined and discussed.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Martin Sola, Fabio Spagnolo, Nicola Spagnolo,