摘要 : This study examines the effects of macroeconomic shocks on key macro variables, including stock market returns in Korea, using the structural vector autoregression (SVAR) model. We suggest a three-variable SVAR model incorporating... 展开
作者 | Yang~ Eunsun Kim~ Sunghyun Henry Kim~ Maria H. Ryu~ Doojin |
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作者单位 | |
期刊名称 | 《Applied Economics》 |
页码/总页数 | 757-773 / 17 |
语种 | 英语 |
关键词 | Long-run restriction macro shock monetary policy stock market structural VAR |
DOI | 10.1080/00036846.2017.1340574 |
馆藏号 | F-225 |