The Impact of Monetary Policy on Asset Prices
收藏NBER2002-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w8794
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资源简介：
Estimating the response of asset prices to changes in monetary policy is complicated by the endogeneity of policy decisions and the fact that both interest rates and asset prices react to numerous other variables. This paper develops a new estimator that is based on the heteroskedasticity that
提供机构：
美国国家经济研究局
创建时间：
2002-02-01
