Monetary policy and stock valuation: structural VAR identification and size effects
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DOI: 10.1080/14697688.2017.1414516
Abstract: This paper examines the relationship between the US monetary policy and stock valuation using a structural VAR framework that allows for the simultaneous interaction between the federal funds rate and stock market developments based on… read more here.
Keywords: policy; structural var; monetary policy; stock valuation ... See more keywords