Do Monetary Policy Shocks Affect Financial Uncertainty? A Non-gaussian Proxy SVAR Approach

Eprint already available on another site (E-prints, working papers and research blog)

Crucil, Romain; Hambuckers, Julien; Maxand, Simone

2023

Permalink
https://hdl.handle.net/2268/316669

DOI
10.2139/ssrn.4469420

SSRN-id4469420.pdf

Author preprint (2.11 MB)

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Keywords :

SVARs; ICA; monetary policy; financial uncertainty; non-Gaussianity

Disciplines :

Macroeconomics & monetary economics
Quantitative methods in economics & management

Author, co-author :

Crucil, Romain ; Université de Liège - ULiège > HEC Liège Research > HEC Liège Research: Financial Management for the Future

Hambuckers, Julien ; Université de Liège - ULiège > HEC Liège : UER > UER Finance et Droit : Finance de Marché

Maxand, Simone

Language :

English

Title :

Do Monetary Policy Shocks Affect Financial Uncertainty? A Non-gaussian Proxy SVAR Approach

Publication date :

June 2023

Source :

Available on ORBi :

since 24 April 2024

Number of views

20 (7 by ULiège)

Number of downloads

2 (2 by ULiège)

OpenAlex citations