Does monetary policy influence the uncertainty of financial markets?

Unpublished conference/Abstract (Scientific congresses and symposiums)

Crucil, Romain; Hambuckers, Julien; Ulm, Maren

2024 • HEC Liège FM4F seminars

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https://hdl.handle.net/2268/319809

Does monetary policy influence the uncertainty of financial markets.pdf

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Keywords :

monetary policy, yield curve, stochastic volatility, uncertainty

Disciplines :

Finance
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 Research > HEC Liège Research: Financial Management for the Future

Ulm, Maren ; Université de Liège - ULiège > HEC Liège Research

Language :

English

Title :

Does monetary policy influence the uncertainty of financial markets?

Publication date :

07 June 2024

Event name :

HEC Liège FM4F seminars

Event date :

07/06/2024

By request :

Yes

Available on ORBi :

since 18 June 2024

Number of views

32 (6 by ULiège)

Number of downloads

15 (3 by ULiège)