Investigating the Effects of Monetary Policy Shocks on Stock Price Bubbles: The Application of Structural Vector Autoregression with Time-Varying Parameters (SVAR-TVP)
Introduction In developing countries, the shocks that enter the economy due to capital market fluctuations have more depth and durability. Because of the two-way connection between the stock market and the real sector of the economy and public attention to this market, examining the stock market sho...
Main Authors: | , , |
---|---|
Format: | Article |
Language: | fas |
Published: |
Tarbiat Modares University
2023-05-01
|
Series: | پژوهشهای اقتصادی |
Subjects: | |
Online Access: | http://ecor.modares.ac.ir/article-18-63923-en.pdf |