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...

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Bibliographic Details
Main Authors: Mina Naderi, Arash Hadizadeh, Akbar Mirzapour Babajan
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