Measuring Response of Stock Market to Central Bank Independence Shock
This paper examines the responses of stock traded and economic activity in relation to central bank independence shocks. The analysis is based on a panel Vector Autoregressive estimation covering 25 developing countries for a quarterly period between 1990 Q1 and 2021 Q4. Panel VAR estimation is know...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
2023-02-01
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| Series: | SAGE Open |
| Online Access: | https://doi.org/10.1177/21582440231152135 |