Asymmetric Effect of Monetary Policy on Stock Market Volatility in ASEAN5
Among many channels, stock market directly transmits the effect of monetary policy decisions because it quickly responds to policy news. The primary objective of this paper is to clarify the asymmetric effect of monetary policy on stock market volatility, which is believed to have adverse effects...
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| Format: | Article |
| Language: | English |
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Ala-Too International University
2015-05-01
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| Series: | Eurasian Journal of Business and Economics |
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| Online Access: | http://www.ejbe.org/EJBE2015Vol08No15p185BUI.pdf |