TY  - JOUR
AU  - Fullana, Olga
AU  - Ruiz Rincón, Javier
AU  - Toscano, David
PY  - 2020
DO  - 10.1080/1351847X.2020.1782960
SN  - 1351-847X
UR  - https://hdl.handle.net/20.500.14352/132193
T2  - The European Journal of Finance
AB  - In this paper, we provide evidence on the role of conventional monetary policy in the dynamics of stock market bubbles. We analyze the response of stock market returns to monetary policy shocks but condition the analysis on both the direction of...
LA  - eng
M2  - 963
PB  - Taylor & Francis
KW  - Conditional regressions
KW  - Exogenous monetary policy shocks
KW  - Sign-dependent scenarios
KW  - State-dependent scenarios
KW  - Structural autoregressive vector model
TI  - Stock market bubbles and monetary policy effectiveness
TY  - journal article
VL  - 27
ER  -