Measuring the impact of monetary policy attention on global asset volatility using search data

DOI10.1016/J.ECONLET.2018.08.009zbMath1402.91515OpenAlexW2796571244MaRDI QIDQ1626968

Paul Wohlfarth

Publication date: 22 November 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://eprints.bbk.ac.uk/id/eprint/26852/1/26852.pdf

zbMATH Keywords

attentionmonetary policymacro-financeinternational financeGooglesovereign bonds

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• The Impact of Uncertainty Shocks

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