Retrieving the vanishing liquidity effect: a threshold vector autoregressive model

Journal article

Retrieving the vanishing liquidity effect: a threshold vector autoregressive model

Thomas Chi-nan Chiang

Vol.51(3), pp.259-277

1999

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Abstract

1960-1996

Geldmenge

Geldpolitik

Inflation

Liquiditätseffekt

USA

VAR-Modell

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Details

Title: Retrieving the vanishing liquidity effect
Creators: Thomas Chi-nan Chiang
Publication Details: Vol.51(3), pp.259-277
Resource Type: Journal article
Language: English
Academic Unit: Bennett S. LeBow College of Business
Identifiers: 991020534931204721