Listagem FGV EESP - MPFE: Dissertações, Mestrado Profissional em Finanças e Economia por Título "Monetary policy and stock market bubbles: the Brazilian Catch 22"

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    • Monetary policy and stock market bubbles: the Brazilian Catch 22 

      Graham, John de Freitas
      2021
      This paper estimates the response of stock prices to monetary policy shocks following the framework set by Gali and Gambetti (2015) using data for Brazil. In doing so, a time-varying coefficient VAR is used for both quarterly ...