Is ECB Rocking the Boat? Unconventional Monetary Policy in the EMU and Volatility Spillovers to Poland

The aim of the paper is to investigate volatility spillovers (i.e., spillovers in-variance) between the monetary policy stance of the European Central Bank and macro-financial variables in Poland. The monetary policy of the ECB is approximated by the shadow interest rate which takes into account var...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Eastern European economics 2020-01, Vol.58 (1), p.50-67
1. Verfasser:	Janus, Jakub
Format:	Artikel
Sprache:	eng
Schlagworte:	European central bank multivariate GARCH Poland spillover effects unconventional monetary policy
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!