Please use this identifier to cite or link to this item: https://hdl.handle.net/10316/5495
DC FieldValueLanguage
dc.contributor.authorAlexandre, Fernando-
dc.contributor.authorBação, Pedro-
dc.date.accessioned2008-09-01T15:53:22Z-
dc.date.available2008-09-01T15:53:22Z-
dc.date.issued2005en_US
dc.identifier.citationEconomics Letters. 86:1 (2005) 37-42en_US
dc.identifier.urihttps://hdl.handle.net/10316/5495-
dc.description.abstractWe show that the benefits from reacting to misalignments in asset prices may disappear when there is noise in the variables to which the monetary policy instrument responds, and this noise is positively correlated across variables.en_US
dc.description.urihttp://www.sciencedirect.com/science/article/B6V84-4DF4BG3-3/1/61435ab18474fbfc482cd00c0d067e09en_US
dc.format.mimetypeaplication/PDFen
dc.language.isoengeng
dc.rightsopenAccesseng
dc.subjectMonetary policyen_US
dc.subjectAsset pricesen_US
dc.subjectUncertaintyen_US
dc.titleMonetary policy, asset prices, and uncertaintyen_US
dc.typearticleen_US
uc.controloAutoridadeSim-
item.openairetypearticle-
item.fulltextCom Texto completo-
item.languageiso639-1en-
item.grantfulltextopen-
item.cerifentitytypePublications-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
crisitem.author.researchunitGroup for Monetary and Financial Studies-
crisitem.author.researchunitCeBER – Centre for Business and Economics Research-
crisitem.author.orcid0000-0002-3340-1068-
Appears in Collections:FEUC- Artigos em Revistas Internacionais
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