3000, ch. de la Côte-Ste-Catherine
Montréal, Quebec H3T 2A7
Canada
Real-time data, Credit Channel of Monetary Policy, Fed Funds Futures, Markov Regime Switching Model, Business Cycle, Credit Cycle, Monetary Policy Cycle
Short-Selling Bans, Taiwanese Stock Market, Asymmetric GARCH Models, Markov Switching Models
Conditional Heteroscedasticity, Identification, Monetary Policy, Shock Return, Structural Vector Autoregression
