Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316/5495
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Alexandre, Fernando | - |
dc.contributor.author | Bação, Pedro | - |
dc.date.accessioned | 2008-09-01T15:53:22Z | - |
dc.date.available | 2008-09-01T15:53:22Z | - |
dc.date.issued | 2005 | en_US |
dc.identifier.citation | Economics Letters. 86:1 (2005) 37-42 | en_US |
dc.identifier.uri | https://hdl.handle.net/10316/5495 | - |
dc.description.abstract | We 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.uri | http://www.sciencedirect.com/science/article/B6V84-4DF4BG3-3/1/61435ab18474fbfc482cd00c0d067e09 | en_US |
dc.format.mimetype | aplication/PDF | en |
dc.language.iso | eng | eng |
dc.rights | openAccess | eng |
dc.subject | Monetary policy | en_US |
dc.subject | Asset prices | en_US |
dc.subject | Uncertainty | en_US |
dc.title | Monetary policy, asset prices, and uncertainty | en_US |
dc.type | article | en_US |
uc.controloAutoridade | Sim | - |
item.fulltext | Com Texto completo | - |
item.grantfulltext | open | - |
item.languageiso639-1 | en | - |
item.cerifentitytype | Publications | - |
item.openairetype | article | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
crisitem.author.researchunit | Group for Monetary and Financial Studies | - |
crisitem.author.researchunit | CeBER – Centre for Business and Economics Research | - |
crisitem.author.orcid | 0000-0002-3340-1068 | - |
Appears in Collections: | FEUC- Artigos em Revistas Internacionais |
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File | Description | Size | Format | |
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file40c22dead09f45b3a5172ac28dc035e9.pdf | 80.15 kB | Adobe PDF | View/Open |
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