2023
DOI: 10.1007/s40822-022-00222-8
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Monetary shocks on the Korean stock index: structural VAR analysis

Abstract: This paper investigates the impact of the monetary policies in 3 countries (the Republic of Korea, China and the United States) on the Korean stock markets (e.g., KOSPI) , using a structural Vector Autoregression. We find that a positive shock in Money Supply (M2) in all 3 countries is positive to the Korean stock markets but the degree of the response differs from one another. Surprisingly, the response of the KOSPI was largest to China’s M2, reflecting that China… Show more

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