Stock market response to monetary and fiscal policy shocks: Multi-country evidence

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The impact of the ECB's conventional and unconventional monetary policies on stock markets (2016, methodology): “Some studies employ an impulse-response analysis based on VAR models (e.g. Kontonikas and Kostakis, 2013; Chatziantoniou et al., 2013), but most studies use an event study approach.”
Can cryptocurrencies be a safe haven: a tail risk perspective analysis (2018, background): “…are more exposed to macro economics factors, for example, macroeconomic (Cutler, Poterba, and Summers 1989), government fiscal or monetary policy (Chatziantoniou, Duffy, and Filis 2013), oil price shock (Sadorsky 1999), and investor sentiments (Fisher and Statman 2000); the investment…”