Asset pricing and FOMC press conferences
Year of publication: |
2021
|
---|---|
Authors: | Bodilsen, Simon ; Eriksen, Jonas Nygaard ; Grønborg, Niels S. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 128.2021, p. 1-17
|
Subject: | Asset pricing | FOMC press conferences | Monetary policy | Risk premia | Geldpolitik | Risikoprämie | Risk premium | Börsenkurs | Share price | CAPM | Offenmarktpolitik | Open market operations |
-
Essays on asset pricing, investor preferences, and derivative markets
Koëter, Joren, (2021)
-
Theoretical asset pricing under behavioral decision making
Vries, Martijn Alexander de, (2022)
-
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo, (2018)
- More ...
-
Multivariate High-Frequency-Based Factor Model
Bodilsen, Simon, (2020)
-
Asset Pricing and FOMC Press Conferences
Bodilsen, Simon, (2020)
-
Volatility modeling with high-frequency data and news announcements
Bodilsen, Simon, (2019)
- More ...