Can federal reserve policy deviation explain response patterns of financial markets over time?
Year of publication: |
2013-07-04
|
---|---|
Authors: | WANG, Kent ; WANG, Shin-Huei ; PAN, Zheyao |
Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
Subject: | real-time structure breaks | dynamic market response | monetary policy | Taylor Rule | FedGap |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series UNIVERSITE CATHOLIQUE DE LOUVAIN, Center for Operations Research and Econometrics (CORE) Number 2013029 |
Classification: | E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G28 - Government Policy and Regulation |
Source: |
-
Can geography lock a society in stagnation?
DAO, Nguyen-Thang, (2013)
-
Campanella, Edoardo, (2010)
-
The unfolding turmoil of 2007 - 2008 : lessons and responses
Cohen, Benjamin H., (2008)
- More ...
-
Can federal reserve policy deviation explain response patterns of financial markets over time?
Wang, Kent, (2013)
-
Forecasting long memory processes subject to structural breaks
WANG, Shin-Huei, (2012)
-
Total tourist arrival forecast: aggregation vs. disaggregation
WAN, Shui-Ki, (2012)
- More ...