Futures-based measures of monetary policy and jump risk
Year of publication: |
March 2017
|
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Authors: | Nkwoma, Inekwe John |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 21.2017, 2, p. 384-405
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Subject: | Stock Market | Anticipated | Unanticipated | Monetary Policy | Jumps | Geldpolitik | Monetary policy | Theorie | Theory | Volatilität | Volatility | Aktienmarkt | Stock market | Schätzung | Estimation | Börsenkurs | Share price |
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