Monetary Shocks, Equity Returns and Volatility - A Firm-Level Panel Data Analysis
Year of publication: |
2015
|
---|---|
Authors: | Luo, H. Arthur |
Other Persons: | Cheng, Jen-Chi (contributor) ; Vijverberg, Chu-Ping (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Schock | Shock | Geldpolitik | Monetary policy | Schätzung | Estimation | Kapitaleinkommen | Capital income | Panel | Panel study |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Applied Economics, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2015 erstellt |
Classification: | E44 - Financial Markets and the Macroeconomy ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Time-varying stock return correlation, news shocks, and business cycles
Metiu, Norbert, (2023)
-
Monetary Shocks and Stock Returns : Identification Through the Impossible Trinity
Ozdagli, Ali K., (2013)
-
Ashraf, Ali, (2017)
- More ...
-
Monetary shocks, equity returns and volatility : a firm-level panel data analysis
Luo, H. Arthur, (2016)
-
Economic shocks and the fed's policy : the transmission conduit and its international linkage
Cheng, Jen-chi, (2012)
-
Social Screens and Systematic Boycott Risk
Luo, H. Arthur, (2015)
- More ...