The response of equity prices to monetary policy announcements : decomposing the announcement day return into cash-flow news, interest rate news, and risk premium news
Olaf Stotz
| Year of publication: |
2019
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|---|---|
| Authors: | Stotz, Olaf |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 99.2019, p. 1-15
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| Subject: | Announcement days | Monetary policy news | Return decomposition | Stock returns | Geldpolitik | Monetary policy | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Zins | Interest rate | Schätzung | Estimation | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2019.102069 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012313601