The reaction of stock market returns to anticipated unemployment
Year of publication: |
2011-07
|
---|---|
Authors: | Gonzalo, Jesús ; Taamouti, Abderrahim |
Institutions: | Departamento de Economía, Universidad Carlos III de Madrid |
Subject: | Stock market returns | Anticipated unemployment | Unanticipated unemployment | Nonparametric tests | Conditional independence | Granger causality in distribution | Granger causality in quantile | Locla bootstrap | Monetary policy | Federal funds rate | Money supply |
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