The reaction of stock returns to unexpected increases in the federal funds rate target
Year of publication: |
2011
|
---|---|
Authors: | Tsai, Chun-li |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 63.2011, 2, p. 121-138
|
Subject: | Kapitaleinkommen | Capital income | Geldmarkt | Money market | Zins | Interest rate | VAR-Modell | VAR model | Autokorrelation | Autocorrelation | USA | United States | 1984-2008 |
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