The time-varying response of foreign stock markets to US monetary policy surprises : evidence from the Federal funds futures market
Year of publication: |
2013
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Authors: | Kishor, N. Kundan ; Marfatia, Hardik A. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 24.2013, p. 1-24
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Subject: | Fed funds futures market | Monetary policy | Stock returns | Time-varying parameter model | Geldpolitik | USA | United States | Geldmarkt | Money market | Kapitaleinkommen | Capital income | Staatspapier | Government securities | Derivat | Derivative | Ankündigungseffekt | Announcement effect | Aktienmarkt | Stock market | Schätzung | Estimation |
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