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Geldmarkt
Monetary policy
5
Fed funds futures market
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Stock returns
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Time-varying parameter model
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Geldpolitik
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Ankündigungseffekt
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Beveridge-Nelson decomposition
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Kishor, N. Kundan
2
Marfatia, Hardik A.
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Marfatia, H. A.
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Applied financial economics
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Journal of international financial markets, institutions & money
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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Impact of uncertainty on high frequency response of the US stock markets to the Fed's policy surprises
Marfatia, Hardik A.
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
3
,
pp. 382-392
Persistent link: https://www.econbiz.de/10010492635
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2
The time-varying response of foreign stock markets to US monetary policy surprises : evidence from the Federal funds futures market
Kishor, N. Kundan
;
Marfatia, Hardik A.
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 1-24
Persistent link: https://www.econbiz.de/10009726483
Saved in:
3
Does federal funds futures rate contain information about the treasury bill rate?
Kishor, N. Kundan
;
Marfatia, H. A.
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1311-1324
Persistent link: https://www.econbiz.de/10010259457
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