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Search: subject:"Unanticipated unemployment"
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Federal funds rate
3
Granger causality in distribution
3
Granger causality in quantile
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Stock market returns
3
Monetary policy
2
anticipated unemployment
2
conditional independence
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local bootstrap
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monetary policy
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nonparametric tests
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unanticipated unemployment
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Aktienmarkt
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Anticipated unemployment
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Arbeitslosigkeit
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Börsenkurs
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Capital income
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Causality analysis
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Conditional independence
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Estimation
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Geldpolitik
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Kapitaleinkommen
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Kausalanalyse
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Locla bootstrap
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Money supply
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Schätzung
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Share price
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Statistical test
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Statistischer Test
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Stock market
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Unanticipated unemployment
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Unemployment
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money supply
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Gonzalo, Jesús
3
Taamouti, Abderrahim
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AbderrahimTaamouti
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Departamento de Economía, Universidad Carlos III de Madrid
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Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The reaction of stock market returns to anticipated unemployment
Gonzalo, Jesús
;
AbderrahimTaamouti
-
Departamento de Economía, Universidad Carlos III de Madrid
-
2012
We empirically investigate the short-run impact of anticipated and
unanticipated
unemployment
rates on stock prices. We …
Persistent link: https://www.econbiz.de/10010610150
Saved in:
2
The reaction of stock market returns to unemployment
Gonzalo, Jesús
;
Taamouti, Abderrahim
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011755437
Saved in:
3
The reaction of stock market returns to anticipated unemployment
Gonzalo, Jesús
;
Taamouti, Abderrahim
-
Departamento de Economía, Universidad Carlos III de Madrid
-
2011
We empirically investigate the short-run impact of anticipated and
unanticipated
unemployment
rates on stock prices. We …
Persistent link: https://www.econbiz.de/10010547884
Saved in:
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