Showing 1 - 10 of 8,123
Persistent link: https://www.econbiz.de/10002112991
Persistent link: https://www.econbiz.de/10003965963
Persistent link: https://www.econbiz.de/10011523619
Persistent link: https://www.econbiz.de/10010467362
Persistent link: https://www.econbiz.de/10003107589
Persistent link: https://www.econbiz.de/10011669357
Persistent link: https://www.econbiz.de/10012039434
Monetary policy shocks have a large impact on stock prices during narrow time windows centered around press releases by the FOMC. We use spatial autoregressions to decompose the overall effect of monetary policy shocks into a direct effect and a network effect. We attribute 50 to 85 percent of...
Persistent link: https://www.econbiz.de/10011770624
Persistent link: https://www.econbiz.de/10011635222
Monetary policy shocks have a large impact on aggregate stock market returns in narrow event windows around press releases by the Federal Open Market Committee. We use spatial autoregressions to decompose the overall effect of monetary policy shocks into a direct (demand) effect and an indirect...
Persistent link: https://www.econbiz.de/10011657891