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Risk aversion and weekly money: does the market expect the Fed to offset large increases in M1?
Belongia, Michael T.; Kolb, Fredric - Federal Reserve Bank of St. Louis - 1984
The risk premium hypothesis suggests that absolute changes in short-term interest rates will be larger if the unanticipated component of the Federal Reserve's weekly money supply announcement is positive. Statistical tests suggest, however, that the magnitude of interest rate changes are...
Persistent link: https://www.econbiz.de/10005490879
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The monney supply announcements puzzle : a comment
Belongia, Michael T.; Kolb, Fredric - 1984
Persistent link: https://www.econbiz.de/10001886585
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Risk aversion and weekly money : does the market expect the Fed to offset large increase in M 1?
Belongia, Michael T.; Kolb, Fredric - In: Economics letters 16 (1984) 3/4, pp. 327-330
Persistent link: https://www.econbiz.de/10001886594
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Risk aversion and weekly money : does the market expect the fed to offset large increases in M 1?
Belongia, Michael T.; Kolb, Fredric - 1984
Persistent link: https://www.econbiz.de/10001886601
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Risk aversion and weekly money : Does the market expect the Fed to offset large increase in M1?
Belongia, Michael T.; Kolb, Fredric - In: Economics Letters 16 (1984) 3-4, pp. 327-330
Persistent link: https://www.econbiz.de/10005307458
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The changing empirical definition of money: some estimates from a model of the demand for money substitutes
Belongia, Michael T.; Chalfant, James A. - Federal Reserve Bank of St. Louis - 1986
Persistent link: https://www.econbiz.de/10005360612
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The efficient markets hypothesis and weekly money: some contrary evidence
Belongia, Michael T.; Sheehan, Richard G. - Federal Reserve Bank of St. Louis - 1985
Persistent link: https://www.econbiz.de/10005360644
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Monetary policy on the 75th anniversary of the Federal Reserve system : proceedings of the fourteenth annual Economic Policy Conference, held on October 19-20, 1989
Belongia, Michael T. - Federal Reserve Bank of St. Louis - 1989
Persistent link: https://www.econbiz.de/10005367573