Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations
Year of publication: |
2010
|
---|---|
Authors: | Chuliá, Helena ; Martens, Martin ; Dijk, Dick van |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 4, p. 834-839
|
Subject: | Geldmarkt | Money market | Geldpolitisches Ziel | Monetary target | Zins | Interest rate | Volatilität | Volatility | Börsenkurs | Share price | USA | United States |
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