Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations
Helena Chuliá; Martin Martens; Dick van Dijk
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003966116