Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations
| Year of publication: |
2010
|
|---|---|
| Authors: | Eun, Cheol S. ; Lee, Jinsoo |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 34.2010, 4, p. 834-840
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