Impact of uncertainty on high frequency response of the US stock markets to the Fed's policy surprises
Hardik A. Marfatia
| Year of publication: |
2014
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|---|---|
| Authors: | Marfatia, Hardik A. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 54.2014, 3, p. 382-392
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| Subject: | Fed funds futures market | Monetary policy | Stock returns | Time-varying parameter model | VIX | Uncertainty | Geldpolitik | USA | United States | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Risiko | Risk | Volatilität | Volatility | Schock | Shock | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| 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/10010492635