Monetary policy surprises and firm-level stock return predictability : evidence from a new panel-based approach
Danvee Floro
| Year of publication: |
2018
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| Authors: | Floro, Danvee |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 25.2018, 17, p. 1255-1260
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| Subject: | Erratum | cross-sectional dependence | factor-based model | heterogenous panel | Monetary policy surprises | panel predictive regression | stock return predictability | Geldpolitik | Monetary policy | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Panel | Panel study | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | VAR-Modell | VAR model | Ankündigungseffekt | Announcement effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2017.1414929 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012135374