The Greenspan years: an analysis of the magnitude and speed of the equity market response to FOMC announcements
Year of publication: |
2008
|
---|---|
Authors: | Zebedee, Allan ; Bentzen, Eric ; Hansen, Peter ; Lunde, Asger |
Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 22.2008, 1, p. 3-20
|
Publisher: |
Springer |
Subject: | Monetary policy | Exchange traded funds | High-frequency data |
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