Why does the Fed move markets so much? : a model of monetary policy and time-varying risk aversion
Carolin Pflueger, Gianluca Rinaldi
| Year of publication: |
2022
|
|---|---|
| Authors: | Pflueger, Carolin E. ; Rinaldi, Gianluca |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 146.2022, 1, p. 71-89
|
| Subject: | bond yield | FOMC announcement | habit-formation preferences | New Keynesian | stock return | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Geldpolitik | Monetary policy | Risikoaversion | Risk aversion | Kapitaleinkommen | Capital income | Zentralbank | Central bank |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2022.06.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013482163