Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations

✍ Scribed by Helena Chuliá; Martin Martens; Dick van Dijk

• Book ID: 116615493
• Publisher: Elsevier Science
• Year: 2010
• Tongue: English
• Weight: 178 KB
• Volume: 34
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2009.09.012