The reaction of stock market returns to unemployment (Q2691716)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The reaction of stock market returns to unemployment |
scientific article |
Statements
The reaction of stock market returns to unemployment (English)
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30 March 2023
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stock market returns
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anticipated unemployment
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unanticipated unemployment
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nonparametric tests
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conditional independence
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Granger causality in distribution
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Granger causality in quantile
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local bootstrap
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monetary policy
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Federal funds rate
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0.80354965
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0.78139096
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0.7791479
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0.7747152
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0.7703598
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