Another Look at the Stock Return Response to Monetary Policy Actions*

DOI10.1093/rof/rfs050zbMath1417.91467OpenAlexW3125732429MaRDI QIDQ4554098

Paulo Maio

Publication date: 7 November 2018

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/69b3b0d3db4de9884f950be17a5be37db5d5f159

zbMATH Keywords

equity returnsmonetary policy actionsportfolio sortsVAR specifications

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Macroeconomic theory (monetary models, models of taxation) (91B64) Portfolio theory (91G10)

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