The time varying effect of monetary policy on stock returns
Abstract
We find that a surprise increase on the federal funds rate has five times stronger and statistically significant effects on stock returns during 2000–2007, versus statistically insignificant effects during 1989–2000. These differences are not apparent in the bond...
Paper Details
Title
The time varying effect of monetary policy on stock returns
Published Date
Nov 1, 2017
Journal
Volume
160
Pages
54 - 58
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Notes
History