Asymmetric effects of interest rate changes on stock prices

Financial Review

Volumn 35, Issue 3, 2000, Pages 125-144

  Lobo, Bento J ^a  

^a UNIVERSITY OF LOUISIANA   (United States)

Author keywords

EGARCH model; Federal funds rate; Overreaction; Partial adjustment model; Risk aversion

Indexed keywords

EID: 1642270920     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.2000.tb01424.x     Document Type: Article

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