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Volumn 46, Issue 4, 2006, Pages 477-494

Security markets and the information content of monetary policy turning points

Author keywords

Discount rate; Monetary policy; Security returns

Indexed keywords


EID: 33750434501     PISSN: 10629769     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.qref.2004.08.002     Document Type: Article
Times cited : (8)

References (17)
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  • 5
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    • Haslag, J.1    Hein, S.2
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    • Discount rate changes and security return in the U.S., 1962-1991
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    • Jensen, G.1    Mercer, J.2    Johnson, R.3
  • 8
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    • Jensen, G.1    Mercer, J.2
  • 11
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    • Stock return predictability and the role of the monetary sector
    • Patelis A. Stock return predictability and the role of the monetary sector. Journal of Finance 52 (1997) 1951-1972
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    • Patelis, A.1
  • 12
    • 0000985305 scopus 로고
    • Asset returns, discount rate changes, and market efficiency
    • Smirlock M., and Yawitz J. Asset returns, discount rate changes, and market efficiency. Journal of Finance 40 (1985) 1141-1158
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  • 13
    • 0006223301 scopus 로고    scopus 로고
    • On stock market returns and monetary policy
    • Thorbecke W. On stock market returns and monetary policy. Journal of Finance 52 (1997) 635-654
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  • 14
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    • The information content of discount rate announcements: What is behind the announcement effect?
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    • Tests of the market's reaction to federal funds rate target changes
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    • The information content of discount rate announcements revisited
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.