Quantitative law describing market dynamics before and after interest-rate change

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 81, Issue 6, 2010, Pages

  Petersen, Alexander M ^a   Wang, Fengzhong ^a   Havlin, Shlomo ^a,b   Stanley, H Eugene ^a  

^a Boston University   (United States)

^b BAR ILAN UNIVERSITY   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

BEFORE AND AFTER; FEDERAL FUNDS; FEDERAL RESERVE; FINANCIAL NEWS; MARKET DYNAMICS; MARKET RESPONSE; OPEN MARKET; POWER LAW DECAY; PRESHOCKS;

EARTHQUAKE EFFECTS;

COMMERCE;

EID: 77954222932     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.81.066121     Document Type: Article

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