Interest rate surprises and stock prices

Financial Review

Volumn 37, Issue 1, 2002, Pages 73-91

  Lobo, Bento J ^a  

^a UNIVERSITY OF LOUISIANA AT LAFAYETTE   (United States)

Author keywords

Asymmetric reactions; EGARCH model; Fed funds rate target; Interest rate surprises; Monetary policy; Stock market volatility; Survey data

Indexed keywords

EID: 77956625487     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/1540-6288.00005     Document Type: Article

References (0)