The fed and the stock market: An identification based on intraday futures data

Journal of Business and Economic Statistics

Volumn 29, Issue 1, 2011, Pages 126-137

  D'Amico, Stefania ^a   Farka, Mira ^b  

^a FEDERAL RESERVE BOARD   (United States)

^b CALIFORNIA STATE UNIVERSITY   (United States)

Author keywords

Identification; Monetary policy; Stock market; Structural VAR

Indexed keywords

EID: 78449245648     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/jbes.2009.08019     Document Type: Article

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