Replication Data and Code for: Impact of Federal Reserve Interest Rate Changes on Stock Returns of Major U.S. Banks (2005–2025)

This dataset and code support the research paper co-authored by Nitish Goyal and Dr. Anupal Mongia. Replication data and Python code for the study "Impact of Federal Reserve Interest Rate Changes on Stock Returns of Major U.S. Banks (2005–2025)". This repository contains:- Final dataset used for the empirical analysis- Python notebook used for data processing and regression analysis- Regression output files for each bank (JPMorgan Chase, Bank of America, Citigroup, Goldman Sachs, Morgan Stanley, Wells Fargo)- Figures used in the analysis Data sources:Yahoo FinanceFederal Reserve Economic Data (FRED) The empirical analysis was conducted using Python with pandas, statsmodels, and matplotlib.