Monetary Policy and the Stock Market: Time-Series Evidence
收藏NBER2016-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w22831
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资源简介：
The slope factor is constructed from changes in federal funds futures of different horizons and predicts stock returns at the weekly frequency: faster policy easing positively predicts returns. It contains information about the speed of future monetary policy tightening and loosening, and predicts
提供机构：
美国国家经济研究局
创建时间：
2016-11-01
