Monetary Momentum
收藏NBER2018-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w24748
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资源简介：
We document a large return drift around monetary policy announcements by the Federal Open Market Committee (FOMC). Stock returns start drifting up 25 days before expansionary monetary policy surprises, whereas they decrease before contractionary surprises. The cumulative return difference across
提供机构：
美国国家经济研究局
创建时间：
2018-06-01
