Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations

H Chulia-Soler, MPE Martens, Dick van Dijk

Research output: Contribution to journalArticleAcademicpeer-review

119 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)834-839
Number of pages6
JournalJournal of Banking and Finance
Volume34
Issue number4
DOIs
Publication statusPublished - 2010

Research programs

  • EUR ESE 31
  • EUR ESE 33

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