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

Research output: Contribution to journal › Article › Academic › peer-review

127 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	834-839
Number of pages	6
Journal	Journal of Banking and Finance
Volume	34
Issue number	4
DOIs	https://doi.org/10.1016/j.jbankfin.2009.09.012
Publication status	Published - 2010

Research programs

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

author = "H Chulia-Soler and MPE Martens and \{van Dijk\}, Dick",

year = "2010",

doi = "10.1016/j.jbankfin.2009.09.012",

language = "Undefined/Unknown",

volume = "34",

pages = "834--839",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier",

number = "4",

}

TY - JOUR

T1 - Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations

AU - Chulia-Soler, H

AU - Martens, MPE

AU - van Dijk, Dick

PY - 2010

Y1 - 2010

U2 - 10.1016/j.jbankfin.2009.09.012

DO - 10.1016/j.jbankfin.2009.09.012

M3 - Article

SN - 0378-4266

VL - 34

SP - 834

EP - 839

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

IS - 4

ER -