Asymmetric effects of Federal Target rate Changes on S&P100 Stock Returns, Volatilities and Correlations

Research output: Working paper › Academic

Series	EI reprint reeks
Volume	EI-1532

Research programs

TY - UNPB

T1 - Asymmetric effects of Federal Target rate Changes on S&P100 Stock Returns, Volatilities and Correlations

AU - Chulia, H

AU - Martens, MPE

AU - van Dijk, Dick

PY - 2010

Y1 - 2010

M3 - Working paper

T3 - EI reprint reeks

BT - Asymmetric effects of Federal Target rate Changes on S&P100 Stock Returns, Volatilities and Correlations

CY - 3000 DR Rotterdam

ER -