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

H Chulia-Soler, Dick van Dijk, MPE Martens

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
EditionERIM Report Series 2007-066-F&A
Publication statusPublished - 2007

Publication series

SeriesERIM Report Series
Volume2007-066-F&A

Research programs

  • EUR ESE 31

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