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Andrei Shleifer asset prices asymptotic basis points bias Bomfim Brian Sack Coef Std Dev coefficients common shock covariance matrix Dev Coef Std DJIA E.S. Assumptions equations estimating the responsiveness eurodollar futures rates eurodollar rate event-study approach event-study estimates F-test P-value Test federal funds futures federal funds rate Federal Reserve FOMC meeting funds futures rate Funds Futures Shocks heteroskedasticity heteroskedasticity-based estimates homoskedastic identification approach Impact of Monetary instrumental variables maturities measures of policy mimeo monetary policy shocks Nasdaq NBER Working Paper non-policy dates O.I. Restrictions omitted variables Paul Beaudry policy actions policy dates policy expectations policy moves policy surprise prices to monetary rates and asset response of asset Response of Stock sample shift short-term interest rate significant Std Dev Coef stock market stock market indexes stock prices structural shocks subsample Table C.l Term Structure Test of E.S. test statistic Treasury yields uncorrelated valid www.nber.org yield curve