The Fed and the Stock Market: An Identification Based on Intraday Futures Data

D’Amico, Stefania and Mira Farka ()
Authors registered in the RePEc Author Service: Stefania D'Amico

Journal of Business & Economic Statistics, 2011, vol. 29, issue 1, 126-137

Date: 2011
References: Add references at CitEc
Citations: View citations in EconPapers (53)

Downloads: (external link)
http://pubs.amstat.org/doi/abs/10.1198/jbes.2009.08019 full text (application/pdf)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bes:jnlbes:v:29:i:1:y:2011:p:126-137

Ordering information: This journal article can be ordered from
http://www.amstat.org/publications/index.html

Access Statistics for this article

Journal of Business & Economic Statistics is currently edited by Jonathan H. Wright and Keisuke Hirano

More articles in Journal of Business & Economic Statistics from American Statistical Association
Bibliographic data for series maintained by Christopher F. Baum ().