The Greenspan years: an analysis of the magnitude and speed of the equity market response to FOMC announcements

Allan Zebedee (), Eric Bentzen, Peter Hansen and Asger Lunde ()

Financial Markets and Portfolio Management, 2008, vol. 22, issue 1, 3-20

Keywords: Monetary policy; Exchange traded funds; High-frequency data; C22; G11; G12 (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s11408-007-0068-0

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