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The Validity of the Event‐study Approach: Evidence from the Impact of the Fed's Monetary Policy on US and Foreign Asset Prices

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  • CARLO ROSA

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Article provided by London School of Economics and Political Science in its journal Economica.

Volume (Year): 78 (2011)
Issue (Month): 311 (07)
Pages: 429-439

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Handle: RePEc:bla:econom:v:78:y:2011:i:311:p:429-439

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Cited by:
  1. Nathan Foley-Fisher & Bernardo Guimaraes, 2009. "US Real Interest Rates and Default Risk in Emerging Economies," CEP Discussion Papers dp0952, Centre for Economic Performance, LSE.
  2. Chortareas, Georgios & Noikokyris, Emmanouil, 2014. "Monetary policy and stock returns under the MPC and inflation targeting," International Review of Financial Analysis, Elsevier, vol. 31(C), pages 109-116.
  3. Fawley, Brett W. & Neely, Christopher J., 2014. "The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices," Review, Federal Reserve Bank of St. Louis, vol. 96(1), pages 73-109.
  4. Guray Kucukkocaoglu & Deren Unalmis & Ibrahim Unalmis, 2013. "How do Banks’ Stock Returns Respond to Monetary Policy Committee Announcements in Turkey? Evidence from Traditional versus New Monetary Policy Episodes," Working Papers 1330, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.

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