Asymmetric Information, Stock Returns and Monetary Policy: A Theoretical and Empirical Analysis
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KeywordsAsymmetric Information; Monetary Policy; Stock Returns; Kalman Filter; Learning;
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-10-30 (All new papers)
- NEP-FIN-2004-10-30 (Finance)
- NEP-MAC-2004-10-30 (Macroeconomics)
- NEP-MON-2004-10-30 (Monetary Economics)
- NEP-RMG-2004-10-30 (Risk Management)
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