125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets
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- Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller, 2020. "125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets," Working papers 2020-12, University of Connecticut, Department of Economics.
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More about this item
KeywordsFiscal Policy; Time-Varying impact; Financial returns and risks;
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FMK-2019-07-29 (Financial Markets)
- NEP-HIS-2019-07-29 (Business, Economic & Financial History)
- NEP-MAC-2019-07-29 (Macroeconomics)
- NEP-ORE-2019-07-29 (Operations Research)
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