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    • Monetary shocks, equity returns and volatility: a firm-level panel data analysis 

      Luo, H. Arthur; Cheng, Jen-Chi; Vijverberg, Chu-Ping C. (Routledge Journals, Taylor & Francis Group, 2016)
      This article studies the impact of monetary policy shocks on equity returns and their volatility among nine industries and their affiliated firms in the United States. We use an extension of the traditional CAPM as the ...