The effect of Fed monetary policy on U.S. industry sector returns

碩士 === 國立中正大學 === 財務金融研究所 === 99 === This study examines the effect of FOMC announcements of Federal funds target rate decisions on U.S. industry sector returns. We find that only the unexpected changes in Federal funds target rate--the surprises--are crucial determinants. We find that, on avera...

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Bibliographic Details
Main Authors: Lee, Yi-Tan, 李易潭
Other Authors: Chen, Ming-Hsiang
Format: Others
Language:en_US
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/76566396663340094825