Gardusi, Sara (A.A. 2020/2021) Federal reserve unconventional monetary policy and the stock market's reaction: an empirical analysis. Tesi di Laurea in International finance, Luiss Guido Carli, relatore Guido Traficante, pp. 105. [Master's Degree Thesis]

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Abstract/Index

Federal reserve. Conventional monetary policy. Unconventional monetary policy. Conventional monetary policy and the stock market. Stock prices and transmission channels: a general equilibrium new Keynesian asset-pricing model approach. Reaction to conventional monetary policy: an event study and VAR analysis. Interdependence: a VAR analysis. Investor sentiment. Unconventional monetary policy and the stock market. Reaction to unconventional monetary policy. State dependence: an event study analysis. Inflation and the portfolio of the Central Bank. Investor sentiment. Structural VAR analysis. Shadow rate. Methodology.

References

Bibliografia: pp. 86-89. Sitografia: p. 90.

Thesis Type:	Master's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair:	International finance
Thesis Supervisor:	Traficante, Guido
Thesis Co-Supervisor:	Di Giorgio, Giorgio
Academic Year:	2020/2021
Session:	Summer
Deposited by:	Alessandro Perfetti
Date Deposited:	16 Mar 2022 13:45
Last Modified:	16 Mar 2022 13:45
URI:	https://tesi.luiss.it/id/eprint/31731

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