Monteleone, Elisa (A.A. 2022/2023) Exploring the transmission mechanism of monetary policy: the portfolio rebalancing channel: empirical evidence from US stocks. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 111. [Master's Degree Thesis]

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Abstract/Index

Monetary policy and portfolio rebalancing: an overview. The transmission mechanism of monetary policy. A model of rebalancing demand (Lu & Wu, 2021). Stock return sensitivivity to monetary shocks. A review of SVAR and impulse response functions. Measuring stock returns’ sensitivity to monetary shocks. Portfolio rebalancing: empirical evidence from US stocks. Data and methodology.

References

Bibliografia: pp. 62-68.

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)
Outstanding Thesis:	Department of Economics and Finance
Chair:	Asset pricing
Thesis Supervisor:	Borri, Nicola
Thesis Co-Supervisor:	Polo, Andrea
Academic Year:	2022/2023
Session:	Summer
Additional Information:	La tesi è vincitrice del Premio "Tesi d'Eccellenza" 2022/2023 ed è stata pubblicata online dalla Luiss University Press nella collana Working Paper.
Deposited by:	Alessandro Perfetti
Date Deposited:	22 Jan 2024 14:58
Last Modified:	25 Jul 2024 12:16
URI:	https://tesi.luiss.it/id/eprint/37626

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