Exploring the transmission mechanism of monetary policy: the portfolio rebalancing channel: empirical evidence from US stocks
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]
|
PDF (Full text)
Download (2MB) | Preview |
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: | 16 Sep 2025 07:03 |
| URI: | https://tesi.luiss.it/id/eprint/37626 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
