Federal reserve unconventional monetary policy and the stock market's reaction: an empirical analysis
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 |
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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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