Fed Shock on Stock Prices
A Fed nonyield shock, identified from excess volatility in the SP 500 and dollar exchange rates, significantly affects stock prices and exchange rates, indicating a dominant risk premium channel.
Featured in No. 59 on 31 Jul 2024 · 6 days after release
- Released
- 25 Jul 2024
- First featured
- No. 59 · 31 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- 3
- Identifier
- SSRN 4905178
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