The reaction of stock market returns to anticipated unemployment Working Papers uri icon

publication date

  • 2012

series title

  • UC3M Working papers. Economics

series number

  • 12-37

subjects

  • Economics

keywords

  • stock market returns; anticipated unemployment; unanticipated unemployment; nonparametric tests; conditional independence; granger causality in distribution; granger causality in quantile; local bootstrap; monetary policy; federal funds rate; money supply