The Reaction of Stock Market Returns to Anticipated Unemployment Conference Contributions uri icon

event

  • XXI Finance Forum.
    Segovia. Spain, 14-15 november 2013

event place

  • SEGOVIA

participation category

  • COMUNICACIÓN

publication date

  • 2013

keywords

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