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RePEcDerivatives & Volatility

Monetary Policy and Stock Volatility

Research from 2009 to 2021 shows that the Federal Reserve's monetary policy actions led to market volatility in the USA, especially for value stocks.

Featured in No. 38 on 21 Feb 2024 · on release day

Released
21 Feb 2024
First featured
No. 38 · 21 Feb 2024
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Identifier
RePEc:ibn:ijbmjn:v:19:y:2024:i:1:p:46

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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