Browsing BI Open by Author "Kotelnikov, Nikita"
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Excess stock returns during monetary policy announcement days in the euro area and the US
Korop, Oleh; Kotelnikov, Nikita (Master thesis, 2018)We investigate the excess stock return performance during the ECB monetary policy decision (MPD) and the FOMC days. In particular, why on average there are a high excess return during the FOMC days but not during the ...