Table of contents
Federal reserve policy and information flow
Jeff Madura, Oliver SchnusenbergOutlines previous research on the impact of US Federal Reserve policies on market interest rates and returns; and the relationship between interest rates and market returns…
Do changes in the discount rate and Fed funds rate affect financial market returns?
Michael J. Seiler, Peter Shyu, J.L. SharmaReviews previous research on the announcement effects of changes in US Federal Reserve policies and presents a study of the impact of federal funds rate and discount rate changes…
Large retail time deposits and US Treasury securities (1986‐95): evidence of a segmenting market
James H. Gilkeson, Gary E. PorterArgues that the similarities between US treasury securities (treasuries) and FDIC‐insured large retail certificates of deposit (CDs) should make their prices similar in an…
Cointegration in return series and its effect on short‐term prediction
Sorin A. Tuluca, Michael J. Seiler, N F.C., James R. WebbRefers to previous research on the relationship between returns for different asset classes and on cointegration; and applies Johansen’s (1988) methodology to develop a prediction…
Validity of the short‐ and long‐run Fisher relationships: an empirical analysis
Keshab Shrestha, Sheng‐Syan ChenOutlines the Fisher hypothesis, cites previous relevant research and develops mathematical models for long‐run and short‐run Fisher relationships. Applies them to the UK, USA…
ISSN:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson