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Stock market's reaction to money supply: a nonparametric analysis
2015
Studies in Nonlinear Dynamics & Econometrics
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AbstractWe empirically investigate the link between monetary policy measures and stock market prices. We document the following stylized facts about stock market's reaction to money supply and examine the effect across the entire distribution of stock returns. Using a
doi:10.1515/snde-2013-0059
fatcat:a7x3cpaeefc2zpb4ahauhlxc7e