Chulia --The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities

Chulia --The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities

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ERIM R EPORT S ERIES R ESEARCH IN M ANAGEMENT ERIM Report Series reference number ERS-2007-066-F&A Publication April 2009 Number of pages 51 Persistent paper URL http://hdl.handle.net/1765/10610 Email address corresponding author [email protected] Address Erasmus Research Institute of Management (ERIM) RSM Erasmus University / Erasmus School of Economics Erasmus Universiteit Rotterdam P.O.Box 1738 3000 DR Rotterdam, The Netherlands Phone: + 31 10 408 1182 Fax: + 31 10 408 9640 Email: [email protected] Internet: www.erim.eur.nl Bibliographic data and classifications of all the ERIM reports are also available on the ERIM website: www.erim.eur.nl The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations Helena Chulia-Soler, Martin Martens, and Dick van Dijk
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