Sökning: "Carl Kugelberg"

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  1. 1. The Rise and Fall of the Pre-FOMC Announcement Drift

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Carl Kugelberg; Hannes Hjärne; [2019]
    Nyckelord :Pre-FOMC announcement drift; ; excess return; monetary policy; Sweden;

    Sammanfattning : This thesis builds upon the influential paper "The Pre-FOMC Announcement Drift" by Lucca and Moench that was published in the Journal of Finance in 2015. The authors found that the periods leading up to FOMC announcements were accompanied by large excess returns. LÄS MER