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September 2023
Ben Matthies – Mendoza College of Business (Notre Dame)
Equity Term Structure Response to FOMC Announcements Abstract We study the response of the equity term structure to FOMC announcements using a high-frequency event study approach. We find that monetary policy surprises have opposite effects on short-term dividend strips and the long-term equity market. Following an unanticipated cut in the…
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November 2023
University of Virginia Investing Conference (UVIC) 2023
https://www.darden.virginia.edu/mayo-center/events/uvic
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