How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule.
M. D. HayfordA. G. MalliarisPublished in: Eur. J. Oper. Res. (2005)
Keyphrases
- stock market
- short term
- trading rules
- stock exchange
- stock price
- stock index futures
- financial markets
- financial time series
- stock data
- stock trading
- financial data
- listed companies
- financial news
- portfolio optimization
- garch model
- stock returns
- non stationary
- technical indicators
- financial information
- stock market data
- chinese stock market
- artificial neural networks
- association rules