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US macroannouncements and international asset pricing
Ding Du
Business, The W.A. Franke College of (CoB)
Research output
:
Contribution to journal
›
Article
›
peer-review
6
Scopus citations
Overview
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Keyphrases
Global Market
100%
International Asset Pricing
100%
Market Risk Premium
75%
Announcement Day
50%
US Macroeconomic News
50%
Market Factors
25%
International Finance
25%
US Monetary Policy
25%
Macroeconomic Announcements
25%
Monetary Policy Announcements
25%
Capital Asset Pricing Model
25%
Global Capital
25%
Monetary Policy Uncertainty
25%
Policy Uncertainty
25%
Systematic Risk
25%
Benchmark Model
25%
Exchange-traded Funds
25%
Economics, Econometrics and Finance
Asset Pricing
100%
Risk Premium
100%
Macroeconomics
100%
Monetary Policy
66%
International Finance
33%
Index Derivative
33%
CAPM
33%