Don't fight the Fed!

DOI10.1093/ROF/RFT005zbMATH Open1417.91468OpenAlexW3123132217MaRDI QIDQ4554576FDOQ4554576

Authors: Paulo Maio 

Publication date: 8 November 2018

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rft005

Recommendations

• Monetary policy and risk-based asset allocation
• Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models
• The “Fed Model” and the Predictability of Stock Returns*
• Measuring The Reaction of Monetary Policy to the Stock Market
• Market Timing and Predictability in FX Markets

zbMATH Keywords

monetary policyFed funds raterotation trading strategies for portfolios

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Macroeconomic theory (monetary models, models of taxation) (91B64) Portfolio theory (91G10)

Cited In (3)

• Market Timing and Predictability in FX Markets
• The reluctance to borrow from the Fed
• Monetary policy and risk-based asset allocation

This page was built for publication: Don't fight the Fed!

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4554576)