The Effect of Central Bank Policy Decisions on Stock Market Returns in Chile

This paper analyzes the stock-market response to monetary policy decisions made by the Central Bank of Chile -- We use a methodology designed for the study of low frequency events and monthly data from September 2001 to December 2013 to estimate the effect of anticipated and unanticipated changes in...

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Autores:

Acuña, Andrés A.
Pinto, Cristián F.

Tipo de recurso:

Fecha de publicación:

2015

Institución:

Universidad EAFIT

Repositorio:

Repositorio EAFIT

Idioma:

spa

OAI Identifier:

oai:repository.eafit.edu.co:10784/7807

Acceso en línea:

http://hdl.handle.net/10784/7807

Palabra clave:

E52
E58
G14
BOLSA DE VALORES
POLÍTICA MONETARIA - CHILE
ACCIONES (BOLSA) - PRECIOS - MODELOS MATEMÁTICOS
INFLACIÓN
Stock-exchange
Monetary policy - Chile
Stocks - prices - mathematical models
Inflation (finance)

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Copyright (c) 2015 Andrés A. Acuña, Cristián F. Pinto