Eric Bentzen

Copenhagen Business School

Solbjerg Plads 3

Frederiksberg C, DK - 2000

Denmark

SCHOLARLY PAPERS

2

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281

CITATIONS
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5

Scholarly Papers (2)

1.

The Greenspan Effect on Equity Markets: An Intraday Examination of U.S. Monetary Policy Announcements

Number of pages: 36 Posted: 26 Oct 2005
Copenhagen Business School, University of North Carolina (UNC) at Chapel Hill - Department of Economics, University of Aarhus - School of Economics and Management and Clarkson University
Downloads 269 (84,580)
Citation 5

Abstract:

Monetary Policy, Exchange Traded Funds, Realized Variance, High-Frequency Data

2.

The Greenspan Years: An Analysis of the Magnitude and Speed of the Equity Market Response to FOMC Announcements

Financial Markets and Portfolio Management, Vol. 22, No.1, pp. 3-20, 2008
Posted: 02 Apr 2008
Clarkson University, Copenhagen Business School, University of North Carolina (UNC) at Chapel Hill - Department of Economics and University of Aarhus - School of Economics and Management

Abstract:

Monetary policy, Exchange traded funds, High-frequency data