Eric Bentzen

Copenhagen Business School

Solbjerg Plads 3

Frederiksberg C, DK - 2000

Denmark

SCHOLARLY PAPERS

2

DOWNLOADS

506

SSRN CITATIONS

1

CROSSREF CITATIONS

4

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, CREATESAarhus University - School of Business and Social Sciences and Clarkson University
Downloads 506 (82,350)
Citation 5

Abstract:

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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 CREATESAarhus University - School of Business and Social Sciences

Abstract:

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Monetary policy, Exchange traded funds, High-frequency data