金融一体化与货币收益

登录后收藏

学术论文

投资者对金融一体化新闻的关注与货币收益

作者Ilias Filippou; My T. Nguyen; Mark P. Taylor

机构
  • Florida State University
  • Washington University in St. Louis
  • Washington University in St. Louis - John M. Olin Business School
  • Washington University in St Louis, John M. Olin Business School
  • Brookings Institution
  • Centre for Economic Policy Research
  • Centre for Economic Policy Research (CEPR)

本篇策略设有付费墙

付费套餐可解锁完整推导、交易规则、Python 与成交记录。策略库约 20% 保持免费。

投资标的:SPY、EFA、EWJ、GLD、TLT。再平衡:每月。Universe: SPY, EFA, EWJ, GLD, TLT. Parameters: rebalance=monthly.