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Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Tatiana Taranenko
Impact of FOMC Meetings on Stock Returns Across the World
2018
This paper studies the effect of FOMC meetings on the international stock returns in two ways. First, we observe a bi-weekly pattern in terms of FOMC cycle in such countries as UK, Canada and Switzerland, while China and France show little to no evidence of the pattern, especially over the data of excess stock returns as opposed to stock returns. Second, we study the effect of the surprise changes in the federal funds interest rate target over different weeks of FOMC cycle and reveal that even weeks of FOMC cycle are significant in their impact.

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