event-study

Measuring the effect of particular event on time-series

Literature

US-China Trade War -> Stock Market

News Announcement

http://documents1.worldbank.org/curated/en/172861574792085715/pdf/The-Financial-Costs-of-the-U-S-China-Trade-Tensions-Evidence-from-East-Asian-Stock-Markets.pdf

Monetary Policy -> Stock Market

Bernanke, B. S., & Kuttner, K. N. (2005). “What explains the stock market's reaction to Federal Reserve policy?” The Journal of Finance, 60(3), 1221‐1257

Rigobon, R., & Sack, B. (2004). “The impact of monetary policy on asset prices” Journal of Monetary Economics, 51(8), 1553‐1575.