Central bank actions and words : the intraday effects of FOMC policy communications on individual equity volatility and returns
Daniel Jubinski, Marc Tomljanovich
| Year of publication: |
November 2017
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| Authors: | Jubinski, Daniel ; Tomljanovich, Marc |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 52.2017, 4, p. 701-724
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| Subject: | monetary policy | Federal Reserve announcements | intraday returns | market efficiency | central bank communication | Zentralbank | Central bank | Geldpolitik | Monetary policy | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Politische Kommunikation | Political communication | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Kommunikation | Communication |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/fire.12143 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011771291