Central bank announcements and realized volatility of stock markets in G7 countries
Štefan Lyócsa, Peter Molnár, Tomáš Plíhal
| Year of publication: |
2019
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|---|---|
| Authors: | Lyócsa, Štefan ; Molnár, Peter ; Plíhal, Tomáš |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 58.2019, p. 117-135
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| Subject: | Central banks | High-frequency data | Monetary policy | Realized volatility | Target interest rate | Volatilität | Volatility | Geldpolitik | Zentralbank | Central bank | Ankündigungseffekt | Announcement effect | Zins | Interest rate | Aktienmarkt | Stock market | Börsenkurs | Share price | Schätzung | Estimation | Zinspolitik | Interest rate policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2018.09.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012127844