The impact of FOMC statements on the volatility of asset prices
Year of publication: |
2013
|
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Authors: | Farka, Mira ; Fleissig, Adrian R. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 10/12, p. 1287-1301
|
Subject: | Federal Open Market Committee | Geldpolitik | Monetary policy | Zinspolitik | Interest rate policy | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Finanzmarkt | Financial market | USA | United States | 1994-2007 |
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