US monetary policy surprises transmission to European stock markets
Year of publication: |
2019
|
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Authors: | Chebbi, Tarek ; Derbali, Abdelkader |
Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 12.2019, 1, p. 3-14
|
Subject: | monetary policy surprises | conditional volatility | federal funds futures | European stock markets | DDC-GARCH | Geldpolitik | Monetary policy | Aktienmarkt | Stock market | EU-Staaten | EU countries | USA | United States | Volatilität | Volatility | Schätzung | Estimation | Eurozone | Euro area | Geldmarkt | Money market | Ankündigungseffekt | Announcement effect |
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