When no news is good news : the decrease in investor fear after the FOMC announcement
Year of publication: |
March 2017
|
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Authors: | Fernandez-Perez, Adrian ; Frijns, Bart ; Tourani Rad, Alireza |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 41.2017, p. 187-199
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Subject: | VIX | VIX futures | FOMC announcement | Intraday data | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Geldpolitik | Monetary policy |
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