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~person:"Belgacem, Aymen"
~person:"Taylor, Nicholas"
~person:"Wel, Michel van der"
~subject:"Herding Behavior"
~subject:"Monetary policy"
~subject:"Volatility"
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Search: subject:"Macroeconomic Announcements"
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Herding Behavior
Monetary policy
Volatility
macroeconomic announcements
7
Macroeconomic Announcements
5
Ankündigungseffekt
4
Announcement effect
4
Börsenkurs
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customer order flow
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treasury futures
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heterogeneity
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Belgacem, Aymen
Taylor, Nicholas
Wel, Michel van der
Wójtowicz, Tomasz
5
Gurgul, Henryk
4
Brzeszczyński, Janusz
3
Füss, Roland
3
Kam Fong Chan
3
Kočenda, Evžen
3
Kutan, Ali Mustafa
3
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3
Smales, Lee A.
3
Stein, Michael
3
Conrad, Christian
2
Corneli, Flavia
2
Dijk, Dick van
2
Du, Ding
2
Ferriani, Fabrizio
2
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2
Garcia, Márcio Gomes Pinto
2
Gau, Yin-feng
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Gazzani, Andrea
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2
Hautsch, Nikolaus
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Hussain, Syed Mujahid
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Ishfaq, Muhammad
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Medeiros, Marcelo C.
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EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
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On the effects of private information on volatility
Opschoor, Anne
;
Wel, Michel van der
;
Dijk, Dick van
; …
-
2011
-
This version: May 9, 2011
' expectations about
macroeconomic
announcements
. Finally, we find that the effect of private information on volatility is larger …
Persistent link: https://www.econbiz.de/10011386466
Saved in:
2
Volatility spillovers and
macroeconomic
announcements
: evidence from crude oil markets
Belgacem, Aymen
;
Creti, Anna
;
Guesmi, Khaled
;
Lahiani, Amine
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 2974-2984
Persistent link: https://www.econbiz.de/10011289395
Saved in:
3
L'impact des signaux de politique monétaire sur la rentabilité et la volatilité des actions du CAC 40
Belgacem, Aymen
-
EconomiX, Université Paris Ouest-Nanterre la Défense …
-
2008
observed few days before policy announcements. They coincide with the release of other
macroeconomic
announcements
which …
Persistent link: https://www.econbiz.de/10005094012
Saved in:
4
Order flow and volatility : an empirical investigation
Opschoor, Anne
;
Taylor, Nicholas
;
Wel, Michel van der
; …
- In:
Journal of empirical finance
28
(
2014
),
pp. 185-201
Persistent link: https://www.econbiz.de/10011285068
Saved in:
5
Herding behavior around US
macroeconomic
announcements
Belgacem, Aymen
;
Lahiani, Amine
- In:
The journal of applied business research
29
(
2013
)
5
,
pp. 1401-1409
Persistent link: https://www.econbiz.de/10010198179
Saved in:
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