Similar Search Results

Does idiosyncratic risk matter : another look

Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001984084

Idiosyncratic volatility, stock market volatility, and expected stock returns

Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001985899

A dynamic factor analysis of the response of U.S. interest rates to news

Lippi, Marco (contributor); Thornton, Daniel L. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002496904

Do productivity growth, budget deficits, and monetary policy actions affect real interest rates? : Evidence from macroeconomic announcement data

Kliesen, Kevin L. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002496991

Identifying the effects of central bank intervention

Neely, Christopher J. (contributor) - 2005 - rev.

cross-effects of intervention with the level and volatility of exchange rates using the likely timing of intervention … no significant effect on volatility. The paper also illustrates that such inference depends on paying careful attention …

Persistent link: https://www.econbiz.de/10002977390

An analysis of recent studies of the effect of foreign exchange intervention

Neely, Christopher J. (contributor) - 2005

"Two recent strands of research have contributed to our understanding of the effects of foreign exchange intervention: 1) the use of high frequency data; 2) the use of event studies to evaluate the effects of intervention. This article surveys recent empirical studies of the effect of foreign...