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Monetary policy implementation and the euro area money market

Moschitz, Julius - In: Applied financial economics 19 (2009) 1/3, pp. 39-57

, volatility of interest rates with various maturities and volatility transmission along the yield curve are analysed. It is found … that the way how monetary policy is implemented affects volatility of most money market rates, except the 12-month rate …-shaped volatility curve and strong evidence in favour of the expectation hypothesis are documented. …

Persistent link: https://www.econbiz.de/10003825802

Money market operations and short-term interest rate volatility in the United Kingdom

Wetherilt, Anne Vila - In: Applied financial economics 13 (2003) 10, pp. 701-719

Persistent link: https://www.econbiz.de/10001777210

Interest rate pass-through and financial crises : do switching regimes matter? : The case of Argentina

Humala, Alberto - In: Applied financial economics 15 (2005) 2, pp. 77-94

Persistent link: https://www.econbiz.de/10002537398

Examining volatility spillover in Asian REIT markets

Lin, Pin-te - In: Applied financial economics 23 (2013) 22/24, pp. 1701-1705

Persistent link: https://www.econbiz.de/10010336274

Cross-border sentiment : an empirical analysis on EU stock markets

Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290

Persistent link: https://www.econbiz.de/10010399454

Order imbalance, market returns and volatility : evidence from Thailand during the Asian crisis

Visaltanachoti, Nuttawat; Luo, Hang - In: Applied financial economics 19 (2009) 16/18, pp. 1391-1399

This article examines the interaction between order imbalance, stock returns, volatility and volume dynamics during … in current excess sell orders, but are insensitive to the current excess buy orders. In addition to the positive volume-volatility … relation, the influence of order imbalance to volatility is much weaker after controlling for the level of stock returns. …

Persistent link: https://www.econbiz.de/10003886203

Sources of output volatility from financial crisis in emerging markets

Pattanachak, Kritchaya; Lee, Jin Man - In: Applied financial economics 20 (2010) 1/3, pp. 183-199

We investigate how output fluctuates before and after these financial crises hit the E-7 countries by excluding the crisis period defined earlier from the sample. The E-7 is referred to a group of seven emerging market countries-Thailand, Malaysia, Indonesia, the Philippines, South Korea, Mexico...

Persistent link: https://www.econbiz.de/10003935995

Stock return dynamics and stock market interdependencies

Tsouma, Ekaterini - In: Applied financial economics 17 (2007) 10/12, pp. 805-825

Persistent link: https://www.econbiz.de/10003537547

A study on the volatility forecast of the US housing market in the 2008 crisis

Li, Kui-wai - In: Applied financial economics 22 (2012) 22/24, pp. 1869-1880

Persistent link: https://www.econbiz.de/10009719324

Interest rate and stock return volatility indices for the Eurozone : investors' gauges of fear during the recent financial crisis

López, Raquel; Navarro, E. - In: Applied financial economics 23 (2013) 16/18, pp. 1419-1432

Persistent link: https://www.econbiz.de/10010259391

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