Similar Search Results - EconBiz

Keep it simple : central bank communication and asset prices

Mumtaz, Haroon; Saleheen, Jumana; Spitznagel, Roxane - 2023 - This version: July 16, 2023

This paper studies the impact of different types and styles of Bank of England Monetary Policy Committee (MPC) communication on asset prices (stock prices, gilt yields and interest rate futures) from 1999-2023. We extend MPC communication to include MPC speeches and find MPC speeches to be an...

Persistent link: https://www.econbiz.de/10014314314

Mind your language: market responses to central bank speeches

Ahrens, Maximilian; Erdemlioglu, Deniz; McMahon, Michael; … - 2023

Persistent link: https://www.econbiz.de/10014320637

Systemic tail risk: high-frequency measurement, evidence and implications

Erdemlioglu, Deniz; Neely, Christopher J.; Yang, Xiye - 2023

Persistent link: https://www.econbiz.de/10014320683

Stock price reaction to ECB communication : Introductory Statements vs. Questions & Answers

Baranowski, Pawel; Bennani, Hamza; Doryń, Wirginia - In: Finance research letters 52 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014472089

Mean-Maximum Drawdown optimization of buy-and-hold portfolios using a multi-objective evolutionary algorithm

Drenovak, Mikica; Ranković, Vladimir; Urošević, Branko; … - In: Finance research letters 46 (2022) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10013341443

Winners and losers in investment competition : experimental study

Afik, Zvika; Dafna, Hofit Hamrani; Lahav, Yaron - In: Finance research letters 61 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10014490844

Unique equilibrium in a model of takeovers involving block trades and tender offers

Oh, Frederick Dongchuhl; Baek, Sangkyu - In: Finance research letters 15 (2015), pp. 208-214

Persistent link: https://www.econbiz.de/10011553200

Stochastic asset allocation and reinsurance game under contagious claims

Liu, Guo; Zhuo, Jin; Li, Shuanming; Zhang, Jiannan - In: Finance research letters 49 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013479221

Bond returns and financial index numbers : results from an intertemporal arbitrage free model

Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992

Persistent link: https://www.econbiz.de/10000893022

Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors

Engsted, Tom; Lund, Jesper - 1994

Persistent link: https://www.econbiz.de/10000894175

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