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Assessing spill-over effects of US monetary policy and macroeconomic announcements on financial markets in Argentina

Hayo, Bernd; Neuenkirch, Matthias - 2008

exchange markets' returns and volatility over the period 1998 to 2006 using a GARCH model. Firstly, we show that both types of …

Persistent link: https://www.econbiz.de/10010265886

Domestic or U.S. news: what drives Canadian financial markets?

Hayo, Bernd; Neuenkirch, Matthias - 2009

Using a GARCH model, we study the effects of Canadian and U.S. central bank communication and macroeconomic news on …

Persistent link: https://www.econbiz.de/10010271164

Central bank communication and correlation between financial markets: Canada and the United States

Beck, Melanie-Kristin; Hayo, Bernd; Neuenkirch, Matthias - 2012

We study the correlation between pairs of bond and stock markets in Canada and the United States between January 1998 and December 2006 in the framework of Diagonal-BEKK models. Our research question is whether monetary policy action and communication by the Bank of Canada and the Federal...

Persistent link: https://www.econbiz.de/10010286380

Financial market reaction to Federal Reserve communications : does the global financial crisis make a difference?

Hayo, Bernd; Kutan, Ali Mustafa; Neuenkirch, Matthias - In: Empirica : journal of european economics 42 (2015) 1, pp. 185-203

Persistent link: https://www.econbiz.de/10011318410

Central bank communication and correlation between financial markets : Canada and the United States

Beck, Melanie-Kristin; Hayo, Bernd; Neuenkirch, Matthias - In: International economics and economic policy : IEEP 10 (2013) 2, pp. 277-296

Persistent link: https://www.econbiz.de/10009754633

Does the currency board matter? : US news and Argentine financial market reaction

Hayo, Bernd; Neuenkirch, Matthias - In: Applied economics 45 (2013) 28/30, pp. 4034-4040

Persistent link: https://www.econbiz.de/10010345766

Complexity of ECB communication and financial market trading

Hayo, Bernd; Henseler, Kai; Rapp, Marc Steffen - 2019

We examine howthe verbal complexity of ECB communications affectsfi-nancial market trading based on high-frequency data fromEuropean stock index futures trading. Studying the 34 events between May 2009 and June 2017, during which the ECB Governing Council press conferences covered unconventional...

Persistent link: https://www.econbiz.de/10012039675

Central Bank Communication and Correlation between Financial Markets: Canada and the United States

Beck, Melanie-Kristin; Hayo, Bernd; Neuenkirch, Matthias - Volkswirtschaft Abteilung, Fachbereich … - 2012

We study the correlation between pairs of bond and stock markets in Canada and the United States between January 1998 and December 2009 in the framework of diagonal-BEKK models. Our research question is whether monetary policy actions and communications by the Bank of Canada and the Federal...

Persistent link: https://www.econbiz.de/10009398264

Complexity of ECB communication and financial market trading

Hayo, Bernd; Henseler, Kai; Rapp, Marc Steffen; Zahner, … - In: Journal of international money and finance 128 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013438375

Bank of Canada Communication, Media Coverage, and Financial Market Reactions

Hayo, Bernd; Neuenkirch, Matthias - Volkswirtschaft Abteilung, Fachbereich … - 2010

Canadian bond and stock market returns using a GARCH model over the period 1998–2006. Official communications exert a …

Persistent link: https://www.econbiz.de/10008553059