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Central bank announcements and realized volatility of stock markets in G7 countries

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Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin

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Modeling realized volatility of the EUR/USD exchange rate : does implied volatility really matter?

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A tale of tails : new evidence on the growth-return nexus

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FX market volatility modelling : can we use low-frequency data?

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Russia's ruble during the onset of the Russian invasion of Ukraine in early 2022 : the role of implied volatility and attention

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Central Bank Announcements and Realized Volatility of Stock Markets in G7 Countries

Lyocsa, Stefan - 2018

We investigate the impact of monetary policy announcements on stock market volatility in the U.S., Canada, Japan, the U.K., Germany, France and Italy during the 2006-2016 period. More specifically, we study the impact of policy rate and quantitative easing announcements of domestic and foreign...

Persistent link: https://www.econbiz.de/10012910263