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Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin; Dijk, Dick van; Pooter, Michiel de - In: International journal of forecasting 25 (2009) 2, pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
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Monetary policy uncertainty and monetary policy surprises
Pooter, Michiel de; Favara, Giovanni; Modugno, Michele; … - In: Journal of international money and finance 112 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012797622
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Monetary policy uncertainty and monetary policy surprises
Pooter, Michiel de; Favara, Giovanni; Modugno, Michele; … - 2020 - This version: March 2020
Persistent link: https://www.econbiz.de/10012388610
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Reprint: monetary policy uncertainty and monetary policy surprises
Pooter, Michiel de; Favara, Giovanni; Modugno, Michele; … - In: Journal of international money and finance 114 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012887589