Narrow search
Showing 1 - 10 of 12,312
Cover Image
On the pricing of overnight market risk
Perras, Patrizia Julia; Wagner, Niklas F. - In: Empirical economics : a journal of the Institute for … 59 (2020) 3, pp. 1307-1327
Persistent link: https://www.econbiz.de/10012285567
Cover Image
VIX changes and derivative returns on FOMC meeting days
Krieger, Kevin; Mauck, Nathan; Chen, Denghui - In: Financial markets and portfolio management 26 (2012) 3, pp. 315-331
Persistent link: https://www.econbiz.de/10009623474
Cover Image
The response of stock market volatility to futures-based measures of monetary policy shocks
Gospodinov, Nikolaj; Jamali, Ibrahim - In: International review of economics & finance : IREF 37 (2015), pp. 42-54
Persistent link: https://www.econbiz.de/10011538240
Cover Image
Impact of uncertainty on high frequency response of the US stock markets to the Fed's policy surprises
Marfatia, Hardik A. - In: The quarterly review of economics and finance : journal … 54 (2014) 3, pp. 382-392
Persistent link: https://www.econbiz.de/10010492635
Cover Image
Money market microstructure and monetary policy : the Indian experience
Bhattacharyya, Indranil; Roy, Mohua; Joshi, Himanshu; … - In: Macroeconomics and finance in emerging market economies 2 (2009) 1, pp. 59-77
Persistent link: https://www.econbiz.de/10003846677
Cover Image
Spekulation, Preisbildung und Volatilität auf Finanz- und Devisenmärkten
Alexander, Volbert; Kugler, Peter; Streissler, Erich; … - Verein für Socialpolitik / Ausschuss für Geldtheorie … - 1998
werden die Auswirkungen einer Geldpolitik analysiert, die auf Veränderungen der Zinsstruktur reagiert und "leaning against … von J. Wolters analysiert die Renditestruktur am deutschen Kapitalmarkt. Gemäß der Erwartungshypothese der Zinsstruktur … Spreads festgestellt werden. Dies bedeutet, daß die Zinsstruktur nicht nur von einem, sondern von zwei gemeinsamen Faktoren …
Persistent link: https://www.econbiz.de/10011401983
Cover Image
Spekulation, Preisbildung und Volatilität auf Finanz- und Devisenmärkten
Alexander, Volbert (contributor); Baltensperger, Ernst (ed.) - 1998
Persistent link: https://www.econbiz.de/10013280903
Cover Image
Does central bank tone move asset prices?
Schmeling, Maik; Wagner, Christian - 2019
Persistent link: https://www.econbiz.de/10012060920
Cover Image
Reserve Bank of India's monetary policy and macroeconomic announcements : impact on S&P CNX Nifty VIX
Shaikh, Imlak; Padhi, Puja - In: Transition studies review 19 (2013) 4, pp. 445-460
Persistent link: https://www.econbiz.de/10009725189
Cover Image
What explains the spread between the euro overnight rate and the ECB's policy rate?
Linzert, Tobias (contributor); Schmidt, Sandra (contributor) - 2007
In this paper we employ a time series econometric framework to explore the structural determinants of the spread between the euro overnight rate and the ECB's policy rate (EONIA spread) aiming to explain the widening of the EONIA spread in the period from mid-2004 to mid-2006. We mainly estimate...
Persistent link: https://www.econbiz.de/10003607705