Al-Rjoub, Samer A. M. - 2016
Alyoam).EWMA results over thirteen yeas period show with no doubt that media coverage of CBJ communication in the three days … market returns react positively to a CBJ communication of T-Bills issuance. Such contradicting reaction to the news of T … news for the surrounding days. Crises dummy show irrelevance of communication during subsample of 2008. When allowing for …