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Stock-Bond Return Dynamic Correlation and Macroeconomic Announcements : Time-Scale Analysis and the Effects of Financial Crises

Al Rababa'a, Abdel Razzaq - 2018

We use wavelet analysis to examine the impact of macro-news announcements on the stock-bond correlation. Significant announcement effects appear after controlling for the recent financial crisis, with a link between the speed of reaction and the timing of announcements, with early released news...

Persistent link: https://www.econbiz.de/10012919223

The market stabilization role of central bank asset purchases : high-frequency evidence from the COVID-19 crisis

Bernardini, Marco; De Nicola, Annalisa - 2020

Persistent link: https://www.econbiz.de/10012610634

Stock market reaction at the WHO's announcement of a pandemic due to COVID-19 of the French pharmaceuticals

Lyroudi, Katerina; Nikolopoulos, Sotirios - In: European research studies 24 (2021) 3B, pp. 482-496

Persistent link: https://www.econbiz.de/10012666764

The effect of US macroeconomic news announcements on the Canadian stock market : evidence using high-frequency data

Hussain, Syed Mujahid; Ben Omrane, Walid - In: Finance research letters 38 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012486063

Do international institutions affect financial markets? : evidence from the Greek Sovereign Debt Crisis

Gogstad, Marianne; Kutan, Ali Mustafa; Muradoğlu, Gülnur - In: The European journal of finance 24 (2018) 7/9, pp. 584-605

Persistent link: https://www.econbiz.de/10012244392

Is financial regulation good or bad for real estate companies? : an event study

Hoesli, Martin; Milcheva, Stanimira; Moss, Alex - In: The journal of real estate finance and economics 61 (2020) 3, pp. 369-407

Persistent link: https://www.econbiz.de/10012293192

Financial crises, price discovery, and information transmission : a high-frequency perspective

Füss, Roland; Mager, Ferdinand; Stein, Michael; Zhao, Lu - In: Financial markets and portfolio management 32 (2018) 4, pp. 333-365

Persistent link: https://www.econbiz.de/10011951995

Collective synchronization and high frequency systemic instabilities in financial markets

Calcagnile, Lucio Maria; Bormetti, Giacomo; Treccani, … - In: Quantitative finance 18 (2018) 2, pp. 237-247

Persistent link: https://www.econbiz.de/10011905911

Assessing the impact of an EU financial transactions tax on asset volatility : an event study

Bratis, Theodoros; Laopodis, Nikiforos; Kouretas, … - In: International review of financial analysis 53 (2017), pp. 12-24

Persistent link: https://www.econbiz.de/10011877842

The impact of monetary policy on BRIC markets asset prices during global financial crises

Galloppo, Giuseppe; Paimanova, Viktoriia - In: The quarterly review of economics and finance : journal … 66 (2017), pp. 21-49

Persistent link: https://www.econbiz.de/10011792727

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