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Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian - 2001
Persistent link: https://www.econbiz.de/10001626608
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S&P 500 implied volatility and monetary policy announcements
Chen, En-Te John; Clements, Adam - In: Finance research letters 4 (2007) 4, pp. 227-232
Persistent link: https://www.econbiz.de/10003702504
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Impact of the federal open market committeeś meetings and scheduled macroeconomic news on stock market uncertainty
Nikkinen, Jussi; Sahlström, Petri - In: International review of financial analysis 13 (2004) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10002066686
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What option prices tell us about the ECB's unconventional monetary policies
Olijslager, Stan Stan; Petersen, Annelie; Vette, Nander de - 2018
Persistent link: https://www.econbiz.de/10012109721
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What option prices tell us about the ECB's unconventional monetary policies
Olijslagers, Stan; Petersen, Annelie; Vette, Nander de; … - 2018
We use a series of different approaches to extract information about crash risk from option prices for the Euro-Dollar exchange rate, with each step sharpening the focus on extracting more specific measures of crash risk around dates of ECB measures of Unconventional Monetary Policy. Several...
Persistent link: https://www.econbiz.de/10011940034
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What option prices tell us about the ECB's unconventional monetary policies
Olijslagers, Stan; Petersen, Annelie; Vette, Nander de; … - 2019
Persistent link: https://www.econbiz.de/10011992544
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Financial development and the volatility of growth : time series evidence for Mexico and United States
Cermeño, Rodolfo; Roa García, María José; González … - In: Monetaria : English edition 4 (2016) 2, pp. 195-232
Persistent link: https://www.econbiz.de/10011760389
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Essays in international macroeconomics
Scholl, Almuth - 2006
Persistent link: https://www.econbiz.de/10003315521
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Monetary policy, endogeneous inattention and the volatility trade-off
Branch, William A.; Carlson, John B.; Evans, George W.; … - In: The economic journal : the journal of the Royal … 119 (2009), pp. 123-157
Persistent link: https://www.econbiz.de/10003805228
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Communicating with many tongues : FOMC speeches and US financial market reaction
Hayo, Bernd; Kutan, Ali Mustafa; Neuenkirch, Matthias - 2008
This paper studies the effects of FOMC communication on U.S. financial markets’ returns and volatility using a GARCH … and volatility is larger if the communication channel is more formal. However, since speeches happen much more often than …
Persistent link: https://www.econbiz.de/10003864447