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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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The high-frequency response of energy prices to monetary policy : understanding the empirical evidence
Rosa, Carlo - 2013
highly significant effects on the level and volatility of energy futures prices and their trading volumes. I find that, on …
Persistent link: https://www.econbiz.de/10009709314
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Macroeconomic news surprises, volume and volatility relationship in index futures market
Banerjee, Ameet Kumar; Pradhan, H. K.; Tripathy, Trilochan - In: Applied economics 52 (2020) 3, pp. 275-287
Persistent link: https://www.econbiz.de/10012197389
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Effects of macroeconomic news announcements on risk-neutral distribution : evidence from KOSPI200 intraday options data
Kim, Sol; Lee, Geul - In: Asia-Pacific journal of financial studies 40 (2011) 3, pp. 403-432
Persistent link: https://www.econbiz.de/10009388576
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Intraday futures market behaviour around major scheduled macroeconomic announcements : Australian evidence
Frino, Alex; Hill, Amelia - In: Journal of banking & finance 25 (2001) 7, pp. 1319-1337
Persistent link: https://www.econbiz.de/10001586896
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Trading around macroeconomic announcements : are all traders created equal?
Erenburg, Grigori; Kurov, Alexander; Lasser, Dennis J. - In: Journal of financial intermediation 15 (2006) 4, pp. 470-493
Persistent link: https://www.econbiz.de/10003395882
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Do stock market fear and economic policy uncertainty co-move with COVID-19 fear? : evidence from the US and UK
Rubbaniy, Ghulame; Khalid, Ali Awais; Tessema, Abiot Mindaye - In: Studies in economics and finance 40 (2023) 1, pp. 192-212
Persistent link: https://www.econbiz.de/10013503892
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RBI'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
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Monetary policy and stock returns under the MPC and inflation targeting
Chortareas, Georgios E.; Noikokyris, Emmanouil - In: International review of financial analysis 31 (2014), pp. 109-116
Persistent link: https://www.econbiz.de/10010461531
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The effects of conventional and unconventional monetary policy on exchange rate volatility
Wei, Wan; Pozo, Susan - In: Cogent economics & finance 9 (2021) 1, pp. 1-19
This paper examines the impacts of U.S. conventional and unconventional monetary policy announcements on the volatility … in the analysis. Results show that the exchange rate volatility increases significantly in the narrow window before and … after the announcements under conventional monetary policy regime. The increase in the volatility is even greater during the …
Persistent link: https://www.econbiz.de/10013184441