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The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan; Jiao, Feng; Tse, Yiuman - In: Journal of banking & finance 123 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
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Do FOMC minutes matter to markets? : an intraday analysis of FOMC minutes releases on individual equity volatility and returns
Jubinskia, Daniel; Tomljanovich, Marc - In: Review of financial economics : RFE 22 (2013) 3, pp. 86-97
Persistent link: https://www.econbiz.de/10010213377
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Rules and discretion in monetary policy : is the response of the stock market rational?
Marinescu, Ion-Iulian; Horobeṭ, Alexandra - In: Expert journal of economics 3 (2015) 1, pp. 50-62
We investigate the effects of the monetary policy conduct on the domestic capital market for a sample of developed countries where the capital market plays a significant role in the economy. We break down the policy rate innovations in rules-based and discretionary components in order to...
Persistent link: https://www.econbiz.de/10012062271
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Central bank policy announcements and changes in trading behavior : evidence from bond futures high frequency price data
Kamada, Koichiro; Kurosaki, Tetsuo; Miura, Ko; Yamada, … - 2018
Persistent link: https://www.econbiz.de/10013347266
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Central bank policy announcements and changes in trading behavior : evidence from bond futures high frequency price data
Kamada, Koichiro; Kurosaki, Tetsuo; Miura, Ko; Yamada, … - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-27
Persistent link: https://www.econbiz.de/10013413462
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Stock market evidence on the international transmission channels of US monetary policy surprises
Maurer, Tim Dominik; Nitschka, Thomas - 2021
into different components reflecting investors' revisions in expectations (news) about future cash flows, expected returns …
Persistent link: https://www.econbiz.de/10012520011
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Stock market evidence on the international transmission channels of US monetary policy surprises
Maurer, Tim D.; Nitschka, Thomas - 2020
Persistent link: https://www.econbiz.de/10012299403
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Stock market evidence on the international transmission channels of US monetary policy surprises
Maurer, Tim D.; Nitschka, Thomas - In: Journal of international money and finance 136 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014332348
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Liquidity and information flow around monetary policy announcement
Chung, Kee H.; Elder, John; Kim, Jang-chul - In: Journal of money, credit and banking : JMCB 45 (2013) 5, pp. 781-820
Persistent link: https://www.econbiz.de/10010197619
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The power of forward guidance revisited
McKay, Alisdair; Nakamura, Emi; Jón Steinsson - 2015
Persistent link: https://www.econbiz.de/10010489537