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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

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

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

FOMC communication and emerging equity markets

Hayo, Bernd; Kutan, Ali Mustafa; Neuenkirch, Matthias - 2009

equity market returns and volatility over the period 1998–2006. First, both types of news have a significant impact on market … reports lowers price volatility. Finally, American emerging markets react more to U.S. news than non-American markets …

Persistent link: https://www.econbiz.de/10003852244