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Fock, John Henning - 2008 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003722057

Uncertain tone, asset volatility and credit default swap spreads

Doshi, Hitesh; Patel, Saurin; Ramani, Srikanth; Sooy, … - In: Journal of contemporary accounting & economics 19 (2023) 3, pp. 1-17

Persistent link: https://www.econbiz.de/10014483031

Investors' responses to macroeconomic news : the role of mandatory derivatives and hedging activities disclosure

Tessema, Abiot Mindaye; Rubbaniy, Ghulame - In: International journal of managerial finance : IJMF 19 (2023) 1, pp. 173-202

Persistent link: https://www.econbiz.de/10014325628

Volatility spillovers of Federal Reserve and ECB balance sheet expansions to emerging market economies

Apostolou, Apostolos; Beirne, John - 2017

This paper examines volatility spillovers from changes in the size of the balance sheets of the Federal Reserve (FED) and European Central Bank (ECB) to emerging market economies (EMEs) from 2003 to 2014. We find that EME bond markets are most susceptible to positive volatility spillovers from...