Narrow search
Showing 1 - 10 of 79,776
Cover Image
The Impact of Macroeconomic Announcements on Risk, Preference, and Risk Premium
Kiriu, Takuya; Hibiki, Norio - 2022
This study examines the impact of macroeconomic announcements on the risk premium and its sources under time …-varying preference. We propose a novel method to decompose risk premium changes into the risk and preference components, which are … surprise increases (decreases) the risk premium; (2) the risk component mainly drives the increase (decrease) in the risk …
Persistent link: https://www.econbiz.de/10014239318
Cover Image
Economic uncertainties, macroeconomic announcements and sukuk spreads
Balli, Faruk; Syed Mabruk Billah; Balli, Hatice Ozer; … - In: Applied economics 52 (2020) 35, pp. 3748-3769
Persistent link: https://www.econbiz.de/10012258979
Cover Image
Fearing the Fed : how Wall Street reads main street
Law, Tzuo Hann; Song, Dongho; Yaron, Amir - 2019
Persistent link: https://www.econbiz.de/10012174214
Cover Image
The Macroeconomic Announcement Premium
Wachter, Jessica A. - 2018
announcement days as compared with non-announcement days. Third, risk as measured by volatilities and betas is equal on both types …
Persistent link: https://www.econbiz.de/10012923718
Cover Image
Non-monetary news in central bank communication
Cieślak, Anna; Schrimpf, Andreas - In: Journal of international economics 118 (2019), pp. 293-315
Persistent link: https://www.econbiz.de/10012296035
Cover Image
The Macroeconomic Announcement Premium
Wachter, Jessica A. - 2018
announcement days as compared with non-announcement days. Third, risk as measured by volatilities and betas is equal on both types …
Persistent link: https://www.econbiz.de/10012453282
Cover Image
The macroeconomic announcement premium and information environment
Zhang, Chu; Zhao, Shen - In: Journal of monetary economics 139 (2023), pp. 55-73
Persistent link: https://www.econbiz.de/10014464881
Cover Image
Impact of macroeconomic announcements on us equity prices, 2009-2013
Nadler, Daniel; Schmidt, Anatoly B. - In: Journal of forecasting 35 (2016) 1, pp. 34-42
Persistent link: https://www.econbiz.de/10011417702
Cover Image
Does the currency board matter? : US news and Argentine financial market reaction
Hayo, Bernd; Neuenkirch, Matthias - In: Applied economics 45 (2013) 28/30, pp. 4034-4040
Persistent link: https://www.econbiz.de/10010345766
Cover Image
The impact of US macroeconomic news on the Polish stock market
Gurgul, Henryk; Wójtowicz, Tomasz - In: Central European journal of operations research : CEJOR … 22 (2014) 4, pp. 795-817
Persistent link: https://www.econbiz.de/10010437161