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1
The impact of
inflation
rate announcements on interest rate
volatility
: Australian evidence
Silvapulle, Paramsothy
;
Pereira, Robert
;
Lee, John H. H.
-
1993
Persistent link: https://www.econbiz.de/10000878845
Saved in:
2
The effects of economic news on interest rates in
Australia
Doraisami, Anita Giselle
- In:
Economic papers : a journal of applied economics and policy
13
(
1994
)
2
,
pp. 64-73
Persistent link: https://www.econbiz.de/10001169117
Saved in:
3
The impact of
inflation
rate announcements on interest rate
volatility
: Australian evidence
Silvapulle, Paramsothy
- In:
Applied financial economics
7
(
1997
)
5
,
pp. 559-566
Persistent link: https://www.econbiz.de/10001229831
Saved in:
4
The micro dynamics of macro announcements
Mittnik, Stefan
;
Robinzonov, Nikolay
;
Wohlrabe, Klaus
-
2013
response analysis. Second, we examine the announcements effects on market
volatility
in a more detailed fashion by … adequately analyze both conditional mean and
volatility
effects. …
Persistent link: https://www.econbiz.de/10010190208
Saved in:
5
Three empirical essays on the informational content of financial prices
Bernoth, Kerstin
-
2004
Persistent link: https://www.econbiz.de/10002524759
Saved in:
6
The Euribor futures market : efficiency and the impact of ECB policy announcements
Bernoth, Kerstin
;
Hagen, Jürgen von
- In:
International finance
7
(
2004
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10002141303
Saved in:
7
The performance of the Euribor futures market : efficiency and the impact of ECB policy announcements
Bernoth, Kerstin
;
Hagen, Jürgen von
-
2003
Persistent link: https://www.econbiz.de/10001881261
Saved in:
8
International linkages and macroeconomic news effects on interest rate
volatility
:
Australia
and the US
Kim, Suk-Joong
;
Sheen, Jeffrey R.
- In:
Pacific-Basin finance journal
8
(
2000
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10001489406
Saved in:
9
International linkages and macroeconomic news effects on interest rate
volatility
:
Australia
and the US
Kim, Suk-Joong
-
1998
Persistent link: https://www.econbiz.de/10000996626
Saved in:
10
Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson
;
Ventosa-Santaulària, Daniel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011708765
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