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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
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The effects of stock index futures trading on stock index volatility : an analysis of the asymmetric response of volatility to news
Antoniou, Antonios - In: The journal of futures markets 18 (1998) 2, pp. 151-166
Persistent link: https://www.econbiz.de/10001239196
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Intraday volatility responses to monetary policy events
Lunde, Asger; Zebedee, Allan A. - In: Financial markets and portfolio management 23 (2009) 4, pp. 383-399
Persistent link: https://www.econbiz.de/10003903011
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Communication matters : US monetary policy and commodity price volatility
Hayo, Bernd; Kutan, Ali Mustafa; Neuenkirch, Matthias - 2011 - This version: March 4, 2011
Using a GARCH model, we analyze the influence of U.S. monetary policy action and communication on the price volatility … significant impact on price volatility. Second, expected target rate changes and communications decrease volatility, whereas … ; Price Volatility …
Persistent link: https://www.econbiz.de/10008859667
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Simultaneous monetary policy announcements and international stock markets response : an intraday analysis
Hussain, Syed Mujahid - 2010
Persistent link: https://www.econbiz.de/10003941868
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Simultaneous monetary policy announcements and international stock markets response : an intraday analysis
Hussain, Syed Mujahid - In: Journal of banking & finance 35 (2011) 3, pp. 752-764
Persistent link: https://www.econbiz.de/10009161746
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Words that shake traders : the stock market's reaction to central bank communication in real time
Rosa, Carlo - In: Journal of empirical finance 18 (2011) 5, pp. 915-934
Persistent link: https://www.econbiz.de/10009492524
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The high-frequency response of energy prices to monetary policy : understanding the empirical evidence
Rosa, Carlo - 2013
highly significant effects on the level and volatility of energy futures prices and their trading volumes. I find that, on …
Persistent link: https://www.econbiz.de/10009709314
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The impact of FOMC statements on the volatility of asset prices
Farka, Mira; Fleissig, Adrian R. - In: Applied economics 45 (2013) 10/12, pp. 1287-1301
Persistent link: https://www.econbiz.de/10009718408
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Impact of uncertainty on high frequency response of the US stock markets to the Fed's policy surprises
Marfatia, Hardik A. - In: The quarterly review of economics and finance : journal … 54 (2014) 3, pp. 382-392
Persistent link: https://www.econbiz.de/10010492635