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FOMC communication and emerging equity markets

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

Using a GARCH model, we study the effects of Federal Funds target rate changes and FOMC communication on emerging equity market returns and volatility over the period 1998–2006. First, both types of news have a significant impact on market returns. Second, target rate changes are more...

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

The impact of U.S. central bank communication on European and Pacific equity markets

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

We examine the effects of federal funds target rate changes and all types of FOMC communication on European and Pacific equity market returns using a GARCH model. We show that both types of news have a significant statistical and economic impact, but that the effects are not symmetric: target...

Persistent link: https://www.econbiz.de/10003852262

The reaction of asset prices to macroeconomic announcements in new EU markets : evidence from intraday data

Hanousek, Jan; Kočenda, Evžen; Kutan, Ali Mustafa - In: Journal of financial stability 5 (2009) 2, pp. 199-219

Persistent link: https://www.econbiz.de/10003852908

The J-curve in the emerging economies of Eastern Europe

Bahmani-Oskooee, Mohsen; Kutan, Ali Mustafa - In: Applied economics 41 (2009) 19/21, pp. 2523-2532

Persistent link: https://www.econbiz.de/10003886255

Corruption and economic development in energy-rich economies

Kalyuzhnova, Yelena; Kutan, Ali Mustafa; Yigit, Taner M. - In: Comparative economic studies 51 (2009) 2, pp. 165-180

Persistent link: https://www.econbiz.de/10003890666

Towards solving the PPP puzzle : evidence from 113 countries

Bahmani-Oskooee, Mohsen; Kutan, Ali Mustafa; Zhou, Su - In: Applied economics 41 (2009) 22/24, pp. 3057-3066

Persistent link: https://www.econbiz.de/10003895062

A century of PPP : supportive results from nonlinear unit root tests

Bahmani-Oskooee, Mohsen; Kutan, Ali Mustafa; Zhou, Su - In: Global business & economics review 11 (2009) 1, pp. 19-27

Persistent link: https://www.econbiz.de/10003899610

Are multinationals afraid of social violence in emerging markets? : evidence from the Indonesian provinces

Evrensel, Ayşe Y.; Kutan, Ali Mustafa - In: Journal of economic studies 34 (2007) 1, pp. 59-73

Persistent link: https://www.econbiz.de/10003417384

Monetary and fiscal policy in Poland during EU accession

Orłowski, Lucjan T. - In: Macroeconomic policies for EU accession, (pp. 174-205). 2007

Persistent link: https://www.econbiz.de/10003487471

Evrensel, Ayşe Y.; Kutan, Ali Mustafa - In: Pacific-Basin finance journal 15 (2007) 1, pp. 80-104

Persistent link: https://www.econbiz.de/10003408009