Wang, Xiaoyu; Zhai, Jia; Xie, Dejun; Jiang, Jingjing - In: China Finance Review International 10 (2019) 1, pp. 37-51
Purpose: The purpose of this paper is to investigate the impact of Federal Open Market Committee (FOMC) meetings and the changes of the target rates on stock market uncertainty. Design/methodology/approach: Multivariate regression analysis is applied to the historical data of VIX, FOMC meetings...