Comparing U.S. and European market volatility responses to interest rate policy announcements
Kevin Krieger, Nathan Mauck, Joseph Vazquez
| Year of publication: |
May 2015
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|---|---|
| Authors: | Krieger, Kevin ; Mauck, Nathan ; Vazquez, Joseph |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 39.2015, p. 127-136
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| Subject: | FOMC | ECB | VIX | VDAX | Monetary policy | Volatility spillover | Volatilität | Volatility | Geldpolitik | USA | United States | EU-Staaten | EU countries | Ankündigungseffekt | Announcement effect | Zinspolitik | Interest rate policy | Spillover-Effekt | Spillover effect | Zins | Interest rate | Vergleich | Comparison | Eurozone | Euro area |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2015.03.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011573113