Price jumps in developed stock markets : the role of monetary policy committee meetings
Rangan Gupta, Chi Keng Marco Lau, Ruipeng Liu, Hardik A. Marfatia
| Year of publication: |
2019
|
|---|---|
| Authors: | Gupta, Rangan ; Lau, Chi Keng Marco ; Liu, Ruipeng ; Marfatia, Hardik A. |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 43.2019, 2, p. 298-312
|
| Subject: | Jump intensity | Developed stock markets | Monetary policy committee meeting dates | Geldpolitik | Monetary policy | Aktienmarkt | Stock market | Volatilität | Volatility | Finanzmarkt | Financial market | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-018-9444-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012171144