The differential impact of monetary policy announcements and explanatory minutes releases on the Australian interest rate futures market
Bronwyn McCredie; Paul Docherty; Steve Easton; Katherine Uylangco
| Year of publication: |
2014
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|---|---|
| Authors: | McCredie, Bronwyn ; Docherty, Paul ; Easton, Steve ; Uylangco, Katherine |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 29.2014, p. 261-271
|
| Subject: | Monetary policy announcement | Interest rate futures market | Explanatory minutes | Global Financial Crisis | Geldpolitik | Monetary policy | Zinsderivat | Interest rate derivative | Ankündigungseffekt | Announcement effect | Australien | Australia | Finanzkrise | Financial crisis | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010495710