The role of FOMC minutes for US asset prices before and after the 2008 crisis : evidence from GARCH volatility modeling
Nicholas Apergis
| Year of publication: |
2015
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|---|---|
| Authors: | Apergēs, Nikolaos |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 55.2015, p. 100-107
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| Subject: | FOMC minutes | US asset markets | GARCH volatility | Volatilität | Volatility | USA | United States | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Börsenkurs | Share price | Finanzkrise | Financial crisis | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
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