US monetary policy surprises transmission to European stock markets
Tarek Chebbi, Abdelkader Derbali
| Year of publication: |
2019
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|---|---|
| Authors: | Chebbi, Tarek ; Derbali, Abdelkader |
| Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 12.2019, 1, p. 3-14
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| Subject: | monetary policy surprises | conditional volatility | federal funds futures | European stock markets | DDC-GARCH | Geldpolitik | Monetary policy | Aktienmarkt | Stock market | Volatilität | Volatility | USA | United States | EU-Staaten | EU countries | Ankündigungseffekt | Announcement effect | Deutschland | Germany | Eurozone | Euro area | Großbritannien | United Kingdom |
| 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/10012021780