Belgacem, Aymen - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2008
representative European stock markets, we study the effect of both monetary policy signals from the ECB Council and the FOMC on the …In this paper, we investigate the impact of surprises made by scheduled monetary policy announcements on French stock … produce uncertainty until the monetary policy announcement, that we show trigger a decrease on the volatility and a …