Gropp, Reint; Kadareja, Arjan - 2007
.1. Unanticipated monetary policy decisions
We use unanticipated monetary policy decisions in the euro area and the UK as our
shock …, for the euro area sub-sample the trading day starts at 09:09:00 and
ends at 16:49:00 CET for the following reason. We …
later for the euro area (UK), respectively. As regards to the day of the week dummies,
we find no significant difference in …