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Asset Price Volatility in EU-6 Economies : How Large is the Role Played by the ECB?
Ciarlone, Alessio - 2018
the ECB from 2009 onwards have spilled over into asset price volatility developments of a group of six Central and Eastern … significant role in dampening volatility spikes in the financial markets of the countries at stake. This probably reflects how …
Persistent link: https://www.econbiz.de/10012915141
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Public Information Arrival and Investor Reaction During a Period of Institutional Change : An Episode of Early Years of a Newly Independent Central Bank
Brzeszczynski, Janusz - 2012
Employing unique data derived directly from Reuters electronic brokerage platform for currency trading, this paper investigates the reaction of investors to central bank announcements on foreign exchange market in Poland in years 1999-2003. Our sample period is interesting as it captures a time...
Persistent link: https://www.econbiz.de/10013107153
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Macroeconomic news and intraday seasonal volatility in the cryptocurrency markets
Ben Omrane, Walid; Houidi, Fatma; Savaser, Tanseli - In: Applied economics 56 (2024) 38, pp. 4594-4610
Persistent link: https://www.econbiz.de/10014560361
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Financial Markets Behaviour Around ECB Announcements
Bandelli, Roberto - 2018
We analyze the behavior of an array of financial assets around European Central Bank (ECB) monetary policy decisions. We document that European and U.S. equities accumulate sizeable excess returns in the week ahead of an announcement. Pre-ECB announcement returns are stronger from the...
Persistent link: https://www.econbiz.de/10012920305
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Central banks sowing the seeds for a green financial sector? : NGFS membership and market reactions
Fischer, Lion; Rapp, Marc Steffen; Zahner, Johannes - 2024 - Version: Friday, 26 January 2024
In December 2017, during the One Planet Summit in Paris, a group of eight central banks and supervisory authorities launched the "Network for Greening the Financial Sector" (NGFS) to address challenges and risks posed by climate change to the global financial system. Until 06/2023 an additional...
Persistent link: https://www.econbiz.de/10014464464
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Monetary policy uncertainty and the market reaction to macroeconomic news
Kurov, Alexander; Stan, Raluca - In: Journal of banking & finance 86 (2018), pp. 127-142
Persistent link: https://www.econbiz.de/10011962434
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The Role of Macroeconomic News in Sovereign CDS Markets : Domestic and Spillover News Effects from the U.S., the Eurozone and China
Kim, Suk-Joong - 2015
credit default swap (CDS) spreads and spread volatility are examined over a recent period of financial instability from … effects on other national sovereign CDS markets but the volatility responses to domestic news and foreign news from the major … economies differ. CDS spread volatility increases in response to all domestic news and good news tends to exert relatively …
Persistent link: https://www.econbiz.de/10013023253
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The impact of macroeconomic news on Bitcoin returns
Corbet, Shaen; Larkin, Charles; Lucey, Brian M.; … - In: The European journal of finance 26 (2020) 14, pp. 1396-1416
Persistent link: https://www.econbiz.de/10012264974
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Exploring the driving forces of the Bitcoin currency exchange rate dynamics : an EGARCH approach
Zhou, Siwen - In: Empirical economics : a quarterly journal of the … 60 (2021) 2, pp. 557-606
Persistent link: https://www.econbiz.de/10012490298
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Financial crises, price discovery, and information transmission : a high-frequency perspective
Füss, Roland; Mager, Ferdinand; Stein, Michael; Zhao, Lu - In: Financial markets and portfolio management 32 (2018) 4, pp. 333-365
Persistent link: https://www.econbiz.de/10011951995