Similar Search Results

Hayo, Bernd; Kutan, Ali Mustafa - In: Journal of international money and finance 24 (2005) 7, pp. 1126-1142

Persistent link: https://www.econbiz.de/10003210047

Symposium: Is the World Bank lending effective in developing countries?

Evrensel, Ayşe Y. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003270891

Does the forward premium anomaly depend on the sample period used or on the sign of the premium?

Zhou, Su; Kutan, Ali Mustafa - In: International review of economics & finance : IREF 14 (2005) 1, pp. 17-25

Persistent link: https://www.econbiz.de/10002467996

FOMC communication and emerging equity markets

Hayo, Bernd; Kutan, Ali Mustafa; Neuenkirch, Matthias - 2009

Using a GARCH model, we study the effects of Federal Funds target rate changes and FOMC communication on emerging equity market returns and volatility over the period 1998–2006. First, both types of news have a significant impact on market returns. Second, target rate changes are more...

Persistent link: https://www.econbiz.de/10003852244

The impact of U.S. central bank communication on European and Pacific equity markets

Hayo, Bernd; Kutan, Ali Mustafa; Neuenkirch, Matthias - 2009

We examine the effects of federal funds target rate changes and all types of FOMC communication on European and Pacific equity market returns using a GARCH model. We show that both types of news have a significant statistical and economic impact, but that the effects are not symmetric: target...

Persistent link: https://www.econbiz.de/10003852262

The reaction of asset prices to macroeconomic announcements in new EU markets : evidence from intraday data

Hanousek, Jan; Kočenda, Evžen; Kutan, Ali Mustafa - In: Journal of financial stability 5 (2009) 2, pp. 199-219

Persistent link: https://www.econbiz.de/10003852908

The reaction of asset prices to macroeconomic announcements in new EU markets: evidence from intraday data

Hanousek, Jan; Kočenda, Evžen; Kutan, Ali Mustafa - 2007

Persistent link: https://www.econbiz.de/10003724888

Do real exchange rates follow a nonlinear mean reverting process in developing countries?

Bahmani-Oskooee, Mohsen; Kutan, Ali Mustafa; Zhou, Su - In: Southern economic journal 74 (2008) 4, pp. 1049-1062

Persistent link: https://www.econbiz.de/10003728125

Impact of IMF-related news on capital markets : further evidence from bond spreads in Indonesia and Korea

Evrensel, Ayşe Y.; Kutan, Ali Mustafa - In: Journal of international financial markets, … 18 (2008) 2, pp. 147-160

Persistent link: https://www.econbiz.de/10003710329

Are devaluations contractionary in emerging economies of Eastern Europe?

Bahmani-Oskooee, Mohsen; Kutan, Ali Mustafa - In: Economic change and restructuring : empirical and … 41 (2008) 1, pp. 61-74

Persistent link: https://www.econbiz.de/10003689808