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Volumn 6, Issue 3, 2003, Pages 309-328

Monetary policy announcements and money markets: A transatlantic perspective

Author keywords

[No Author keywords available]

Indexed keywords

CURRENCY MARKET; INTEREST RATE; MARKET CONDITIONS; MONETARY POLICY;

EID: 0348167853     PISSN: 13670271     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1367-0271.2003.00120.x     Document Type: Article
Times cited : (43)

References (16)
  • 8
    • 0011048452 scopus 로고    scopus 로고
    • International linkages and macroeconomic news effects on interest rate volatility - Australia and the US
    • Kim, S.-J., and J. Sheen (2000), 'International Linkages and Macroeconomic News Effects on Interest Rate Volatility - Australia and the US', Pacific-Basin Finance Journal, 8, 85-113.
    • (2000) Pacific-Basin Finance Journal , vol.8 , pp. 85-113
    • Kim, S.-J.1    Sheen, J.2
  • 9
    • 0001011206 scopus 로고    scopus 로고
    • Monetary policy surprises and interest rates: Evidence from the Fed funds futures market
    • Kuttner, K. (2001), 'Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Market', Journal of Monetary Economics, 47, 523-44.
    • (2001) Journal of Monetary Economics , vol.47 , pp. 523-544
    • Kuttner, K.1
  • 10
    • 0036236798 scopus 로고    scopus 로고
    • Federal funds rate target changes and interest rate volatility
    • Lee, J. (2002), 'Federal Funds Rate Target Changes and Interest Rate Volatility', Journal of Economics and Business, 54, 159-91.
    • (2002) Journal of Economics and Business , vol.54 , pp. 159-191
    • Lee, J.1
  • 11
    • 0000641348 scopus 로고
    • Conditional heteroskedasticity in asset returns: A new approach
    • Nelson, D. (1991), 'Conditional Heteroskedasticity in Asset Returns: A New Approach', Econometrica, 59, 347-70.
    • (1991) Econometrica , vol.59 , pp. 347-370
    • Nelson, D.1
  • 14
    • 0035581416 scopus 로고    scopus 로고
    • Predicting monetary policy with Federal funds futures prices
    • Söderström, U. (2001), 'Predicting Monetary Policy with Federal Funds Futures Prices', Journal of Futures Markets, 21(4), 377-91.
    • (2001) Journal of Futures Markets , vol.21 , Issue.4 , pp. 377-391
    • Söderström, U.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.