Impact of the federal open market committee's meetings and scheduled macroeconomic news on stock market uncertainty

International Review of Financial Analysis

Volumn 13, Issue 1, 2004, Pages 1-12

  Nikkinen, Jussi ^a   Sahlström, Petri ^a  

^a UNIVERSITY OF VAASA   (Finland)

Author keywords

FOMC meeting; Implied volatility; Index options; Macroeconomic news; Uncertainty

Indexed keywords

EID: 1642304294     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2004.01.001     Document Type: Article

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