Simultaneous monetary policy announcements and international stock markets response: An intraday analysis

Journal of Banking and Finance

Volumn 35, Issue 3, 2011, Pages 752-764

  Hussain, Syed Mujahid ^a  

^a HANKEN SCHOOL OF ECONOMICS   (Finland)

Author keywords

Conditional mean; Conditional volatility; G14; G15; High frequency data; Macroeconomic news; Monetary policy

Indexed keywords

EID: 78651431133     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2010.09.002     Document Type: Article

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