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

Syed Mujahid Hussain

Research output: Contribution to journalArticleScientificpeer-review

42 Citations (Scopus)
Original languageEnglish
Peer-reviewed scientific journalJournal of Banking & Finance
Volume35
Issue number3
Pages (from-to)752-764
Number of pages13
ISSN0378-4266
DOIs
Publication statusPublished - 2011
MoE publication typeA1 Journal article - refereed

Keywords

  • Conditional mean
  • Conditional volatility
  • Macroeconomic news
  • Monetary policy
  • High frequency data
  • TIME PRICE DISCOVERY
  • US TREASURY MARKET
  • FOREIGN-EXCHANGE
  • ASSET PRICES
  • NEWS
  • VOLATILITY
  • SURPRISES
  • PATTERNS
  • RETURNS
  • BOND
  • 512 Business and Management
  • KOTA2011

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