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Shock Effects on Stocks, Bonds and Exchange Rates (2003)

Abstract
Tick data and newswire searches are used to find events that led to large and rapid changes in a stock future, a bond future, and three exchange rate futures. Knowledge of these events may be useful in future work. They have the advantages that they are truly surprises and that the sign of their effect on each financial market is known. The events are used in this study to analyze the effects of three types of events (monetary, price, and real) on the five variables. 1

Publication details
Download http://citeseerx.ist.psu.edu/viewdoc/summary?doi=?doi=10.1.1.29.298
Source http://fairmodel.econ.yale.edu/rayfair/pdf/2001A.PDF
Contributors CiteSeerX
Repository CiteSeerX - Scientific Literature Digital Library and Search Engine (United States)
Type text
Language English
Relation 10.1.1.58.1418, 10.1.1.78.671