Stock market reactions to monetary policy surprises under uncertainty
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DOI: 10.1016/j.irfa.2023.102783
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- Benchimol, Jonathan & Saadon, Yossi & Segev, Nimrod, 2023. "Stock market reactions to monetary policy surprises under uncertainty," International Review of Financial Analysis, Elsevier, vol. 89(C).
References listed on IDEAS
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- Huang, Hong-Gia & Tsai, Wei-Che & Yang, J. Jimmy, 2024. "Trading activity of VIX futures and options around FOMC announcements," International Review of Financial Analysis, Elsevier, vol. 94(C).
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More about this item
Keywords
Monetary policy; Uncertainty; Stock returns; High-frequency data; Event study;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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