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Shock Effects on Stocks, Bonds, and Exchange Rates

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  • Ray Fair

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

Suggested Citation

  • Ray Fair, 2001. "Shock Effects on Stocks, Bonds, and Exchange Rates," Yale School of Management Working Papers ysm172, Yale School of Management, revised 01 Aug 2001.
    • Handle: RePEc:ysm:wpaper:ysm172
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    References listed on IDEAS

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