Do FOMC minutes matter to markets? An intraday analysis of FOMC minutes releases on individual equity volatility and returns.

Do FOMC minutes matter to markets? An intraday analysis of FOMC minutes releases on individual equity volatility and returns.

Detalhes bibliográficos
Publicado no:Review of financial economics V. 23, 3 (2013).
Autor principal: Jubinski, Daniel
Formato: Artigo
Idioma:English
Assuntos:
Federal Reserve monetary policy.
Rates of return.
Volatility.
Central banks.