Volatility jumps and the classification of monetary policy announcements
Year of publication: |
maggio 2023 ; Prima edizione
|
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Authors: | Gallo, Giampiero M. ; Lacava, Demetrio ; Otranto, Edoardo |
Publisher: |
Cagliari : Arkadia |
Subject: | Financial markets | realized volatility | Significant jumps | Monetary policy an- nouncements | Multiplicative Error Model | Geldpolitik | Monetary policy | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Theorie | Theory | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Schätzung | Estimation |
Extent: | 1 Online-Ressource (circa 26 Seiten) Illustrationen |
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Series: | Working papers. - Cagliari : CRENOS, ZDB-ID 3011972-8. - Vol. 2023, 06 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 978-88-6851-469-3 |
Source: | ECONIS - Online Catalogue of the ZBW |
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