Financial market implications of monetary policy coincidences: Evidence from the UK and Euro Area government-bond markets

Article English OPEN
Arestis, Philip ; Phelps, P (2017)
  • Publisher: Journal of International Financial Markets, Institutions and Money
  • Related identifiers: doi: 10.17863/CAM.9794
  • Subject: international | monetary policy | financial markets | factor model

Relatively little is known about the financial market impact of international monetary surprises arising on the same trading day. This paper estimates a suite of multi-security factor models, which captures international monetary surprise effects on UK and Euro Area gov... View more
  • Metrics
    views in OpenAIRE
    views in local repository
    downloads in local repository

    The information is available from the following content providers:

    From Number Of Views Number Of Downloads
    Apollo - IRUS-UK 0 8
Share - Bookmark