Financial market implications of monetary policy coincidences: Evidence from the UK and Euro Area government-bond markets
- Publisher: Journal of International Financial Markets, Institutions and Money
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...
views in local repository
downloads in local repository
The information is available from the following content providers: