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

Article English UNKNOWN
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
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