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Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market

โœ Scribed by Antulio N. Bomfim

Book ID
117528350
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
149 KB
Volume
27
Category
Article
ISSN
0378-4266

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## Abstract This paper deals with the evolution of the realized volatility of the overnight interest rates in the Euro area money market using intraday data. It analyses in particular the pattern of the volatility of the overnight interest rate before and after the introduction of the structural ch