𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The Effects of Goods and Financial Market Integration on Macroeconomic Volatility

✍ Scribed by Özge Senay

Book ID
108550326
Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
231 KB
Volume
66
Category
Article
ISSN
1463-6786

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Financial market integration in Europe:
Financial market integration in Europe: on the effects of EMU on stock markets
✍ Marcel Fratzscher 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 640 KB

## Abstract This paper analyses the integration process of European equity markets since the 1980s. Its central focus is on the role that EMU, and specifically, changes in exchange rate volatility, has played in this process of financial integration. Building on an uncovered interest rate parity co

Market microstructure effects on volatil
Market microstructure effects on volatility at the TAIFEX
✍ Robert I. Webb; Jayaram Muthuswamy; Reuben Segara 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 323 KB

## Abstract This study examines whether changes in the frequency of market clearing or changes in trading hours on competing exchanges that use different auction systems affect the volatility of futures prices. In particular, this study exploits a natural experiment in the frequency of market clear

The effects of macroeconomic policy shoc
The effects of macroeconomic policy shocks on the UK labour market
✍ Athanasios Tagkalakis 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 234 KB 👁 1 views

This paper discusses the dynamic response of employment, average hours, and real wages to macroeconomic policy shocks in the UK in the period 1970 Q1-2003 Q1. Following a monetary policy shock the adjustment of labour input is primarily along the extensive margin. However, there is also significant