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Shock effects on stocks, bonds, and exchange rates

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  • Fair, Ray C.

Abstract

Tick data and newswire searches are used to find events that led to large and rapid changes in a stock future, a bond future, and three exchange rate futures. Knowledge of these events may be useful in future work. They have the
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Suggested Citation

  • Fair, Ray C., 2003. "Shock effects on stocks, bonds, and exchange rates," Journal of International Money and Finance, Elsevier, vol. 22(3), pages 307-341, June.
  • Handle: RePEc:eee:jimfin:v:22:y:2003:i:3:p:307-341
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