The Fed's policy decisions and implied volatility
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- repec:ids:ijsuse:v:10:y:2018:i:3:p:205-225 is not listed on IDEAS
- López, Raquel, 2015. "Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 292-303.
- Phiri, Andrew, 2017. "Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach," MPRA Paper 76542, University Library of Munich, Germany.
- Phiri, Andrew, 2016. "Did the global financial crisis alter equilibrium adjustment dynamics between the US Fed rates and stock price volatility in the SSA region?," MPRA Paper 69976, University Library of Munich, Germany.
- repec:eee:reveco:v:58:y:2018:i:c:p:127-139 is not listed on IDEAS
- Krieger, Kevin & Mauck, Nathan & Vazquez, Joseph, 2015.
"Comparing U.S. and European market volatility responses to interest rate policy announcements,"
International Review of Financial Analysis,
Elsevier, vol. 39(C), pages 127-136.
- Krieger, Kevin & Mauck, Nathan & Vasquez, Joseph, 2014. "Comparing U.S. and European Market Volatility Responses to Interest Rate Policy Announcements," MPRA Paper 52959, University Library of Munich, Germany.
- Andrew Phiri, 2016. "Did the global financial crisis alter equilibrium adjustment dynamics between the US federal fund fund rates and stock price volatility in the SSA region?," Economics Bulletin, AccessEcon, vol. 36(2), pages 778-788.
- Andrew Phiri, 2018.
"Has the South African Reserve Bank responded to equity returns since the sub-prime crisis? An asymmetric convergence approach,"
International Journal of Sustainable Economy,
Inderscience Enterprises Ltd, vol. 10(3), pages 205-225.
- Andrew Phiri, 2017. "Has the South African Reserve Bank responded to equity returns since the sub-prime crisis? An asymmetric convergence appraoch," Working Papers 1709, Department of Economics, Nelson Mandela University, revised Aug 2017.
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