Financial market implications of monetary policy coincidences: Evidence from the UK and Euro Area government-bond markets
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DOI: 10.1016/j.intfin.2017.02.006
Abstract: 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… read more here.
Keywords: area government; policy; monetary surprises; market ... See more keywords