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Interdependence between the Euro Area and the Us: What Role for Emu?
9 references·16 citing·52 second hop
Interdependence between the Euro Area and the Us: What Role for Emu? (2003)Interdependence between the Euro Area and…Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Micro Effects of Macro Announ…The ECB monetary policy strategy and the money market (2001)The ECB monetary policy strat…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Tests of the Market's Reaction to Federal Funds Rate Target Changes (1998)Tests of the Market's Reactio…Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Deutsche Mark–Dollar Volatili…Central bank intervention and the volatility of foreign exchange rates: evidence from the options market (1996)Central bank intervention and…Stock Prices, News, and Business Conditions (1993)Stock Prices, News, and Busin…A Simple Model of Herd Behavior (1992)A Simple Model of Herd Behavi…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Euro Area Market Reactions to the Monetary Developments Press Release (2010)Euro Area Market Reactions to…Which News Moves the Euro Area Bond Market? (2009)Which News Moves the Euro Are…The impact of monetary policy surprises on asset return volatility: the case of Germany (2009)The impact of monetary policy…Stock Market Integration and the Speed of Information Transmission (2008)Stock Market Integration and …International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore (2008)International interest rates …Economic News and International Stock Market Co-movement (2008)Economic News and Internation…Using Intraday Data to Gauge Financial Market Responses to Fed and ECB Monetary Policy Decisions (2007)Using Intraday Data to Gauge …Understanding the Impact of the External Dimension on the Euro Area: Trade, Capital Flows and Other International Macroeconomic Linkages (2007)Understanding the Impact of t…Fiscal policy events and interest rate swap spreads: Evidence from the EU (2006)Fiscal policy events and inte…The Response of Global Equity Indexes to U.S. Monetary Policy Announcements (2005)The Response of Global Equity…Stock Market Integration and the Speed of Information Transmission (2005)Stock Market Integration and …Asymmetries in Transatlantic Monetary Policy-making: Does the ECB Follow the Fed?* (2005)Asymmetries in Transatlantic …Asymmetries in the Trans-Atlantic Monetary Policy Relationship: Does the ECB Follow the Fed? (2005)Asymmetries in the Trans-Atla…What Moves Sovereign Bond Markets? The Effects of Economic News on U.S. and German Yields (2003)What Moves Sovereign Bond Mar…The High-Frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements (2003)The High-Frequency Response o…The Euro Area and World Interest Rates (2003)The Euro Area and World Inter…Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Presidential Address: Expected Return, Realized Return, and Asset Pricing Tests (1999)Predictive regressions with time-varying coefficients (2012)Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? (2018)Efficient Analytic Approximation of American Option Values (1987)Target Zones and Exchange Rate Dynamics (1991)How Markets Process Information: News Releases and Volatility (1993)The Creation and Resolution of Market Uncertainty: The Impact of Information Releases on Implied Volatility (1996)A survey of market practitioners’ views on exchange rate dynamics (2000)Is sterilised foreign exchange intervention effective after all? an event study approach (2003)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)The Handbook of Experimental Economics (1995)Law and Finance (1996)Legal Determinants of External Finance (1997)The microstructure of the euro money market (2001)Monetary Policy Announcements and Money Markets: A Transatlantic Perspective (2003)Forecasting Government Bond Yields with Neural Networks Considering Cointegration (2015)The General Theory of Employment, Interest and Money. (1936)Network externalities, competition, and compatibility (1985)Standardization, Compatibility, and Innovation (1985)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Investor Psychology and Asset Pricing (2001)Using Online Conversations to Study Word-of-Mouth Communication (2004)Yield spreads on EMU government bonds (2003)Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries (2004)The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)Public sector efficiency: An international comparison (2005)Fiscal institutions, fiscal policy and sovereign risk premia in EMU (2008)Government Risk Premiums in the Bond Market: EMU and Canada (2008)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Theory of Intraday Patterns: Volume and Price Variability (1988)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation (2005)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Empirical exchange rate models of the seventies (1983)ARCH modeling in finance (1992)Discretion versus policy rules in practice (1993)High-Frequency Trading and Price Discovery (2014)On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)Continuous Auctions and Insider Trading (1985)Transmission of sovereign risk in the Euro crisis (2015)The Politics of Crisis in Europe (2017)Forecasting stock market movements using Google Trend searches (2019)Do Actions Speak Louder Than Words? 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this work references cited by second hop

References

  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1992A Simple Model of Herd Behavior6,511 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange1,377 cited
  • 1998Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies1,186 cited
  • 1993Stock Prices, News, and Business Conditions675 cited
  • 1996Central bank intervention and the volatility of foreign exchange rates: evidence from the options market230 cited
  • 2001The ECB monetary policy strategy and the money market84 cited
  • 1998Tests of the Market's Reaction to Federal Funds Rate Target Changes73 cited

Cited by

  • 2006Fiscal policy events and interest rate swap spreads: Evidence from the EU88 cited
  • 2008Economic News and International Stock Market Co-movement79 cited
  • 2003What Moves Sovereign Bond Markets? The Effects of Economic News on U.S. and German Yields65 cited
  • 2003The Euro Area and World Interest Rates60 cited
  • 2010Euro Area Market Reactions to the Monetary Developments Press Release59 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2003The High-Frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements56 cited
  • 2005The Response of Global Equity Indexes to U.S. Monetary Policy Announcements53 cited
  • 2007Understanding the Impact of the External Dimension on the Euro Area: Trade, Capital Flows and Other International Macroeconomic Linkages52 cited
  • 2005Asymmetries in the Trans-Atlantic Monetary Policy Relationship: Does the ECB Follow the Fed?41 cited
  • 2007Using Intraday Data to Gauge Financial Market Responses to Fed and ECB Monetary Policy Decisions41 cited
  • 2009The impact of monetary policy surprises on asset return volatility: the case of Germany38 cited
  • 2009Which News Moves the Euro Area Bond Market?37 cited
  • 2008Stock Market Integration and the Speed of Information Transmission34 cited
  • 2005Asymmetries in Transatlantic Monetary Policy-making: Does the ECB Follow the Fed?*33 cited
  • 2005Stock Market Integration and the Speed of Information Transmission30 cited
  • 2008International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore27 cited