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IMF-related news and emerging financial markets · Study

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ArticleIMF-related news and emerging financial markets

Bernd Hayo A2005

Article2005

IMF-related news and emerging financial markets

Bernd Hayo A · Ali M. Kutan

62 citations·0/0 files stored·Journal of International Money and Finance

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Global Financial Crisis and Policies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 2012The Econometrics of Financial Markets 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances 1987A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return 1986Generalized autoregressive conditional heteroscedasticity 1997Emerging equity market volatility

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2015Investor response to public news, sentiment and institutional trading in emerging markets: A review 2017The impact of institutional volatility on financial volatility in transition economies 2014Does U.S. macroeconomic news make emerging financial markets riskier?2014The impact of the EU/ECB/IMF bailout programs on the financial and real sectors of the ASE during the Greek sovereign crisis 2017Does US news impact Asian emerging markets? Evidence from nonparametric causality-in-quantiles test

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Year2005

Typearticle

Published2005-10-11

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations62

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.1016/j.jimonfin.2005.08.007

openalex_workW2010806633

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2011IMF programs, financial and real sector performance, and the Asian crisis

2012Federal Reserve Communications and Emerging Equity Markets

2008Communicating with many tongues: FOMC speeches and US financial market reaction