Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Money Supply Announcements and the Ex Ante Volatility of Asset Prices

11 references·6 citing·45 second hop

FromToDepth

this work references cited by second hop

References

2005Theory of rational option pricing7,161 cited
1977Asset returns and inflation2,701 cited
1979Anticipated information releases reflected in call option prices325 cited
1985Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques218 cited
1976A Note on the Relation between the Rate and Variability of Inflation183 cited
1984Market perceptions of federal reserve policy and the weekly monetary announcements110 cited
1982The Response of Short-Term Interest Rates to Weekly Money Announcements98 cited
1986Valuation of Foreign Currency Options: Some Empirical Tests87 cited
1986Interest rates and monetary policy uncertainty70 cited
1982Interest Rate Volatility and Monetary Policy63 cited
1985Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements61 cited

Cited by

1991The Stochastic behaviour of Market Variance Implied in the Prices of Index Options51 cited
2001Evolution of market uncertainty around earnings announcements49 cited
2019The impacts of public news announcements on intraday implied volatility dynamics45 cited
2012Impact of news announcements on the foreign exchange implied volatility

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

36 cited

2017Conditional volatility nexus between stock markets and macroeconomic variables32 cited

2005Macroeconomic News and the Euro/Dollar Exchange Rate28 cited