Global asset prices and FOMC announcements

This paper analyzes the impact of U.S. monetary policy announcement surprises on foreign equity indexes, short- and long-term interest rates, and exchange rates in 49 countries. We use two proxies for monetary policy surprises: the surprise change to the current target federal funds rate (target sur...

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Bibliographic details
Volume: 30
Main Author: Hausman, Joshua
Wongswan, Jon
Format: Journal Article
Language: English
Place of publication: OXFORD Elsevier Ltd 2011
ELSEVIER SCI LTD
Elsevier
published in: Journal of international money and finance Vol. 30; no. 3; pp. 547 - 571
Data of publication: 2011
ISSN: 0261-5606
1873-0639
EISSN: 1873-0639
Discipline: Business
Series: Journal of International Money and Finance
Subjects:
Online Access: available in Bonn?
Database: Social Sciences Citation Index
Web of Science - Social Sciences Citation Index - 2011
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