Cargando…

Causal coupling between European and UK markets triggered by announcements of monetary policy decisions

We investigate high-frequency reactions in the Eurozone stock market and the UK stock market during the time period surrounding European Central Bank (ECB) and the Bank of England (BoE)’s interest rate decisions, assessing how these two markets react and co-move influencing each other. The effects a...

Descripción completa

Detalles Bibliográficos
Autores principales: Volta, Vittoria, Aste, Tomaso
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Royal Society 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8965417/
https://www.ncbi.nlm.nih.gov/pubmed/35360358
http://dx.doi.org/10.1098/rsos.211342