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Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market. (2003). Bomfim, Antulio.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:27:y:2003:i:1:p:133-151.

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  5. Is bitcoin an inflation hedge?. (2024). Colombo, Jéfferson ; Rodriguez, Harold.
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  83. The effect of macroeconomic announcements at a sectoral level in the US and European Union. (2018). Balli, Faruk ; Anderson, Hamish ; Godber, Cara.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:256-272.

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  84. Something in the air: Information density, news surprises, and price jumps. (2018). Füss, Roland ; Fuss, Roland ; Stein, Michael ; Grabellus, Markus ; Mager, Ferdinand.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:53:y:2018:i:c:p:50-75.

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  85. Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds Alphas?. (2018). Pedio, Manuela ; Guidolin, Massimo ; Berglund, Alexander.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp1884.

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  86. LONG MEMORY IN TURKISH STOCK MARKET AND EFFECTS OF CENTRAL BANKS’ ANNOUNCEMENTS. (2017). Erer, Elif.
    In: Studii Financiare (Financial Studies).
    RePEc:vls:finstu:v:21:y:2017:i:3:p:6-18.

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  87. Forecasted economic change and the self-fulfilling prophecy in economic decision-making. (2017). Vettehen, Paul Hendriks ; van Schie, Hein ; Petalas, Diamantis Petropoulos.
    In: PLOS ONE.
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  88. Dynamic Portfolio Strategy Using Clustering Approach. (2017). Jiang, Xiong-Fei ; Qiu, Tian ; Li, Sai-Ping ; Zhong, Li-Xin ; Ren, Fei ; Lu, Ya-Nan.
    In: PLOS ONE.
    RePEc:plo:pone00:0169299.

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  89. Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco.
    In: Econometrics.
    RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

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  90. Measuring uncertainty in the stock market. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:48:y:2017:i:c:p:18-33.

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  91. Impact of interest rate surprises on Islamic and conventional stocks and bonds. (2017). Jahromi, Maria ; Akhtar, Shumi ; John, Kose.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:79:y:2017:i:c:p:218-231.

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  92. Does more complex language in FOMC decisions impact financial markets?. (2017). Smales, Lee ; Apergis, Nicholas.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:51:y:2017:i:c:p:171-189.

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  93. Asset prices regime-switching and the role of inflation targeting monetary policy. (2017). Floros, Christos ; Filis, George ; Chatziantoniou, Ioannis.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:32:y:2017:i:c:p:97-112.

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  94. The effect of quantitative easing on the variance and covariance of the UK and US equity markets. (2017). Steeley, James ; Shogbuyi, Abiodun .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:52:y:2017:i:c:p:281-291.

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  95. Is information assimilated at announcements in the European carbon market?. (2017). Bredin, Don ; Chen, Jiayuan ; Muckley, Cal B.
    In: Energy Economics.
    RePEc:eee:eneeco:v:63:y:2017:i:c:p:234-247.

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  96. When no news is good news – The decrease in investor fear after the FOMC announcement. (2017). Tourani-Rad, Alireza ; Frijns, Bart ; Fernandez-Perez, Adrian.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:41:y:2017:i:c:p:187-199.

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  97. Global Macroeconomic Announcements and Foreign Exchange Implied Volatility. (2017). Bi, Zhang ; Raza, Syed Mehmood ; Ishfaq, Muhammad.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-05-14.

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  98. The Reaction of the Australian Stock Market to Monetary Policy Announcements from the Reserve Bank of Australia. (2017). Karpaviius, Sigitas ; Brown, Alexandra.
    In: The Economic Record.
    RePEc:bla:ecorec:v:93:y:2017:i:300:p:20-41.

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  99. The Effect of Central Bank Transparency on Exchange Rate Volatility. (2017). Weber, Christoph.
    In: Working Papers.
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  100. The reaction of sovereign CDS spread volatilities to news announcements. (2016). Chebbi, Tarek ; Bouzgarrou, Houssam.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:17:y:2016:i:5:d:10.1057_jam.2016.20.

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  101. The Influence of Monetary Policy on Equity and Volatility Indices in the U.S. and Canada. (2016). Killins, Robert.
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:8:y:2016:i:4:p:132-145.

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  102. European Government Bond Market Contagion in Turbulent Times. (2016). Chuliá, Helena ; Abad, Pilar.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:66:y:2016:i:3:p:263-276.

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  103. Is the stock market impervious to monetary policy announcements: Evidence from emerging India. (2016). prabu A, edwin ; Bhattacharyya, Indranil ; Ray, Partha.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:46:y:2016:i:c:p:166-179.

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  104. Dynamic efficiency of stock markets and exchange rates. (2016). Tabak, Benjamin ; Sensoy, Ahmet.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:47:y:2016:i:c:p:353-371.

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  105. Market efficiency and the U.S. market for sulfur dioxide allowances. (2016). Stocking, Andrew ; Hitaj, Claudia.
    In: Energy Economics.
    RePEc:eee:eneeco:v:55:y:2016:i:c:p:135-147.

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  106. Walking on thin ice: Market quality around FOMC announcements. (2016). Rosa, Carlo.
    In: Economics Letters.
    RePEc:eee:ecolet:v:138:y:2016:i:c:p:5-8.

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  107. Monetary Policy Announcements, Communication, and Stock Market Liquidity. (2016). Kutan, Ali ; Lee, Ji Eun ; Ryu, Doojin.
    In: Australian Economic Papers.
    RePEc:bla:ausecp:v:55:y:2016:i:3:p:227-250.

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  108. Assessing the Impact of the Realized Range on the (E)GARCH Volatility: Evidence from Brazil. (2016). Accioly, Victor Bello ; de Melo, Beatriz Vaz.
    In: Brazilian Business Review.
    RePEc:bbz:fcpbbr:v:13:y:2016:i:2:p1-26.

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  109. Novel and topical business news and their impact on stock market activities. (2015). Watanabe, Tsutomu ; Mizuno, Takayuki ; Ohnishi, Takaaki.
    In: UTokyo Price Project Working Paper Series.
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  110. Asymmetries on Closed End Country Funds Premium and Monetary Policy Announcements: An Approach Trough the Perspective of Foreign Countries. (2015). Koufadakis, Stylianos X.
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  111. Asset prices regime-switching and the role of inflation targeting monetary policy. (2015). Floros, Christos ; Filis, George ; Chatziantoniou, Ioannis.
    In: MPRA Paper.
    RePEc:pra:mprapa:68666.

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  112. “Measuaring Uncertainty in the Stock Market”. (2015). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201524.

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  113. The response of stock market volatility to futures-based measures of monetary policy shocks. (2015). Gospodinov, Nikolay ; Jamali, Ibrahim.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:37:y:2015:i:c:p:42-54.

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  114. Risk aversion and monetary policy in a global context. (2015). Nave, Juan M ; Ruiz, Javier.
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    RePEc:eee:finsta:v:20:y:2015:i:c:p:14-35.

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  115. The effects of quantitative easing on the volatility of the gilt-edged market. (2015). Steeley, James ; Matyushkin, Alexander .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:37:y:2015:i:c:p:113-128.

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  116. The impact of ECB macro-announcements on bid–ask spreads of European blue chips. (2015). Ruhl, Tobias R. ; Stein, Michael.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:31:y:2015:i:c:p:54-71.

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  117. Novel and topical business news and their impact on stock market activities. (2015). Watanabe, Tsutomu ; Mizuno, Takayuki ; Ohnishi, Takaaki.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf366.

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  118. Novel and topical business news and their impact on stock market activities. (2015). Watanabe, Tsutomu ; Mizuno, Takayuki ; Ohnishi, Takaaki.
    In: Papers.
    RePEc:arx:papers:1507.06477.

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  119. The Effects of Contagion During the Global Financial Crisis in Government-Regulated and Sponsored Assets in Emerging Markets. (2014). Cayon, Edgardo.
    In: PhD Thesis.
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  120. The Effects of Contagion During the Global Financial Crisis in Government-Regulated and Sponsored Assets in Emerging Markets. (2014). Cayon, Edgardo.
    In: PhD Thesis.
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  121. Comparing U.S. and European Market Volatility Responses to Interest Rate Policy Announcements. (2014). Mauck, Nathan ; Krieger, Kevin ; Vasquez, Joseph.
    In: MPRA Paper.
    RePEc:pra:mprapa:52959.

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  122. Market Set-Up in Advance of Federal Reserve Policy Decisions. (2014). van der Wel, Michel ; van Dijk, Dick ; Lumsdaine, Robin L..
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  123. “European government bond market integration in turbulent times”. (2014). Chuliá, Helena ; Abad, Pilar ; Chulia, Helena.
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  124. Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013. (2014). Darné, Olivier ; Charles, Amelie.
    In: Post-Print.
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  125. The Response of Stock Market Volatility to Futures-Based Measures of Monetary Policy Shocks. (2014). Gospodinov, Nikolay ; Jamali, Ibrahim.
    In: FRB Atlanta Working Paper.
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  126. Impact of uncertainty on high frequency response of the U.S. stock markets to the Feds policy surprises. (2014). Marfatia, Hardik.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:54:y:2014:i:3:p:382-392.

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  127. Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013. (2014). Darné, Olivier ; CHARLES, Amelie.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:43:y:2014:i:c:p:188-199.

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  128. Does central bank transparency affect stock market volatility?. (2014). Spyromitros, Eleftherios ; Sidiropoulos, Moise ; Papadamou, Stephanos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:31:y:2014:i:c:p:362-377.

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  129. The impact of wind power generation on the electricity price in Germany. (2014). Ketterer, Janina.
    In: Energy Economics.
    RePEc:eee:eneeco:v:44:y:2014:i:c:p:270-280.

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  130. Foreign Shocks on Chilean Financial Markets: Spillovers and Comovements Between Bonds and Equity Markets. (2014). Morales, Marco ; Moreno, Carola ; Vio, Camilo.
    In: Working Papers Central Bank of Chile.
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  131. Market Efficiency and the U.S. Market for Sulfur Dioxide Allowances: Working Paper 2014-01. (2014). Stocking, Andrew ; Hitaj, Claudia.
    In: Working Papers.
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  132. European government bond market integration in turbulent times. (2014). Chuliá, Helena ; Abad, Pilar ; Chulia, Helena.
    In: Working Papers.
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  133. Do FOMC minutes matter to markets? An intraday analysis of FOMC minutes releases on individual equity volatility and returns. (2013). Tomljanovich, Marc ; Jubinski, Daniel.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:22:y:2013:i:3:p:86-97.

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  134. Liquidity and Information Flow around Monetary Policy Announcement. (2013). Elder, John ; Chung, Kee H ; Kim, Jangchul.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:45:y:2013:i:5:p:781-820.

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  135. RBI’s Monetary Policy and Macroeconomic Announcements: Impact on S&P CNX Nifty VIX. (2013). shaikh, imlak ; Padhi, Puja.
    In: Transition Studies Review.
    RePEc:spr:trstrv:v:19:y:2013:i:4:p:445-460.

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  136. Macroeconomic Announcements and the Implied Volatility Index: Evidence from India VIX. (2013). .
    In: Margin: The Journal of Applied Economic Research.
    RePEc:sae:mareco:v:7:y:2013:i:4:p:417-442.

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  137. Are Sticky Prices Costly? Evidence From The Stock Market. (2013). Weber, Michael ; Gorodnichenko, Yuriy.
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  138. “European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration”. (2013). Chuliá, Helena ; Abad, Pilar ; Chulia, Helena.
    In: IREA Working Papers.
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  139. The financial market effect of FOMC minutes. (2013). Rosa, Carlo.
    In: Economic Policy Review.
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  140. Do FOMC minutes matter to markets? An intraday analysis of FOMC minutes releases on individual equity volatility and returns. (2013). Tomljanovich, Marc ; Jubinski, Daniel.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:22:y:2013:i:3:p:86-97.

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  141. Impact of monetary policy changes on the Chinese monetary and stock markets. (2013). Tang, Yong ; Luo, Yong ; Zhang, Yi-Cheng ; Xiong, Jie ; Zhao, Fei.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:19:p:4435-4449.

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  142. Do monetary policy announcements affect stock prices in emerging market countries? The case of Thailand. (2013). Vithessonthi, Chaiporn ; Techarongrojwong, Yaowaluk .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:23:y:2013:i:5:p:446-469.

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  143. The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market. (2013). Marfatia, Hardik ; Kishor, N.
    In: Journal of International Financial Markets, Institutions and Money.
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  144. Stock market response to monetary and fiscal policy shocks: Multi-country evidence. (2013). Filis, George ; Duffy, David ; Chatziantoniou, Ioannis.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:30:y:2013:i:c:p:754-769.

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  145. Greenspan Shrugs: Central Bank Communication, Formal Pronouncements and Bond Market Volatility. (2013). Chirinko, Bob ; Curran, Christopher.
    In: CESifo Working Paper Series.
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  146. INFLUENCE DE LA POLITIQUE MONETAIRE SUR LE PRIX DES ACTIFS FINANCIERS :LES ENSEIGNEMENTS D’UN MODELE MIU APPLIQUE A LA FED: IMPACT OF MONETARY POLICY ON ASSET PRICES :LESSONS FROM A MIU MODEL APPLIED TO THE FED. (2013). Pépin, Dominique ; Diouf, Ibrahima ; Pepin, Dominique ; Aubin, Christian.
    In: Brussels Economic Review.
    RePEc:bxr:bxrceb:2013/174856.

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  147. The Impact of Monetary Policy Surprises on Australian Financial Futures Markets. (2013). Zhou, Ying ; Lu, Xinsheng ; Kou, Mingting.
    In: Working Papers.
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  148. What determines the stock markets reaction to monetary policy statements?. (2012). Kurov, Alexander.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:21:y:2012:i:4:p:175-187.

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  149. Stale Information, Shocks, and Volatility. (2012). Gropp, Reint ; Kadareja, Arjan.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:44:y:2012:i:6:p:1117-1149.

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  150. VIX changes and derivative returns on FOMC meeting days. (2012). Mauck, Nathan ; Krieger, Kevin ; Chen, Denghui.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:26:y:2012:i:3:p:315-331.

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  151. What determines the stock markets reaction to monetary policy statements?. (2012). Kurov, Alexander.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:21:y:2012:i:4:p:175-187.

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  152. New measures of monetary policy surprises and jumps in interest rates. (2012). Sebestyén, Szabolcs ; Leon, Angel.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:8:p:2323-2343.

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  153. Impact of news announcements on the foreign exchange implied volatility. (2012). Musayev, Taleh ; Tang, Leilei ; Pinto, Helena ; Marshall, Andrew.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:4:p:719-737.

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  154. The impact of monetary policy decisions on stock returns: Evidence from Thailand. (2012). Vithessonthi, Chaiporn ; Techarongrojwong, Yaowaluk .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:3:p:487-507.

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  155. The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium. (2012). Gospodinov, Nikolay ; Jamali, Ibrahim.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:4:p:497-510.

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  156. The impact of macroeconomic announcements on implied volatility. (2011). Fuss, Roland ; Zhao, LU ; Wohlenberg, Holger ; Mager, Ferdinand.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:21:y:2011:i:21:p:1571-1580.

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  157. Monetary Policy Announcements and Stock Returns: Evidence from the Pakistani Market. (2011). Mohsin, Hasan ; Rahman, Habib.
    In: Transition Studies Review.
    RePEc:spr:trstrv:v:18:y:2011:i:2:p:342-360.

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  158. Macroeconomic news, announcements, and stock market jump intensity dynamics. (2011). Rangel, Jose.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:5:p:1263-1276.

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  159. Simultaneous monetary policy announcements and international stock markets response: An intraday analysis. (2011). Hussain, Syed Mujahid.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:3:p:752-764.

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  160. Words that shake traders. (2011). Rosa, Carlo.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:5:p:915-934.

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  161. Size, book-to-market ratio and macroeconomic news. (2011). Cenesizoglu, Tolga.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:2:p:248-270.

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  162. Simultaneous monetary policy announcements and international stock markets response: an intraday analysis. (2010). Hussain, Syed Mujahid.
    In: Bank of Finland Research Discussion Papers.
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  163. A test of the news model of stock price determination in an emerging market: the case of Kuwait. (2010). Al-Abduljader, Sulaiman ; Moosa, Imad.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:20:y:2010:i:5:p:397-405.

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  164. Size, Book-to-Market Ratio and Macroeconomic News. (2010). Cenesizoglu, Tolga.
    In: Cahiers de recherche.
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  165. The Reaction of Stock Returns to News about Fundamentals. (2010). Cenesizoglu, Tolga.
    In: Cahiers de recherche.
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  166. Monetary policy surprises and international bond markets. (2010). O'Reilly, Gerard ; Hyde, Stuart ; Bredin, Don.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:6:p:988-1002.

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  167. The reaction of asset markets to Swiss National Bank communication. (2010). Rossi, Enzo ; Ranaldo, Angelo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:3:p:486-503.

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  168. Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations. (2010). Chuliá, Helena ; Martens, Martin ; Chulia, Helena ; van Dijk, Dick.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:4:p:834-839.

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  169. Simultaneous monetary policy announcements and international stock markets response: an intraday analysis. (2010). Hussain, Syed Mujahid.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2010_008.

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  170. The Reaction of Real Estate–Related Industries to the Monetary Policy Actions. (2010). Majbouri, Mahdi ; Goukasian, Levon.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:38:y:2010:i:2:p:355-398.

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  171. Exchange Rate Market Expectations and Central Bank Policy: The case of the Mexican Peso-US Dollar from 2005-2009. (2010). Rangel, Jose ; Abarca, Gustavo ; Benavides, Guillermo.
    In: Working Papers.
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  172. Return and Volatility Reactions to Monthly Announcements of Business Cycle Forecasts: An Event Study Based on High-Frequency Data. (2009). Steiner, Christian ; Gro, Anne ; Entorf, Horst.
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  213. Central bank talk: does it matter and why?. (2003). Kohn, Donald L. ; Sack, Brian P..
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  37. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange?. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
    In: Center for Financial Institutions Working Papers.
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  38. Macro Surprises And Short-Term Behaviour In Bond Futures. (2002). DURENARD, Eugene .
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2002s-03.

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  39. What can we learn about monetary policy transparency from financial market data?. (2001). Courtenay, Roger ; Clare, Andrew.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4152.

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  40. Realised power variation and stochastic volatility models. (2001). Shephard, Neil.
    In: Economics Papers.
    RePEc:nuf:econwp:0118.

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  41. Econometric analysis of realised volatility and its use in estimating stochastic volatility models. (2001). Shephard, Neil.
    In: Economics Papers.
    RePEc:nuf:econwp:0104.

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  42. FX Trading and Exchange Rate Dynamics. (2001). Evans, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8116.

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  43. Assessing the impact of macroeconomic news announcements on securities prices under different monetary policy regimes. (2001). Courtenay, Roger ; Clare, Andrew.
    In: Bank of England working papers.
    RePEc:boe:boeewp:125.

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  44. How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?. (2000). Marsh, Ian ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7524.

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  45. Support for resistance: technical analysis and intraday exchange rates. (2000). Osler, Carol.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2000:i:jul:p:53-68:n:v.6no.2.

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  46. Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting. (1999). Salih, Aslihan ; Salman, Ferhan.
    In: Working Papers.
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  47. The Market Microstructure of Central Bank Intervention. (1999). Dominguez, Kathryn.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7337.

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  48. Order Flow and Exchange Rate Dynamics. (1999). Lyons, Richard ; Evans, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7317.

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  49. Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market. (1999). Lopez, Jose ; Fleming, Michael.
    In: Working Papers in Applied Economic Theory.
    RePEc:fip:fedfap:99-09.

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  50. How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?. (1999). Marsh, Ian ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2230.

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