Return and volatility reactions to monthly announcements of business cycle forecasts : an event study based on high-frequency data
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
ZEW Discussion Papers ; 09-010
- Classification
-
Wirtschaft
- Keyword
-
Börsenkurs
Kapitaleinkommen
Volatilität
Wirtschaftsindikator
Ankündigungseffekt
Ereignisstudie
Deutschland
Deutschland ; Börsenkurs ; Kapitalertrag ; Volatilität ; Konjunkturindikator
Börsenkurs
Kapitalertrag
Volatilität
Wirtschaftsindikator
Self-fulfilling Prophecy
Deutschland
- Event
-
Veröffentlichung
- (where)
-
Mannheim
- (who)
-
Universitätsbibliothek Mannheim
- (when)
-
2009
- URN
-
urn:nbn:de:bsz:180-madoc-23479
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:50 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Entorf, Horst
- Groß, Anne
- Steiner, Christian
- Universitätsbibliothek Mannheim
Time of origin
- 2009
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Return and Volatility Reactions to Monthly Announcements of Business Cycle Forecasts: An Event Study Based on High-Frequency Data
ECB announcements and stock market volatility
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Improving many volatility forecasts using cross-dectional volatility clusters
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