Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006

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Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17)

Published:2022-09 Issue: Volume:52 Page:100916
ISSN:1566-0141
Container-title:Emerging Markets Review
language:en
Short-container-title:Emerging Markets Review

Author:

da Silva Tarciso Gouveia,de Carvalho Guillén Osmani Teixeira,Morcerf George Augusto Noronha,de Melo Modenesi Andre

Publisher

Elsevier BV

Subject

Economics and Econometrics,Business and International Management

Reference30 articles.

1. Consistent Estimation of Large Scale Dynamic Conditional Correlations;Aielli,2006

2. Micro effects of macro announcements: real-time price discovery in foreign exchange;Andersen;Am. Econ. Rev.,2003

3. Real-time price discovery in global stock, bond and foreign exchange markets;Andersen;J. Int. Econ.,2007

4. Economic news and bond prices: evidence from the us treasury market;Balduzzi;J. Financ. Quant. Anal.,2001

5. Contagion, decoupling and the spillover effects of the us financial crisis: evidence from the bric markets;Bekiros;Int. Rev. Financ. Anal.,2014

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1. Implementation of the ARIMA model for prediction of economic variables: evidence from the health sector in Brazil;Humanities and Social Sciences Communications;2024-08-22

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