Do Federal Reserve policy surprises affect the risk perception in the emerging markets?

Onur Ince and Umit Ozlale

Applied Financial Economics Letters, 2006, vol. 2, issue 5, 329-332

Abstract: Employing an event study approach, the present authors analyse whether the Federal Reserve's policy surprises affect the risk perceptions in the emerging markets. Only weak evidence is found when the Federal Reserve follows a more expansionary policy than expected. For all other cases, the policy surprises of the Federal Reserve are ineffective.

Date: 2006
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/17446540600583547 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:raflxx:v:2:y:2006:i:5:p:329-332

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/rafl20

DOI: 10.1080/17446540600583547

Access Statistics for this article

Applied Financial Economics Letters is currently edited by Anita Phillips

More articles in Applied Financial Economics Letters from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().