Which Days Matter for Global Equity Markets? Using Options to Price Events in the Global Calendar

Juan M. Londono and Mehrdad Samadi ()

No 2025-10-03, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: Economic developments matter for equity markets, as these developments contain information about both future cash flows and discount rates, the two fundamental drivers of equity prices. Due to the interconnected nature of global equity markets, foreign economic developments could also matter for investors in domestic equity markets.

Date: 2025-10-03
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:102358

DOI: 10.17016/2380-7172.3908

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