Shock Effects on Stocks, Bonds, and Exchange Rates

Ray Fair ()

Yale School of Management Working Papers from Yale School of Management

Abstract: Tick data and newswire searches are used to find events that led to large and rapid changes in a stock future, a bond future, and three exchange rate futures. Knowledge of these events may be useful in future work. They have the

Date: 2001-02-01, Revised 2001-08-01
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Journal Article: Shock effects on stocks, bonds, and exchange rates (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:ysm:somwrk:ysm172

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