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

Date

2006

Authors

Ince, O.
Ozlale, U.

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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. © 2006 Taylor & Francis.

Source Title

Applied Financial Economics Letters

Publisher

Routledge

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Published Version (Please cite this version)

Language

English