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

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dc.citation.epage332en_US
dc.citation.issueNumber5en_US
dc.citation.spage329en_US
dc.citation.volumeNumber2en_US
dc.contributor.authorInce, O.en_US
dc.contributor.authorOzlale, U.en_US
dc.date.accessioned2016-02-08T10:18:09Z
dc.date.available2016-02-08T10:18:09Z
dc.date.issued2006en_US
dc.departmentDepartment of Economicsen_US
dc.description.abstractEmploying 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.en_US
dc.description.provenanceMade available in DSpace on 2016-02-08T10:18:09Z (GMT). No. of bitstreams: 1 bilkent-research-paper.pdf: 70227 bytes, checksum: 26e812c6f5156f83f0e77b261a471b5a (MD5) Previous issue date: 2006en
dc.identifier.doi10.1080/17446540600583547en_US
dc.identifier.eissn1744-6554
dc.identifier.issn1744-6546
dc.identifier.urihttp://hdl.handle.net/11693/23720
dc.language.isoEnglishen_US
dc.publisherRoutledgeen_US
dc.relation.isversionofhttp://dx.doi.org/10.1080/17446540600583547en_US
dc.source.titleApplied Financial Economics Lettersen_US
dc.titleDo Federal Reserve policy surprises affect the risk perception in the emerging markets?en_US
dc.typeArticleen_US

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