Monetary Policy Uncertainty and the Market Reaction to Macroeconomic News: Evidence from the Taper Tantrum

By Alexander Kurov, Raluca Stan. 2016

146 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/0c0bcb0bb0f5604ecc19f8033c1abcb844ffe443

Citations in the corpus

• The impact of macroeconomic news on Bitcoin returns (2020, unknown): “Kurov and Stan [2018] examined the market reaction of U.S. macroeconomic announcements on returns of the stock, bond, foreign exchange and crude oil markets, providing evidence supporting the impact of monetary policy uncertainty on the behaviour of investment assets.”