Heiner Beckmeyer

University of Muenster - Finance Center Muenster

Schlossplatz 2

Muenster

Germany

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Scholarly Papers (1)

1.

The Fed Call: FOMC Announcement and Stock Market Uncertainty

Number of pages: 45 Posted: 14 May 2019 Last Revised: 20 May 2019
Heiner Beckmeyer, Nicole Branger and Thomas GrĂ¼nthaler
University of Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
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Abstract:

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Macroeconomic News Announcements, Monetary Policy Decisions, FOMC, Stock Market Uncertainty, Jump Risks, Volatility Risks, Option-Implied Information, High-Frequency Options Data