Japanese monetary policy and its impact on stock market implied volatility during pleasant and unpleasant weather

We investigate the effect of Japan's Monetary Policy Meeting releases on the intraday dynamics of the Nikkei Stock Average Volatility Index and its futures during pleasant and unpleasant weather. We show that at the time of a monetary policy release when the temperature is pleasant, there is a...

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Bibliographic Details
Main Author: FINTA, Marinela Adriana
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2021
Subjects:
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/6970
https://ink.library.smu.edu.sg/context/lkcsb_research/article/7969/viewcontent/JapaneseMonetaryPolicy_Impact_sv.pdf
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Institution: Singapore Management University
Language: English

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