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

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...

Saved in:

書目詳細資料
主要作者:	FINTA, Marinela Adriana
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2021
主題:	Nikkei 225 VI Nikkei 225 VI futures MPM release Intraday data Intraday Unpleasant weather Asian Studies Finance Finance and Financial Management Portfolio and Security Analysis
在線閱讀:	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
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

相似書籍

Japanese monetary policy and its impact on stock market implied volatility during pleasant and unpleasant weather
由: FINTA, Marinela Adriana
出版: (2021)

A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains
由: Shiyun, W., et al.
出版: (2013)

A New Methodology for Studying Intraday Dynamics of Nikkei Index Futures Using Markov Chains
由: Wang, SY, et al.
出版: (1999)

The Microstructure Behavior of SGX Nikkei 225 Index Futures Resulting from Component Changes of the Underlying Cash Market Index
由: CHAROENWONG, Charlie, et al.
出版: (2016)

Price Discovery in Informationally-Linked Markets: A Microstructure Analysis of Nikkei 225 Futures
由: Covrig, V., et al.
出版: (2004)

The Information Content of Implied Co-Volatility and Co-Variance Swap
由: TING, Christopher
出版: (2013)

Intraday information from S&P 500 index futures options
由: LIM, Kian Guan, et al.
出版: (2019)

Spread, Depth and Order Flow Patterns of Warrants and Their Underlying Stocks on the Stock Exchange of Thailand
由: Visaltanachoti, N., et al.
出版: (2004)

Warrants and Their Underlying Stocks: Microstructure Evidence from an Emerging Market
由: Charoenwong, C., et al.
出版: (2012)

OTOMATISASI PENENTUAN HARGA BEDASARKAN BERAT DAN VOLUME BARANG PADA JASA PENGIRIMAN (BAGIAN II)
由: NUR DEWI RATNA SWARI, 081310213040
出版: (2016)

RANCANG BANGUN ALAT PEMBUAT ROTI SANDWICH ANEKA RASA OTOMATIS BERBASIS PLC (BAGIAN II)
由: ANDIN ISTIQOMATUL HUSNIA, 081310213037
出版: (2016)

OTOMATISASI PENENTUAN HARGA BEDASARKAN BERAT DAN VOLUME BARANG PADA JASA PENGIRIMAN (BAGIAN I)
由: Renaldy Rahardian M., 081310213019
出版: (2016)

SISTEM KONTROL PERSEDIAAN WATER COOLER PADA PT. SUNTORY GARUDA BAVERAGE (BAGIAN II)
由: ISNANIATI SOFI SUMARNO, 081310213023
出版: (2016)

Warrants and their underlying stocks: Microstructure evidence from an emerging market
由: CHAROENWONG, Charlie, et al.
出版: (2018)

Spread, depth, and order flow patterns of warrants and their underlying stocks on the Stock Exchange of Thailand
由: CHAROENWONG, Charlie, et al.
出版: (2003)

Intraday periodicity adjustments of transaction duration and their effects on high-frequency volatility estimation
由: TSE, Yiu Kuen, et al.
出版: (2014)

Commodity return predictability: Evidence from implied variance, skewness and their risk premia
由: Finta, Marinela Adriana, et al.
出版: (2018)

Commodity return predictability: Evidence from implied variance, skewness and their risk premia
由: Finta, Marinela Adriana, et al.
出版: (2018)

On the intraday periodicity duration adjustment of high-frequency data
由: Wu, Z.
出版: (2014)

Sistem Pendapatan Jasa Servis Bergaransi pada EPSON Sales & Service Surabaya
由: SILVIA LARAS AVISHA, 151510613106
出版: (2018)

Forecasting the Nikkei spot index with fractional cointegration
由: Lien, D., et al.
出版: (2011)

Intraday Value-at-Risk: An asymmetric autoregressive conditional duration approach
由: LIU, Shouwei, et al.
出版: (2015)

On the intraday periodicity duration adjustment of high-frequency data
由: WU Zhengxiao,
出版: (2012)

Flexible weather index insurance design with penalized splines
由: Tan, Ken Seng, et al.
出版: (2023)

Implied Measures of Relative Fund Performance
由: WARACHKA, Mitchell Craig, et al.
出版: (2008)

NUS Republican China Weather Database
由: Png Paak Liang Ivan, et al.
出版: (2019)

A feasibility of weather proofing in Metro Manila
由: Castro, Alfredo, et al.
出版: (1979)

An Experience Sampling and Cross-Cultural Investigation of the Relation between Pleasant and Unpleasant Emotion
由: SCOLLON, Christie N., et al.
出版: (2005)

Intraoperative visual experiences of cataract patients can be both pleasant and unpleasant [18]
由: Au Eong, K.-G., et al.
出版: (2016)

Foreign Exchange Futures: Patterns of Implied Bid-Ask Spreads and Volatility Using Transactions Data
由: DING, David K.
出版: (1992)

Retail investors' activity and climate disasters
由: FINTA, Marinela Adriana
出版: (2024)

Risk premium spillovers among stock markets: Evidence from higher-order moments
由: FINTA, Marinela Adriana, et al.
出版: (2020)

WTI crude oil option implied VaR and CVaR: An empirical application
由: BARONE-ADESI, Giovanni, et al.
出版: (2019)

WTI crude oil option implied VaR and CVaR: An empirical application
由: BARONE-ADESI, Giovanni, et al.
出版: (2019)

Pricing Options Using Implied Trees: Evidence from Ftse-100 Options
由: Lim, Kian Guan, et al.
出版: (2002)

Banking on sunshine: Examining the effects of weather on the Philippine Stock Exchange
由: Eclavea, Lorenz Lemuel T., et al.
出版: (2016)

Daily volatility behaviour in agricultural futures market
由: Ang, Kelly, et al.
出版: (2009)

Phân loại, phân lập, bảo quản một số vi tảo biển (Marine microalgae) và qui trình sản xuất phục vụ cho nuôi trồng thuỷ sản
由: Dương, Đức Tiến, et al.
出版: (2017)

Implied Measures of Relative Fund Performance
由: HOGAN, Steve, et al.
出版: (2005)

Phân lập và xác định tính chất các chủng vi khuẩn Bacillus từ ruột gà để sản xuất probiotic tăng trọng cho gà siêu thịt
由: Nguyễn, Văn Đức
出版: (2016)