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Browsing Research Articles (Economics) by Author "Lau, Chi Keng Marco"
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Gupta, Rangan; Lau, Chi Keng Marco; Liu, Ruipeng; Marfatia, Hardik A.
(Springer, 2019-04)
In this paper, we analyze the jump intensity in the Euro area, Japan, the UK and the US and measure their reactions to the US Federal Reserve meetings together with the country’s own monetary policy meetings. Evidence ...