Research literature / Preprint / posted paper

Measuring the Effects of Monetary Policy Surprises on Financial Market Volatility using a Component GARCH Model 

Kumadebis Gemechu

Published: 2025
Publisher: Elsevier BV
Research area: Capital & markets
Source type: Preprint / posted paper
DOI: 10.2139/ssrn.5767482

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Kumadebis Gemechu. Measuring the Effects of Monetary Policy Surprises on Financial Market Volatility using a Component GARCH Model . Elsevier BV. 2025. https://doi.org/10.2139/ssrn.5767482

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