Nothing Special   »   [go: up one dir, main page]
create a website
Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets. (2004). Kim, Suk-Joong ; faff, robert ; McKenzie, Michael D..
In: Journal of Multinational Financial Management.
RePEc:eee:mulfin:v:14:y:2004:i:3:p:217-232.

Full description at Econpapers || Download paper

Cited: 42

Citations received by this document

Cites: 26

References cited by this document

Cocites: 65

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging. (2023). Lee, Chien-Chiang ; Tiwari, Aviral Kumar ; Nasreen, Samia ; Aikins, Emmanuel Joel.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000303.

    Full description at Econpapers || Download paper

  2. The news effects on exchange rate returns and volatility: Evidence from Pakistan. (2022). Ihsan, Hajra ; Rashid, Abdul ; Jabeen, Munazza .
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:745-769.

    Full description at Econpapers || Download paper

  3. Do financial markets respond to macroeconomic surprises? Evidence from the UK. (2022). Heinlein, Reinhold ; Lepori, Gabriele M.
    In: Empirical Economics.
    RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02108-1.

    Full description at Econpapers || Download paper

  4. What drives cross-market correlations during the United States Q.E.?. (2022). Vo, Xuan Vinh ; Do, Hung Xuan ; Brooks, Robert ; Yip, Pick Schen.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002721.

    Full description at Econpapers || Download paper

  5. Lending Standards and the Business Cycle: Evidence from Loan Survey Releases. (2021). Tillmann, Peter ; PeterTillmann, ; Hafemann, Lucas.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:202131.

    Full description at Econpapers || Download paper

  6. Currency news and international bond markets. (2021). Yamani, Ehab ; Abuelfadl, Moustafa.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001649.

    Full description at Econpapers || Download paper

  7. Trumps tweets: Sentiment, stock market volatility, and jumps. (2021). Sun, Bianxia ; Dong, Xuyi ; Nishimura, Yusaku.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:44:y:2021:i:3:p:497-512.

    Full description at Econpapers || Download paper

  8. Central bank announcements and realized volatility of stock markets in G7 countries. (2019). Molnár, Peter ; Lyócsa, Štefan ; Plihal, Toma ; Molnar, Peter ; Lyocsa, Tefan.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:58:y:2019:i:c:p:117-135.

    Full description at Econpapers || Download paper

  9. Has the Grexit news affected euro area financial markets?. (2019). Gregori, Wildmer Daniel ; Sacchi, Agnese.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:49:y:2019:i:c:p:71-84.

    Full description at Econpapers || Download paper

  10. Analyses of the impacts of U.S. macroeconomic announcements on the stock markets of a selection of countries. (2018). Abasov, Muzaffar.
    In: MPRA Paper.
    RePEc:pra:mprapa:104267.

    Full description at Econpapers || Download paper

  11. Has the Grexit news affected euro area financial markets?. (2017). Sacchi, Agnese ; Gregori, Wildmer Daniel.
    In: Working Papers.
    RePEc:jrs:wpaper:201713.

    Full description at Econpapers || Download paper

  12. Impact of interest rate surprises on Islamic and conventional stocks and bonds. (2017). Akhtar, Farida ; John, Kose ; Jahromi, Maria.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:79:y:2017:i:c:p:218-231.

    Full description at Econpapers || Download paper

  13. Market Reaction to Cabinet Reshuffle: The Indonesian Evidence. (2017). Supramono, Supramono ; Utami, I ; Wilis, Widhiastuti.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-05-22.

    Full description at Econpapers || Download paper

  14. THE IMPACT OF MACROECONOMIC INDICATORS ON INDIAN STOCK PRICES: AN EMPIRICAL ANALYSIS. (2017). , Giri ; Pooja, Joshi .
    In: Studies in Business and Economics.
    RePEc:blg:journl:v:12:y:2017:i:1:p:61-78.

    Full description at Econpapers || Download paper

  15. THE IMPACT OF THE DOMESTIC AND FOREIGN MACROECONOMIC NEWS ANNOUNCEMENTS ON THE TURKISH STOCK MARKET. (2016). Gok, Ibrahim Yasar ; Topuz, Sefa.
    In: Studii Financiare (Financial Studies).
    RePEc:vls:finstu:v:20:y:2016:i:3:p:95-107.

    Full description at Econpapers || Download paper

  16. THE EFFECTS OF LABOR MARKET NEWS ON INTERNATIONAL FINANCIAL MARKETS. (2016). Lupu, Radu ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir.
    In: Romanian Economic Business Review.
    RePEc:rau:journl:v:11:y:2016:i:2:p:207-215.

    Full description at Econpapers || Download paper

  17. Impact of macroeconomic variables on shariah stock markets: evidence from Malaysia based on ARDL approach. (2016). Masih, Abul ; Majeed, Raseena.
    In: MPRA Paper.
    RePEc:pra:mprapa:106118.

    Full description at Econpapers || Download paper

  18. THE INFLUENCE OF MACROECONOMIC ANNOUNCEMENTS INTO VIETNAMESE STOCK MARKET VOLATILITY. (2016). Mai, Nhat Chi.
    In: OSF Preprints.
    RePEc:osf:osfxxx:ydmhx.

    Full description at Econpapers || Download paper

  19. Has the Grexit news spilled over into euro area financial markets? The role of domestic political leaders, supranational executives and institutions. (2016). Sacchi, Agnese ; Gregori, Wildmer Daniel.
    In: Mo.Fi.R. Working Papers.
    RePEc:anc:wmofir:134.

    Full description at Econpapers || Download paper

  20. The Impact of Economic Agents Perceptions on Stock Price Volatility. (2015). Bukovina, Jaroslav.
    In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis.
    RePEc:mup:actaun:actaun_2015063041229.

    Full description at Econpapers || Download paper

  21. The semi-strong efficiency debate: In search of a new testing framework. (2015). Serati, Massimiliano ; Ziliotto, Arianna .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:34:y:2015:i:c:p:412-438.

    Full description at Econpapers || Download paper

  22. The role of macroeconomic news in sovereign CDS markets: Domestic and spillover news effects from the U.S., the Eurozone and China. (2015). Wu, Eliza ; Kim, Suk-Joong ; Salem, Leith .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:18:y:2015:i:c:p:208-224.

    Full description at Econpapers || Download paper

  23. How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries. (2014). Rizvi, Syed Aun R. ; Masih, Abul ; Bacha, Obiyathulla ; Dewandaru, Ginanjar ; Sarkar, Kabir .
    In: MPRA Paper.
    RePEc:pra:mprapa:59587.

    Full description at Econpapers || Download paper

  24. Assessing the impact of macroeconomic news on the U.S. forest products industry portfolio across business cycles: 1963–2010. (2013). Mei, Bin ; Wan, Yang ; Clutter, Michael L. ; Siry, Jacek P..
    In: Forest Policy and Economics.
    RePEc:eee:forpol:v:28:y:2013:i:c:p:15-22.

    Full description at Econpapers || Download paper

  25. Co-integration and causality analysis between stock market prices and their determinates in Jordan. (2013). Matar, Ali ; Bekhet, Hussainali .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:35:y:2013:i:c:p:508-514.

    Full description at Econpapers || Download paper

  26. INTERDEPENDENCE OF INTERNATIONAL FINANCIAL MARKET-- THE CASE OF INDIA AND U.S.. (2013). Tuteja, Divya ; Dua, Pami.
    In: Working papers.
    RePEc:cde:cdewps:223.

    Full description at Econpapers || Download paper

  27. Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates. (2012). Hutchison, Michael ; Fatum, Rasmus ; Wu, Thomas .
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:26:y:2012:i:4:p:542-560.

    Full description at Econpapers || Download paper

  28. A survey of announcement effects on foreign exchange volatility and jumps. (2011). Neely, Christopher.
    In: Review.
    RePEc:fip:fedlrv:y:2011:i:sep:p:361-385:n:v.93no.5.

    Full description at Econpapers || Download paper

  29. THE IMPACT OF DOMESTIC AND FOREIGN MACROECONOMIC NEWS ON STOCK MARKET VOLATILITY: ISTANBUL STOCK EXCHANGE FUTURES MARKET. (2011). Karaoglan, Deniz ; Yucel, Tulay A. ; Celik, Saban ; Gumus, Guluzar Kurt .
    In: Bogazici Journal, Review of Social, Economic and Administrative Studies.
    RePEc:boz:journl:v:25:y:2011:i:1:p:123-137.

    Full description at Econpapers || Download paper

  30. Foreign News and Spillovers in Emerging European Stock Markets. (2011). Kočenda, Evžen ; Hanousek, Jan ; Koenda, Even.
    In: Review of International Economics.
    RePEc:bla:reviec:v:19:y:2011:i:1:p:170-188.

    Full description at Econpapers || Download paper

  31. Central bank communication and exchange rate volatility: a GARCH analysis. (2010). Horvath, Roman ; Fiser, Radovan .
    In: Macroeconomics and Finance in Emerging Market Economies.
    RePEc:taf:macfem:v:3:y:2010:i:1:p:25-31.

    Full description at Econpapers || Download paper

  32. Vliv vnitrodenních makroekonomických zpráv na akciové trhy nových států EU. (2010). Kočenda, Evžen ; Hanousek, Jan ; Koenda, Even.
    In: Politická ekonomie.
    RePEc:prg:jnlpol:v:2010:y:2010:i:4:id:740:p:435-457.

    Full description at Econpapers || Download paper

  33. Sign and phase asymmetry: News, economic activity and the stock market. (2010). Shields, K ; Henry, Ólan ; Olekalns, Nilss.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:32:y:2010:i:4:p:1083-1100.

    Full description at Econpapers || Download paper

  34. Central Bank Communication and Exchange Rate Volatility: A GARCH Analysis. (2009). Horvath, Roman ; Fiser, Radovan .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2009-962.

    Full description at Econpapers || Download paper

  35. U.S. and Japanese macroeconomic news and stock market volatility in Asia-Pacific. (2009). Vrugt, Evert.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:17:y:2009:i:5:p:611-627.

    Full description at Econpapers || Download paper

  36. Flight-to-quality and asymmetric volatility responses in US Treasuries. (2009). TAMBAKIS, DEMOSTHENES ; Dungey, Mardi ; McKenzie, Michael .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:19:y:2009:i:3:p:252-267.

    Full description at Econpapers || Download paper

  37. On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements. (2009). Pasquariello, Paolo ; Subrahmanyam, Marti ; Brenner, Menachem.
    In: Journal of Financial and Quantitative Analysis.
    RePEc:cup:jfinqa:v:44:y:2009:i:06:p:1265-1289_99.

    Full description at Econpapers || Download paper

  38. Intraday Price Discovery in Emerging European Stock Markets. (2009). Kočenda, Evžen ; Hanousek, Jan ; Kocenda, Evzen .
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp382.

    Full description at Econpapers || Download paper

  39. The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data. (2008). Kutan, Ali ; Kočenda, Evžen ; Hanousek, Jan ; Kocenda, Evzen .
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp349.

    Full description at Econpapers || Download paper

  40. The impact of macroeconomic announcements on emerging market bonds. (2007). Tamirisa, Natalia ; Andritzky, Jochen ; Bannister, Geoffrey J..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:8:y:2007:i:1:p:20-37.

    Full description at Econpapers || Download paper

  41. Large shocks and the September 11th terrorist attacks on international stock markets. (2006). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:23:y:2006:i:4:p:683-698.

    Full description at Econpapers || Download paper

  42. The Impact of Macroeconomic Announcements on Emerging Market Bonds. (2005). Tamirisa, Natalia T ; Bannister, Geoffrey J ; Andritzky, Jochen R.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2005/083.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Aggarwal, R. ; Schirm, D.C. Asymmetric impact of trade balance news on asset prices. 1998 Journal of International Financial Markets, Institutions and Money. 8 83-100

  2. Almeida, A. ; Goodhart, C.A.E. ; Payne, R. The effects of macroeconomic news on high frequency exchange rate behaviour. 1998 Journal of Financial and Quantitative Analysis. 33 383-408

  3. Andersen, T.G. ; Bollerslev, T. DM-dollar volatility: intraday activity patterns, macroeconomic announcements and longer run dependencies. 1998 Journal of Finance. 53 219-265
    Paper not yet in RePEc: Add citation now

  4. Balduzzi, P., Elton, E.J., Green, T.C., 1997. Economic News and the Yield Curve: Evidence from the US Treasury Market. New York University, Salomon Centre, Working Paper S/98/05.

  5. Becker, K.G. ; Finnerty, J.E. ; Kopecky, K.J. Macroeconomic news and the efficiency of international bond futures markets. 1996 Journal of Futures Markets. 16 131-145
    Paper not yet in RePEc: Add citation now

  6. DeGennaro, R.P. ; Shreives, R.E. Public information releases, private information arrival and volatility in the foreign exchange market. 1997 Journal of Empirical Finance. 4 295-315

  7. DeGennaro, R.P. ; Zhao, Y. Stock returns and volatility: another look. 1998 Journal of Economics and Finance. 22 5-18

  8. Ederington, L.H. ; Lee, J.H. The response of the dollar/yen exchange rate to economic announcements. 1994 Financial Engineering and the Japanese Markets. 1 111-128
    Paper not yet in RePEc: Add citation now

  9. Engle, R.F. ; Ng, V.K. Measuring and testing the impact of news on volatility. 1993 Journal of Finance. 48 1749-1778

  10. Fleming, M.J. ; Remolona, E.M. Price formation and liquidity in the US treasury market: the response to public information. 1999 Journal of Finance. 54 1901-1915

  11. Fleming, M.J. ; Remolona, E.M. What moves bond prices?. 1999 Journal of Portfolio Management. 25 28-38
    Paper not yet in RePEc: Add citation now

  12. Fleming, M.J. ; Remolona, E.M. What moves the bond market?. 1997 Federal Reserve Bank of New York Economic Policy Review. 3 31-50

  13. French, K.R. ; Roll, R. Stock return variances: the arrival of information and the reaction of traders. 1986 Journal of Financial Economics. 17 5-26

  14. Hardouvelis, G.A. Economic news, exchange rates and interest rates. 1988 Journal of International Money and Finance. 7 23-35

  15. Ito, T. ; Roley, V.V. News from the US and Japan: which moves the yen/dollar exchange rate?. 1987 Journal of Monetary Economics. 19 255-277

  16. Jones, C.M. ; Lamont, O. ; Lumsdaine, R.L. Macroeconomic news and bond market volatility. 1998 Journal of Financial Economics. 47 315-337

  17. Kim, S.-J. Do Australian and the US macroeconomic news announcements affect the USD/AUD exchange rate? Some evidence from EGARCH estimations. 1998 Journal of Multinational Financial Management. 8 233-248
    Paper not yet in RePEc: Add citation now

  18. Kim, S.-J. Do macroeconomic news announcements affect the volatility of foreign exchange rates? Some evidence from Australia. 1999 Applied Economics. 31 1511-1521

  19. Li, L., Hu, Z.F., 1998. Responses of the Stock Market to Macroeconomic Announcements Across Economic States. International Monetary Fund Working Paper: WP/98/79, May.

  20. McQueen, G. ; Roley, V.V. Stock prices, news and business conditions. 1993 Review of Financial Studies. 6 683-707

  21. Pearce, D.K. ; Roley, V.V. Stock prices and economic news. 1985 Journal of Business. 58 49-67

  22. Pearce, D.K. ; Roley, V.V. The reaction of stock prices to unanticipated changes in money: a note. 1983 Journal of Finance. 38 1323-1333

  23. Singh, R.A., 1993. Response of stock prices to money supply announcements: Australian evidence. Accounting and Finance 43–59.
    Paper not yet in RePEc: Add citation now
  24. Singh, R.A., 1995. Response of financial markets to announcements of the Australian current account balance. Accounting and Finance 155–74.
    Paper not yet in RePEc: Add citation now
  25. Stone, M., 1990. The sensitivity of secondary sovereign loan market returns to macroeconomic fundamentals. International Monetary Fund Working Paper: WP/90/55.
    Paper not yet in RePEc: Add citation now

  26. Sun, Q. ; Tong, W. The effect of US trade deficit announcements on the stock prices of US and Japanese automakers. 2000 Journal of Financial Research. 23 15-43

Cocites

Documents in RePEc which have cited the same bibliography

  1. With a Grain of Salt: Uncertain Relevance of External Information and Firm Disclosures. (2023). Wiedman, Elyashiv ; Michaeli, Beatrice ; Libgober, Jonathan.
    In: Papers.
    RePEc:arx:papers:2304.09262.

    Full description at Econpapers || Download paper

  2. Response of the USD/MXN Exchange Rate to Macroeconomic Data. (2021). Pasionek, Jolanta.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xxiv:y:2021:i:special3:p:914-927.

    Full description at Econpapers || Download paper

  3. Emerging market exchange rates during quantitative tapering: The effect of US and domestic news. (2021). Tamgac, Unay.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000143.

    Full description at Econpapers || Download paper

  4. Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013. (2018). Tiwari, Aviral ; GUPTA, RANGAN ; Antonakakis, Nikolaos.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:42:y:2018:i:4:d:10.1007_s12197-018-9428-z.

    Full description at Econpapers || Download paper

  5. The Effect of Baltic Dry Index, Gold, Oil and USA Trade Balance on Dow Jones Sustainability Index World. (2017). Giannarakis, Grigoris ; Georganakis, Christos ; Sormas, Asterios ; Lemonakis, Christos.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-05-18.

    Full description at Econpapers || Download paper

  6. Unconventional monetary policy had large international effects. (2015). Neely, Christopher.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:52:y:2015:i:c:p:101-111.

    Full description at Econpapers || Download paper

  7. The impact of economic news on expected changes in monetary policy. (2012). Pearce, Douglas ; Lapp, John S..
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:2:p:362-379.

    Full description at Econpapers || Download paper

  8. Impact of news announcements on the foreign exchange implied volatility. (2012). Marshall, Andrew ; Musayev, Taleh ; Tang, Leilei ; Pinto, Helena .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:4:p:719-737.

    Full description at Econpapers || Download paper

  9. Irrationality or efficiency of macroeconomic survey forecasts? Implications from the anchoring bias test. (2011). Hess, Dieter ; Orbe, Sebastian .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1113.

    Full description at Econpapers || Download paper

  10. EMU-related News and Financial Markets in the Czech Republic, Hungary and Poland. (2011). Hayo, Bernd ; Buettner, David .
    In: Post-Print.
    RePEc:hal:journl:hal-00716632.

    Full description at Econpapers || Download paper

  11. Does FOMC news increase global FX trading?. (2011). Ranaldo, Angelo ; Fischer, Andreas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:2965-2973.

    Full description at Econpapers || Download paper

  12. The large scale asset purchases had large international effects. (2010). Neely, Christopher.
    In: Working Papers.
    RePEc:fip:fedlwp:2010-018.

    Full description at Econpapers || Download paper

  13. A survey of announcement effects on foreign exchange returns. (2010). Neely, Christopher ; Dey, Rubun S..
    In: Review.
    RePEc:fip:fedlrv:y:2010:i:sep:p:417-464:n:v.92no.5.

    Full description at Econpapers || Download paper

  14. Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates. (2010). Wu, Thomas ; Hutchison, Michael ; Fatum, Rasmus.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:49.

    Full description at Econpapers || Download paper

  15. Does foreign exchange reserve decumulation lead to currency appreciation?. (2010). Fatum, Rasmus ; Dominguez, Kathryn ; Kathryn M. E. Dominguez, ; VACEK, PAVEL .
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:48.

    Full description at Econpapers || Download paper

  16. The electronic trading systems and bid-ask spreads in the foreign exchange market. (2010). Ding, Liang ; Hiltrop, Jonas .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:20:y:2010:i:4:p:323-345.

    Full description at Econpapers || Download paper

  17. Monthly pass-through ratios. (2010). Fischer, Andreas ; Amstad, Marlene.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:7:p:1202-1213.

    Full description at Econpapers || Download paper

  18. Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market. (2009). Pinter, Klara ; Frömmel, Michael ; Norbert Kiss M., ; Frommel, Michael.
    In: MNB Working Papers.
    RePEc:mnb:wpaper:2009/3.

    Full description at Econpapers || Download paper

  19. Real-time effects of central bank intervention in the euro market. (2009). Fatum, Rasmus ; Pedersen, Jesper .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:78:y:2009:i:1:p:11-20.

    Full description at Econpapers || Download paper

  20. Bank of England Interest Rate Announcements and the Foreign Exchange Market. (2009). Taylor, Mark ; Saborowski, Christian ; Sager, Michael ; Melvin, Michael.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2613.

    Full description at Econpapers || Download paper

  21. Does FOMC News Increase Global FX Trading?. (2008). Ranaldo, Angelo ; Fischer, Andreas.
    In: Working Papers.
    RePEc:snb:snbwpa:2008-09.

    Full description at Econpapers || Download paper

  22. How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data. (2008). Tsutsui, Yoshiro ; Hirayama, Kenjiro.
    In: Discussion Papers in Economics and Business.
    RePEc:osk:wpaper:0832.

    Full description at Econpapers || Download paper

  23. EMU-related News and Financial Markets in the Czech Republic, Hungary and Poland. (2008). Hayo, Bernd ; Buttner, David .
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:200815.

    Full description at Econpapers || Download paper

  24. Macroeconomic News, Business Cycles and Australian Financial Markets. (2008). .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:15:y:2008:i:3:p:185-207.

    Full description at Econpapers || Download paper

  25. Price Adjustment to News with Uncertain Precision. (2008). Hautsch, Nikolaus ; Muller, Christoph ; Hess, Dieter .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2008-025.

    Full description at Econpapers || Download paper

  26. Forecasting foreign exchange rates using idiosyncratic volatility. (2008). Guo, Hui ; Savickas, Robert .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:7:p:1322-1332.

    Full description at Econpapers || Download paper

  27. Intraday effects of macroeconomic shocks on the US Dollar-Euro exchange rates. (2008). Han, YoungWook .
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:20:y:2008:i:4:p:585-600.

    Full description at Econpapers || Download paper

  28. Does FOMC News Increase Global FX Trading?. (2008). Ranaldo, Angelo ; Fischer, Andreas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6753.

    Full description at Econpapers || Download paper

  29. The Influence of Actual and Unrequited Interventions. (2007). Dominguez, Kathryn ; Panthaki, Freyan ; Kathryn M. E. Dominguez, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12953.

    Full description at Econpapers || Download paper

  30. The Influence of Actual and Unrequited Interventions. (2007). Dominguez, Kathryn ; Panthaki, Freyan ; Kathryn M. E. Dominguez, .
    In: Working Papers.
    RePEc:mie:wpaper:561.

    Full description at Econpapers || Download paper

  31. Deregulation, news releases, and price discovery. (2007). Moore, William ; Christie-David, Rohan ; Chen, Manfen .
    In: Journal of Regulatory Economics.
    RePEc:kap:regeco:v:31:y:2007:i:3:p:289-312.

    Full description at Econpapers || Download paper

  32. The Asymmetric Response of Equity REIT Returns to Inflation. (2007). Ramchander, Sanjay ; Simpson, Marc ; Webb, James.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:34:y:2007:i:4:p:513-529.

    Full description at Econpapers || Download paper

  33. The Ties that Bind; Measuring International Bond Spillovers Using Inflation-Indexed Bond Yields. (2007). Bayoumi, Tamim ; Swiston, Andrew J.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2007/128.

    Full description at Econpapers || Download paper

  34. The influence of actual and unrequited interventions. (2007). Dominguez, Kathryn ; Panthaki, Freyan ; Kathryn M. E. Dominguez, .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:12:y:2007:i:2:p:171-200.

    Full description at Econpapers || Download paper

  35. The Impact of Macroeconomic News on Exchange Rate Volatility. (2007). Laakkonen, Helinä.
    In: Finnish Economic Papers.
    RePEc:fep:journl:v:20:y:2007:i:1:p:23-40.

    Full description at Econpapers || Download paper

  36. Macroeconomic news and exchange rates. (2007). Pearce, Douglas ; Solakoglu, Nihat M..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:17:y:2007:i:4:p:307-325.

    Full description at Econpapers || Download paper

  37. International capital asset pricing: Evidence from options. (2007). Wu, Liuren ; Mo, Henry.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:14:y:2007:i:4:p:465-498.

    Full description at Econpapers || Download paper

  38. The impact of macroeconomic announcements on emerging market bonds. (2007). Tamirisa, Natalia ; Andritzky, Jochen ; Bannister, Geoffrey J..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:8:y:2007:i:1:p:20-37.

    Full description at Econpapers || Download paper

  39. Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets. (2006). Kräussl, Roman ; Canto, Bea ; Kraussl, Roman.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200625.

    Full description at Econpapers || Download paper

  40. Idiosyncratic volatility, economic fundamentals, and foreign exchange rates. (2006). Guo, Hui.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-025.

    Full description at Econpapers || Download paper

  41. The tick/volatility ratio as a determinant of the compass rose pattern. (2005). Lee, Chun ; Gleason, Kimberly ; Mathur, Ike.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:11:y:2005:i:2:p:93-109.

    Full description at Econpapers || Download paper

  42. Shock Identification of Macroeconomic Forecasts based on Daily Panels. (2005). Fischer, Andreas ; Amstad, Marlene.
    In: Working Papers.
    RePEc:szg:worpap:0502.

    Full description at Econpapers || Download paper

  43. What Defines News in Foreign Exchange Markets?. (2005). Dominguez, Kathryn ; Panthaki, Freyan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11769.

    Full description at Econpapers || Download paper

  44. What Defines News in Foreign Exchange Markets. (2005). Dominguez, Kathryn ; Panthaki, Freyan.
    In: Working Papers.
    RePEc:mie:wpaper:547.

    Full description at Econpapers || Download paper

  45. The Impact of Macroeconomic Announcements on Emerging Market Bonds. (2005). Tamirisa, Natalia T ; Bannister, Geoffrey J ; Andritzky, Jochen R.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2005/083.

    Full description at Econpapers || Download paper

  46. Shock identification of macroeconomic forecasts based on daily panels. (2005). Fischer, Andreas ; Amstad, Marlene.
    In: Staff Reports.
    RePEc:fip:fednsr:206.

    Full description at Econpapers || Download paper

  47. Shock Identification of Macroeconomic Forecasts Based on Daily Panels. (2005). Fischer, Andreas ; Amstad, Marlene.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5008.

    Full description at Econpapers || Download paper

  48. The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market. (2004). Wright, Jonathan ; Chaboud, Alain P. ; Chernenko, Sergey ; Raj S. Krishnasami Iyer, ; Howorka, Edward ; Liu, David .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:823.

    Full description at Econpapers || Download paper

  49. Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets. (2004). Kim, Suk-Joong ; faff, robert ; McKenzie, Michael D..
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:14:y:2004:i:3:p:217-232.

    Full description at Econpapers || Download paper

  50. Exchange rates and fundamentals: new evidence from real-time data. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004365.

    Full description at Econpapers || Download paper

  51. Determinants of the relative price impact of unanticipated information in US macroeconomic releases. (2003). Hess, Dieter .
    In: Frankfurt School - Working Paper Series.
    RePEc:zbw:fsfmwp:46.

    Full description at Econpapers || Download paper

  52. News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media. (2003). Schuster, Thomas.
    In: Finance.
    RePEc:wpa:wuwpfi:0305009.

    Full description at Econpapers || Download paper

  53. The Italian Overnight Market: Microstructure Effects, the Martingale Hypothesis and the Payment System. (2003). Renò, Roberto ; Impenna, Claudio ; Barucci, Emilio.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:24.

    Full description at Econpapers || Download paper

  54. When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?. (2003). Dominguez, Kathryn ; Kathryn M. E. Dominguez, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9875.

    Full description at Econpapers || Download paper

  55. When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?. (2003). Dominguez, Kathryn ; Kathryn M. E. Dominguez, .
    In: Working Papers.
    RePEc:mie:wpaper:506.

    Full description at Econpapers || Download paper

  56. The high-frequency response of exchange rates and interest rates to macroeconomic announcements. (2003). Wright, Jonathan ; Wang, Shing-Yi ; Rogers, John ; Faust, Jon.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:784.

    Full description at Econpapers || Download paper

  57. The Italian overnight market: microstructure effects, the martingale hypothesis and the payment system. (2003). Renò, Roberto ; Impenna, Claudio ; Reno, Roberto ; Barucci, Emilio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_475_03.

    Full description at Econpapers || Download paper

  58. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2003). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
    In: American Economic Review.
    RePEc:aea:aecrev:v:93:y:2003:i:1:p:38-62.

    Full description at Econpapers || Download paper

  59. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange?. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:02-23.

    Full description at Econpapers || Download paper

  60. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Anderson, Torben G..
    In: Working Papers.
    RePEc:ecl:upafin:02-1.

    Full description at Econpapers || Download paper

  61. Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases. (2001). Podpiera, Richard.
    In: Finance.
    RePEc:wpa:wuwpfi:0012005.

    Full description at Econpapers || Download paper

  62. Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information. (2001). Sheen, Jeffrey ; Kim, Suk-Joong.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:11:y:2001:i:2:p:117-137.

    Full description at Econpapers || Download paper

  63. Do macroeconomics news releases affect gold and silver prices?. (2000). Chaudhry, Mukesh ; Koch, Timothy W. ; Christie-David, Rohan .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:52:y:2000:i:5:p:405-421.

    Full description at Econpapers || Download paper

  64. Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases. (2000). Podpiera, Richard.
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp156.

    Full description at Econpapers || Download paper

  65. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-08 22:19:09 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.