Impact of macroeconomic announcements on us equity prices, 2009-2013
Year of publication: |
January 2016
|
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Authors: | Nadler, Daniel ; Schmidt, Anatoly B. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 35.2016, 1, p. 34-42
|
Subject: | market impact | macroeconomic announcements | ARMA+GARCH model | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Wirkungsanalyse | Impact assessment | Volatilität | Volatility |
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