Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?
Year of publication: |
December 2017
|
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Authors: | Gilbert, Thomas ; Scotti, Chiara ; Strasser, Georg ; Vega, Clara |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 92.2017, p. 78-95
|
Subject: | Macroeconomic announcements | Price discovery | Learning | Forecasting | Nowcasting | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | USA | United States | 1998-2013 |
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