Is the intrinsic value of macroeconomic news announcements related to their asset price impact?
Year of publication: |
2016
|
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Authors: | Gilbert, Thomas ; Scotti, Chiara ; Strasser, Georg ; Vega, Clara |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | coordination role of public information | learning | macroeconomic announcements | macroeconomic forecasting | price discovery |
Series: | ECB Working Paper ; 1882 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-899-1695-0 |
Other identifiers: | 10.2866/79326 [DOI] 856567213 [GVK] hdl:10419/154315 [Handle] RePEc:ecb:ecbwps:20161882 [RePEc] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; E44 - Financial Markets and the Macroeconomy |
Source: |
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