Macroeconomic news and market reaction : surprise indexes meet nowcasting
Year of publication: |
2019
|
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Authors: | Caruso, Alberto |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 4, p. 1725-1734
|
Subject: | Asset prices | Dynamic factor model | Macroeconomic forecasting | Macroeconomic news | Surveys | Ankündigungseffekt | Announcement effect | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price | Wirtschaftsindikator | Economic indicator | Frühindikator | Leading indicator | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Volatilität | Volatility |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: Volume 37, issue 3 (July/September 2021), Seite 1298-1299 |
Other identifiers: | 10.1016/j.ijforecast.2018.12.005 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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