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~isPartOf:"CESifo working papers"
~isPartOf:"CoFE discussion papers"
~isPartOf:"Discussion paper / Tinbergen Institute"
~subject:"Volatility"
~subject:"Wechselkurs"
~type_genre:"Non-commercial literature"
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Search: subject:"Macroeconomic Announcements"
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Wechselkurs
macroeconomic announcements
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ECONIS (ZBW)
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Intraday effect of news on emerging European forex markets : an event study analysis
Kočenda, Evžen
;
Moravcová, Michala
-
2018
post-GFC period shows that: (i)
macroeconomic
announcements
affect the value of the new-EU-country exchange rates, (ii) the …
Persistent link: https://www.econbiz.de/10011902959
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2
On the effects of private information on volatility
Opschoor, Anne
;
Wel, Michel van der
;
Dijk, Dick van
; …
-
2011
-
This version: May 9, 2011
' expectations about
macroeconomic
announcements
. Finally, we find that the effect of private information on volatility is larger …
Persistent link: https://www.econbiz.de/10011386466
Saved in:
3
The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment report
Hautsch, Nikolaus
;
Hess, Dieter
-
2002
This paper delineates the simultaneous impact of non-anticipated information on mean and variance of the intraday return process by including appropriate variables accounting for the news flow into both the mean and the variance function. This allows us to differentiate between the consistent...
Persistent link: https://www.econbiz.de/10011544322
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