Similar Search Results

Büttner, David; Hayo, Bernd - 2008

fiscal news has an impact on long-term bond yields and exchange rates. News displayed prominently in our media sources has a …

Persistent link: https://www.econbiz.de/10003865756

Assessing spill-over effects of US monetary policy and macroeconomic announcements on financial markets in Argentina

Hayo, Bernd; Neuenkirch, Matthias - 2008

exchange markets’ returns and volatility over the period 1998 to 2006 using a GARCH model. Firstly, we show that both types of …

Persistent link: https://www.econbiz.de/10003865937

The impact of foreign macroeconomic news on financial markets in the Czech Republic, Hungary, and Poland

Büttner, David; Hayo, Bernd; Neuenkirch, Matthias - 2009

-month interest rates, stock market indices, exchange rates versus the euro, and the US dollar. First, foreign macroeconomic news has …

Persistent link: https://www.econbiz.de/10003849424

Domestic or U.S. news : what drives Canadian financial markets?

Hayo, Bernd; Neuenkirch, Matthias - 2009

Canadian bond, stock, and foreign exchange market returns and volatility. First, news in both categories and from both …

Persistent link: https://www.econbiz.de/10003849833

News and correlations of CEEC-3 financial markets

Büttner, David; Hayo, Bernd - 2009

, the highest correlations exist between Hungary and Poland in foreign exchange and stock markets. Short-term money markets … are rather isolated from each other. We find that the associations of CEEC-3 exchange rates versus the euro are weaker … foreign exchange and stock markets, indicating a tendency toward contagion. In searching for the origins of financial market …

Persistent link: https://www.econbiz.de/10003908157

Finance in Africa : achievements and challenges

Beck, Thorsten; Fuchs, Michael; Uy, Marilou - 2009

Persistent link: https://www.econbiz.de/10003916385

Bank of Canada communication, media coverage, and financial market reactions

Hayo, Bernd; Neuenkirch, Matthias - 2010

We examine the impact of Bank of Canada communications and media reporting on them on Canadian (short- and medium-term) bond and stock market returns using a GARCH model. Communications are rather uniformly distributed over the sample period (1998–2006); however, media coverage is particularly...

Persistent link: https://www.econbiz.de/10003980577

Self-monitoring or reliance on newswire services : how do financial market participants process central bank news?

Hayo, Bernd; Neuenkirch, Matthias - 2014 - This version: 26 March 2014

We study how financial market participants process news from four major central banks - the Bank of England (BoE), the Bank of Japan (BoJ), the European Central Bank (ECB), and the Federal Reserve (Fed), using a novel survey of 450 financial market participants from around the world. Our results...

Persistent link: https://www.econbiz.de/10010356175

Central bank communication in the financial crisis : evidence from a survey of financial market participants

Hayo, Bernd; Neuenkirch, Matthias - 2014 - This version: 9 January 2014

In this paper, we study whether central bank communication has a positive effect on market participants' perception of central banks' (i) credibility, (ii) unorthodox measures, and (iii) independence. We utilise a survey of more than 500 financial market participants from around the world who...

Persistent link: https://www.econbiz.de/10010356195

Central bank communication in the financial crisis : evidence from a survey of financial market participants

Hayo, Bernd; Neuenkirch, Matthias - 2014 - This version: 9 January 2014

In this paper, we study whether central bank communication has a positive effect on market participants’ perception of central banks’ (i) credibility, (ii) unorthodox measures, and (iii) independence. We utilise a survey of more than 500 financial market participants from around the world...

Persistent link: https://www.econbiz.de/10010226327