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

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

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

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

, 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 …