In this paper we investigate the impact of UK macroeconomic news announcements on selected futures contracts and exchange rates. We include a wide set of scheduled public news announcements in our study, including official interest rate decisions. We investigate whether the reaction to these...

In this paper we investigate the impact of UK macroeconomic news announcements on selected futures contracts and exchange rates. We include a wide set of scheduled public news announcements in our study, including official interest rate decisions. We investigate whether the reaction to these...

In this paper we investigate the impact of UK macroeconomic news announcements on selected futures contracts and exchange rates. We include a wide set of scheduled public news announcements in our study, including official interest rate decisions. We investigate whether the reaction to these...

In this paper we investigate the impact of UK macroeconomic news announcements on selected futures contracts and exchange rates. We include a wide set of scheduled public news announcements in our study, including official interest rate decisions. We investigate whether the reaction to these...

Reactions of financial prices to news contain information about market beliefs and expectations. This article looks at reactions of a selection of UK interest rate, equity and exchange rate contracts to macroeconomic data releases and interest rate changes before and after the Bank of England...

This paper investigates the impact of UK macroeconomic news announcements on selected futures contracts and exchange rates. A wide set of scheduled public news announcements is included in the study, including: official interest rate decisions, the publication of the Bank of England's Inflation...