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The impact of macro news and central bank communication on emerging European forex markets

Égert, Balázs; Kočenda, Evžen - In: Economic systems 38 (2014) 1, pp. 73-88

Persistent link: https://www.econbiz.de/10010459744

The impact of macro news and central bank communication on emerging European forex markets

Égert, Balázs; Kočenda, Evžen - 2013

We employ two-stage empirical strategy to analyze the impact of macroeconomic news and central bank communication on the exchange rates of three Central and Eastern European (CEE) currencies against the euro. First we estimate the nominal equilibrium exchange rate based on a monetary model....

Persistent link: https://www.econbiz.de/10009764449

Default predictors in retail credit scoring : evidence from Czech banking data

Kočenda, Evžen; Vojtek, Martin - In: Emerging markets finance & trade : a journal of the … 47 (2011) 6, pp. 80-98

Persistent link: https://www.econbiz.de/10009563065

Interdependence between Eastern and Western European Stock Markets : Evidence from Intraday Data

Égert, Balázs; Kočenda, Evžen - 2007

We analyze comovements among three stock markets in Central and Eastern Europe and, in addition, interdependence which may exist between Western European (DAX, CAC, UKX) and Central and Eastern European (BUX, PX-50, WIG-20) stock markets. The novelty of our paper rests mainly on the use of...

Persistent link: https://www.econbiz.de/10014049163

Intraday Price Discovery in Emerging European Stock Markets

Hanousek, Jan - 2009

We characterize the price discovery in three emerging EU stock markets — the Czech Republic, Hungary, and Poland — by … employing high-frequency five-minute intraday data on stock market index returns and four classes of EU and U.S. macroeconomic …-time interactions on the new EU markets are strongly determined by matured stock markets as well as the macroeconomic news originating …

Persistent link: https://www.econbiz.de/10013157122