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Macroeconomic news and stock returns in the United States and Germany

Funke, Norbert; Matsuda, Akimi - In: German economic review 7 (2006) 2, pp. 189-210

Persistent link: https://www.econbiz.de/10003312917

The stability of narrow money demand in Germany and aggregate money demand in the EMS : impact of German reunification

Falk, Martin; Funke, Norbert - 1994

Persistent link: https://www.econbiz.de/10009509072

Macroeconomic news and stock returns in the United States and Germany

Funke, Norbert; Matsuda, Akimi - 2002

Persistent link: https://www.econbiz.de/10001742387

Predicting recessions : some evidence for Germany

Funke, Norbert - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 133 (1997) 1, pp. 90-102

Persistent link: https://www.econbiz.de/10001218685

The stability of money demand in Germany and in the EMS : impact of German unification

Falk, Martin - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 131 (1995) 3, pp. 470-488

Persistent link: https://www.econbiz.de/10001187777

Macroeconomic News and Stock Returns in the United States and Germany

Funke, Norbert - 2002

Using daily data for the January 1997 to June 2002 period, we analyze the impact of a broad set of macroeconomic news on stock prices in the United States and Germany. With GARCH specifications we test five hypotheses and find that news on real economic activity has a significant impact on stock...

Persistent link: https://www.econbiz.de/10014399615