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Changes in the impact of US macroeconomic news on financial markets the example of the Warsaw Stock Exchange
Gurgul, Henryk; Hastenteufel, Jessica; Wójtowicz, Tomasz - In: Statistics in transition : an international journal of … 22 (2021) 4, pp. 41-58
Due to the high importance of the American economy, in the past, announcements of US macroeconomic data were shown to … strength of the reaction of WIG20 to announcements of unexpected values of 13 indicators describing the American economy. On …
Persistent link: https://www.econbiz.de/10012818165
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The impact of US news on the German stock market : an event study analysis
Dimpfl, Thomas - In: The quarterly review of economics and finance : journal … 51 (2011) 4, pp. 389-398
Persistent link: https://www.econbiz.de/10009373144
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Macroeconomic news effects in commodity futures and German stock and bond futures markets
Huang, He - 2010 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003942888
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Wechselkursdynamik und Zinsentwicklung vor Regimewechseln des Währungssystems
Wilfling, Bernd - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013432291
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Asymmetrical reaction to US stock-return news : evidence from major stocks markets based on a double-threshold model
Chen, Cathy W. S.; Chiang, Thomas C.; So, Mike Ka-pui - In: Journal of economics & business 55 (2003) 5/6, pp. 487-502
Persistent link: https://www.econbiz.de/10001804355
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Fundamentals and the winner-loser effect theory and empirical evidence
Külpmann, Mathias - 2000
Persistent link: https://www.econbiz.de/10001474619
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Kapitalmarktreaktionen auf Nennwertumstellungen
Wulff, Christian - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001550498
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Essays in empirical finance
Andersson, Magnus - 2007
Persistent link: https://www.econbiz.de/10003738211
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The price impact of macroeconomic news on capital markets
Niessen-Ruenzi, Alexandra; Niessen, Alexandra - 2009
Persistent link: https://www.econbiz.de/10003881471
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Real-time price discovery in global stock, bond and foreign exchange markets
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - In: Journal of international economics 73 (2007) 2, pp. 251-277
Persistent link: https://www.econbiz.de/10003586320