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What moves sovereign bond markets? : The effects of economic news on U.S. and German yields

Goldberg, Linda S.; Leonard, Deborah - In: Current issues in economics and finance 9 (2003) 9, pp. 1-7

Persistent link: https://www.econbiz.de/10001809639

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

Essays on the efficiency of financial markets

Schlusche, Bernd - 2010

Persistent link: https://www.econbiz.de/10008990314

What moves option : implied bond market expectations?

Vähämaa, Sami; Watzka, Sebastian; Äijö, Janne - In: The journal of futures markets 25 (2005) 9, pp. 817-843

Persistent link: https://www.econbiz.de/10003105981

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...