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Assessing the impacts of economic policy uncertainty of the US on the exchange rates and stock returns of Korea, Mexico, Poland and Russia

Ozcelebi, Oguzhan; Izgi, Mehmet Tevfik - In: Eastern European economics : EEE 61 (2023) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10013484828

The high-frequency response of exchange rates and interest rates to macroeconomic announcements

Faust, Jon; Rogers, John H.; Wang, Shing-Yi B.; Wright, … - In: Journal of monetary economics 54 (2007) 4, pp. 1051-1068

Persistent link: https://www.econbiz.de/10003465294

Essays on political economy of financial markets

Hahne, Jana - 2012

Persistent link: https://www.econbiz.de/10009748942

Time variation in asset price responses to macro announcements

Goldberg, Linda S.; Grisse, Christian - 2013

Persistent link: https://www.econbiz.de/10010200102

Time variation in asset price response to macro announcements

Goldberg, Linda S.; Grisse, Christian - 2013

Although the effects of economic news announcements on asset prices are well established, theserelationships are unlikely to be stable. This paper documents the time variation in the responses of yield curves and exchange rates using high-frequency data from January 2000 through August 2011....

Persistent link: https://www.econbiz.de/10009787494

The transmission of Federal Reserve tapering news to emerging financial markets

Aizenman, Joshua; Binici, Mahir; Hutchison, Michael M. - 2014

Persistent link: https://www.econbiz.de/10010346634

Time variation in asset price responses to macro announcements

Goldberg, Linda S.; Grisse, Christian - 2013

Although the effects of economic news announcements on asset prices are well established, these relationships are unlikely to be stable. This paper documents the time variation in the responses of yield curves and exchange rates using high frequency data from January 2000 through August 2011....

Persistent link: https://www.econbiz.de/10010253514