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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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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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The Impact of the Corona Crisis on the worldwide stock markets : an empirical analysis with cross national event study approach
Fischer, Annika; Opala, Noel; Reuse, Svend; Svoboda, Martin - In: International journal of economics and financial issues … 12 (2022) 6, pp. 162-172
Persistent link: https://www.econbiz.de/10014227863
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Stock market interactions and the impact of macroeconomic news : evidence from high frequency data of European futures markets
Cantó, Beatriu (contributor); Kräussl, Roman (contributor) - 2006
Persistent link: https://www.econbiz.de/10003446407
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Macroeconomic news, announcements, and stock market jump intensity dynamics
Rangel, José Gonzalo - 2009
This paper examines the effect of macroeconomic releases on stock market volatility through a Poisson … relevant to explain jump dynamics and improve volatility forecasts on event days is provided. -- Conditional jump intensity … ; conditional volatility ; macroeconomic announcements …
Persistent link: https://www.econbiz.de/10003909586
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A note on the impact of scheduled macroeconomic news announcements on implied volatility
Vähämaa, Sami - In: Applied economics letters 16 (2009) 16/18, pp. 1783-1789
Persistent link: https://www.econbiz.de/10003932429
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Global stock market reactions to scheduled US macroeconomic news announcements
Nikkinen, Jussi; Omran, Mohammed; Sahlström, Petri; … - In: Global finance journal 17 (2006) 1, pp. 92-104
Persistent link: https://www.econbiz.de/10003381804
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Macroeconomic news, announcements, and stock market jump intensity dynamics
Gonzalo Rangel, José - In: Journal of banking & finance 35 (2011) 5, pp. 1263-1276
Persistent link: https://www.econbiz.de/10009245237
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Impacts of the US macroeconomic news on Asian stock markets
Nguyen, Do Quoc Tho; Chau Ngo - In: Journal of risk finance : the convergence of financial … 15 (2014) 2, pp. 149-179
Persistent link: https://www.econbiz.de/10010337464
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Speed, algorithmic trading, and market quality around macroeconomic news announcements
Scholtus, Martin L.; Dijk, Dick van; Frijns, Bart - In: Journal of banking & finance 38 (2014), pp. 89-105
Persistent link: https://www.econbiz.de/10010340790