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Central bank communication and the impact of public announcements of new monetary policy data on the reaction of foreign exchange and stock markets : evidence from Poland
Brzeszczyński, Janusz; Gajdka, Jerzy; Kutan, Ali Mustafa - In: Argumenta oeconomica 39 (2017) 2, pp. 21-60
Persistent link: https://www.econbiz.de/10012284683
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The news effects on exchange rate returns and volatility : evidence from Pakistan
Jabeen, Munazza; Rashid, Abdul; Ihsan, Hajra - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 745-769
Persistent link: https://www.econbiz.de/10012814860
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Fearing the fed : how Wall Street reads Main Street
Law, Tzuo Hann; Song, Dongho; Yaron, Amir - 2017 - This Version: November 2017
Persistent link: https://www.econbiz.de/10011847419
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Impacts of macroeconomic news announcements on corporate bond market
Jiang, Ruixiang; Wang, Bo; Wu, Chunchi; Zhang, Yue - In: Advances in Pacific Basin business, economics and finance 11 (2023), pp. 89-125
Persistent link: https://www.econbiz.de/10014338182
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Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben; Bollerslev, Tim - 1996
Persistent link: https://www.econbiz.de/10000603372
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Heterogeneous Information Arrivals and Return Volatility Dynamics : Uncovering the Long-Run in High Frequency Returns
Andersen, Torben G. - 2010
Recent empirical evidence suggests that the long-run dependence in financial market volatility is best characterized by … a slowly mean-reverting fractionally integrated process. At the same time, much shorter-lived volatility dependencies …-of-distributions hypothesis interpretation of the latent volatility process in rationalizing this behavior. By interpreting the overall volatility …
Persistent link: https://www.econbiz.de/10012763898
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Intraday effect of news on emerging European forex markets : an event study analysis
Kočenda, Evžen; Moravcová, Michala - 2018
We analyze the impact of Eurozone/Germany and U.S. macroeconomic news announcements and the communication of the monetary policy settings of the ECB and the Fed on the forex markets of new EU members. We employ an event study methodology to analyze intra-day data from 2011-2015. Our...
Persistent link: https://www.econbiz.de/10011902959
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Intraday effect of news on emerging European forex markets : an event study analysis
Kočenda, Evžen; Moravcová, Michala - In: Economic systems 42 (2018) 4, pp. 597-615
Persistent link: https://www.econbiz.de/10012257289
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Intraday effect of news on emerging European forex markets : an event study analysis
Kočenda, Evžen; Moravcova, Michala - 2016
We analyze the impact of Eurozone/Germany and U.S. macroeconomic news announcements and the communication of the monetary policy settings of the ECB and the Fed on the forex markets of new EU members. We employ an Event Study Methodology to analyze intra-day data from 2011-2015. Our...
Persistent link: https://www.econbiz.de/10011568576
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Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane; Uctum, Remzi - In: Economic modelling 54 (2016), pp. 218-234
Persistent link: https://www.econbiz.de/10011642112