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[Rezension von: McKenzie, George, ..., Financial instability and the international debt problem]

Funke, Norbert - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 128 (1992) 4, pp. 772-773

Persistent link: https://www.econbiz.de/10001345711

Macroeconomic news and stock returns in the United States and Germany

Funke, Norbert; Matsuda, Akimi - 2002

Persistent link: https://www.econbiz.de/10001742387

Macroeconomic news and stock returns in the United States and Germany

Funke, Norbert; Matsuda, Akimi - In: German economic review 7 (2006) 2, pp. 189-210

Persistent link: https://www.econbiz.de/10003312917

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...