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Macroeconomic news, senior officials' speeches, and emerging currency markets : an intraday analysis of price jump reaction
Ayadi, Mohamed; Ben Omrane, Walid; Das, Deepan Kumar - In: Emerging markets review 60 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014533635
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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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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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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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Public information arrival and investor reaction during a period of institutional change : an episode of early years of a newly independent central bank
Brzeszczyński, Janusz; Kutan, Ali Mustafa - In: Journal of comparative economics : the journal of the … 43 (2015) 3, pp. 727-753
Persistent link: https://www.econbiz.de/10011567620
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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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Asymmetric information, price discovery and macroeconomic announcements in FX market : do top trading bank know more?
Phylaktis, Kate; Chen, Long - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 228-246
Persistent link: https://www.econbiz.de/10008702346
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Intraday euro exchange rates and international macroeconomic announcements
Evans, Kevin P.; Speight, Alan E. H. - In: The European journal of finance 17 (2011) 1/2, pp. 83-110
Persistent link: https://www.econbiz.de/10009155460
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The impact of German macroeconomic data announcements on the Czech financial market
Moravcová, Michala - 2015
volatility during the 7-year total examined time period. Splitting the time series into 3 individual sub-periods the results … conditional volatility during financial crises. Furthermore, announcements of GDP and ZEW index calm the exchange rate …'s conditional volatility during the post-crises period. Finally, announcements of GDP data and PMI index form production sector …
Persistent link: https://www.econbiz.de/10011317142
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What is the effect of macroeconomic announcements on the foreign exchange market? An intraday analysis on the peso/dollar exchange rate
Cram, Roberto Gómez - In: Gaceta de economía 20 (2014) 32, pp. 1-26
Persistent link: https://www.econbiz.de/10011581269