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The Impact Of Economic News On Financial Markets
Parker, John - Volkswirtschaftliche Fakultät, … - 2007
This paper analyzes the impact of economic news, that is, the difference between economic announcements and what was … financial markets to digest and react to news. Finally, by using a U.S. and a European economic announcement and a wide range of … financial data leads to a much bigger and more significant news announcement effect over previous studies that used end-of day …
Persistent link: https://www.econbiz.de/10005623520
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What explains month-end funding pressure in Canada?
Sutherland, Christopher S. - 2017
The Canadian overnight repo market persistently shows signs of latent funding pressure around month-end periods. Both the overnight repo rate and Bank of Canada liquidity provision tend to rise in these windows. This paper proposes three non-mutually exclusive hypotheses to explain this...
Persistent link: https://www.econbiz.de/10012029839
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What explains month-end funding pressure in Canada?
Sutherland, Christopher S. - 2017
The Canadian overnight repo market persistently shows signs of latent funding pressure around month-end periods. Both the overnight repo rate and Bank of Canada liquidity provision tend to rise in these windows. This paper proposes three non-mutually exclusive hypotheses to explain this...
Persistent link: https://www.econbiz.de/10011661122
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Measuring interest rate expectations from market yields: topical issues
Pintér, Klára; Pulai, György - In: MNB Bulletin 4 (2009) 2, pp. 34-42
Learning market participants’ policy rate expectations is a major issue for central banks. The underlying reason for this is that the interest rate expectations of market participants may themselves contain information on market participants’ perceptions of the economic prospects, which...
Persistent link: https://www.econbiz.de/10008528438
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Has the Grexit news affected euro area financial markets?
Gregori, Wildmer; Sacchi, Agnese - 2017
countries’ sovereign bond yields. Our empirical analysis is based on more than 64,000 daily news items on Grexit between … December 2014 and October 2015. We build a Grexit intensity index based on the daily change of Grexit news items to capture … policy uncertainty about the euro area break-up. Our results suggest that higher intensity of Grexit news drives up …
Persistent link: https://www.econbiz.de/10012055414
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Hawks and doves: Financial market perception of Western support for Ukraine
Neuenkirch, Matthias; Repko, Maria; Weber, Enzo - 2023
with dovish views of avoiding further escalation of the military and geopolitical conflict. News from the war became a … perceived this news, especially on Western positions. We create a comprehensive data set of news related to the war and measure …
Persistent link: https://www.econbiz.de/10014278398
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Hawks and Doves: Financial market perception of Western support for Ukraine
Neuenkirch, Matthias; Repko, Maria; Weber, Enzo - 2023
with dovish views of avoiding further escalation of the military and geopolitical conflict. News from the war became a … perceived this news, especially on Western positions. We create a comprehensive data set of news related to the war and measure …
Persistent link: https://www.econbiz.de/10014292520
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Hawks and doves: Financial market perception of Western support for Ukraine
Neuenkirch, Matthias; Repko, Maria; Weber, Enzo - 2023
with dovish views of avoiding further escalation of the military and geopolitical conflict. News from the war became a … perceived this news, especially on Western positions. We create a comprehensive data set of news related to the war and measure …
Persistent link: https://www.econbiz.de/10014327940
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Has the Grexit news affected euro area financial markets?
Gregori, Wildmer Daniel; Sacchi, Agnese - 2017
countries' sovereign bond yields. Our empirical analysis is based on more than 64,000 daily news items on Grexit between … December 2014 and October 2015. We build a Grexit intensity index based on the daily change of Grexit news items to capture … policy uncertainty about the euro area break-up. Our results suggest that higher intensity of Grexit news drives up …
Persistent link: https://www.econbiz.de/10012054687
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Hawks and doves : financial market perception of Western support for Ukraine
Neuenkirch, Matthias; Repko, Maria; Weber, Enzo - 2023
with dovish views of avoiding further escalation of the military and geopolitical conflict. News from the war became a … perceived this news, especially on Western positions. We create a comprehensive data set of news related to the war and measure …
Persistent link: https://www.econbiz.de/10013547802