Similar Search Results

The effect of US macroeconomic news announcements on the Canadian stock market : evidence using high-frequency data

Hussain, Syed Mujahid; Ben Omrane, Walid - In: Finance research letters 38 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012486063

The high-frequency impact of macroeconomic announcements on the Brazilian futures markets

Garcia, Márcio Gomes Pinto; Medeiros, Marcelo C.; … - In: Brazilian review of econometrics : BRE ; the review of … 36 (2016) 2, pp. 185-222

Persistent link: https://www.econbiz.de/10011644164

The impact of macroeconomic announcements on financial market volatility in India

Reddy, Y. V.; Ingalhalli, Varsha B.; Sahay, Hersch - In: The IUP journal of applied finance : IJAF 25 (2019) 2, pp. 65-90

Persistent link: https://www.econbiz.de/10012104100

Monetary policy uncertainty and the market reaction to macroeconomic news

Kurov, Alexander; Stan, Raluca - In: Journal of banking & finance 86 (2018), pp. 127-142

Persistent link: https://www.econbiz.de/10011962434

COVID-19 and the United States financial markets' volatility

Albulescu, Claudiu Tiberiu - In: Finance research letters 38 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012490640

Persistent Impact of Macroeconomic Announcements in Financial Market Data

Boitout, Nicolas - 2015

great deal of academic attention in efforts to quantify market responses in terms of volatility and jumps. We investigate … caused by the next release of the same macroeconomic value. We measure this impact by means of both post-event volatility …

Persistent link: https://www.econbiz.de/10013029402