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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

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

Changes in the impact of US macroeconomic news on financial markets the example of the Warsaw Stock Exchange

Gurgul, Henryk; Hastenteufel, Jessica; Wójtowicz, Tomasz - In: Statistics in transition : an international journal of … 22 (2021) 4, pp. 41-58

Due to the high importance of the American economy, in the past, announcements of US macroeconomic data were shown to have a significant impact on financial markets in general, and on European stock markets in particular. However, as this effect may vary in time, this paper examines the changes...

Persistent link: https://www.econbiz.de/10012818165

Financial crises, price discovery, and information transmission : a high-frequency perspective

Füss, Roland; Mager, Ferdinand; Stein, Michael; Zhao, Lu - In: Financial markets and portfolio management 32 (2018) 4, pp. 333-365

Persistent link: https://www.econbiz.de/10011951995

Reaction of Zagreb Stock Exchange CROBEX Index to macroeconomic announcements within a high frequency time interval

Schabek, Tomasz; Olgić Draženović, Bojana; Mance, Davor - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 37 (2019) 2, pp. 741-758

Persistent link: https://www.econbiz.de/10012213669

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

The impact of macroeconomic announcements in the Brazilian futures markets

Santos, Francisco; Garcia, Márcio Gomes Pinto; … - 2014

The estimation of the impact of macroeconomic announcements in the Brazilian futures markets is used to uncover the relationship between macroeconomic fundamentals and asset prices. Using intraday data from October 2008 to January 2011, we find that external macroeconomic announcements dominate...

Persistent link: https://www.econbiz.de/10010402125