Narrow search
Showing 1 - 10 of 309,742
Cover Image
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
Cover Image
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
Cover Image
Does the currency board matter? : US news and Argentine financial market reaction
Hayo, Bernd; Neuenkirch, Matthias - In: Applied economics 45 (2013) 28/30, pp. 4034-4040
Persistent link: https://www.econbiz.de/10010345766
Cover Image
The impact of US macroeconomic news on the Polish stock market
Gurgul, Henryk; Wójtowicz, Tomasz - In: Central European journal of operations research : CEJOR … 22 (2014) 4, pp. 795-817
Persistent link: https://www.econbiz.de/10010437161
Cover Image
The impact of US macroeconomic news on the prices of single stocks on the Vienna stock exchange
Gurgul, Henryk; Mitterer, Christoph; Wójtowicz, Tomasz - In: Central European journal of economic modelling and … 13 (2021) 3, pp. 287-329
Persistent link: https://www.econbiz.de/10012620005
Cover Image
How to define macroeconomic announcement surprises? : an example of the impact of US macroeconomic news on stock prices on the Warsaw Stock Exchange
Wójtowicz, Tomasz - In: Managerial economics 23 (2022) 1, pp. 77-97
Persistent link: https://www.econbiz.de/10014249281
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
The effect of macro news on volatility and jumps
Vortelinos, Dimitrios I. - In: Annals of economics and finance 16 (2015) 2, pp. 425-447
Persistent link: https://www.econbiz.de/10011428184