Impact of macroeconomic announcements on foreign exchange volatility : evidence from South Africa
Year of publication: |
September 2017
|
---|---|
Authors: | Maserumule, Tseke ; Alagidede, Paul |
Published in: |
The South African journal of economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0038-2280, ZDB-ID 281249-6. - Vol. 85.2017, 3, p. 405-429
|
Subject: | Exchange rates | macroeconomic news | high frequency data | market efficiency | Wechselkurs | Exchange rate | Volatilität | Volatility | Südafrika | South Africa | Ankündigungseffekt | Announcement effect | Effizienzmarkthypothese | Efficient market hypothesis | US-Dollar | US dollar |
-
Spillovers to exchange rates from monetary and macroeconomic communications events
Rossi, Enzo, (2020)
-
The sign switch effect of macroeconomic news in foreign exchange markets
Ben Omrane, Walid, (2016)
-
Time-varying effects of macroeconomic news on euro-dollar returns
Ben Omrane, Walid, (2019)
- More ...
-
Non-linear approach to Random Walk Test in selected African countries
Abakah, Emmanuel Joel Aikins, (2018)
-
Industry structure, macroeconomic fundamentals and return on equity
Ndlovu, Chiedza, (2018)
-
Price leadership in the South African foreign-exchange market : an empirical analysis
Shandu, Philani, (2018)
- More ...