When does the stock market listen to economic news? : new evidence from copulas and news wires
Year of publication: |
April 2016
|
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Authors: | Medovikov, Ivan |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 65.2016, p. 27-40
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Subject: | Stock returns | Macroeconomic news | Copulas | Tail dependence | Macroeconomic news index | Ankündigungseffekt | Announcement effect | Multivariate Verteilung | Multivariate distribution | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Wirkungsanalyse | Impact assessment | Zeitreihenanalyse | Time series analysis | Mediale Berichterstattung | Media coverage |
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