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Search: subject:"Macroeconomic Announcements"
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macroeconomic announcements
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ECONIS (ZBW)
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1
Foreign exchange markets, behavior of options volatility and bid-ask spread around
macroeconomic
announcements
Ishfaq, Muhammad
;
Muhammad Usman Arshad
;
Durrani, …
- In:
Cogent economics & finance
10
(
2022
)
1
,
pp. 1-28
in determining whether the foreign exchange market’s price formation process in response to
macroeconomic
announcements
…
Persistent link: https://www.econbiz.de/10013431442
Saved in:
2
Around-the-clock USD/MXN volatility: macroeconomic announcement spillovers and FX market intervention mechanisms
Pedroza, Wilfrido Jurado
-
2021
the effects and the relative impact on the USD/MXN volatility process of various
macroeconomic
announcements
, at different …
Persistent link: https://www.econbiz.de/10012584134
Saved in:
3
Informativeness of trades around
macroeconomic
announcements
in the foreign exchange market
Wu, Zhen-Xing
;
Gau, Yin-feng
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013357272
Saved in:
4
Expectations and risk premia at 8:30AM :
macroeconomic
announcements
and the yield curve
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
-
2015
Persistent link: https://www.econbiz.de/10011437580
Saved in:
5
Something in the air: information density, news surprises, and price jumps
Füss, Roland
;
Grabellus, Markus
;
Mager, Ferdinand
; …
-
2015
measures the abnormal amount of noisy “ticker” news before scheduled
macroeconomic
announcements
, is significantly related to …
Persistent link: https://www.econbiz.de/10011344170
Saved in:
6
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
Saved in:
7
Commonality in liquidity : effects of monetary policy and
macroeconomic
announcements
Sensoy, Ahmet
- In:
Finance research letters
16
(
2016
),
pp. 125-131
Persistent link: https://www.econbiz.de/10011655140
Saved in:
8
Nominal interest rates and the news
Bauer, Michael D.
- In:
Journal of money, credit and banking : JMCB
47
(
2015
)
2/3
,
pp. 295-331
Persistent link: https://www.econbiz.de/10010519170
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