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Search: subject:"Macroeconomic Announcements"
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Volatility
macroeconomic announcements
93
Ankündigungseffekt
91
Announcement effect
82
Börsenkurs
62
Volatilität
60
Share price
56
Macroeconomic announcements
51
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29
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26
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24
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23
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22
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volatility
10
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Wójtowicz, Tomasz
5
Gurgul, Henryk
4
Füss, Roland
3
Kam Fong Chan
3
Kočenda, Evžen
3
Mager, Ferdinand
3
Smales, Lee A.
3
Stein, Michael
3
Brzeszczyński, Janusz
2
Conrad, Christian
2
Dijk, Dick van
2
Garcia, Márcio Gomes Pinto
2
Gau, Yin-feng
2
Grabellus, Markus
2
Hautsch, Nikolaus
2
Hess, Dieter
2
Hussain, Syed Mujahid
2
Ishfaq, Muhammad
2
Kutan, Ali Mustafa
2
Medeiros, Marcelo C.
2
Moravcová, Michala
2
Opschoor, Anne
2
Santos, Francisco
2
Taylor, Nicholas
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Statistics in transition : an international journal of the Polish Statistical Association
1
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1
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ECONIS (ZBW)
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31
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:
32
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
Saved in:
33
Macroeconomic
announcements
and price discovery in the foreign exchange market
Gau, Yin-feng
;
Wu, Zhen-Xing
- In:
Journal of international money and finance
79
(
2017
),
pp. 232-254
Persistent link: https://www.econbiz.de/10011788364
Saved in:
34
Systematic cojumps, market component portfolios and scheduled
macroeconomic
announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
- In:
Journal of empirical finance
43
(
2017
),
pp. 43-58
Persistent link: https://www.econbiz.de/10011817903
Saved in:
35
Cross-border scheduled macroeconomic news impacts : evidence from high-frequency Asia Pacific currencies
Kam Fong Chan
;
Chhagan, Mahesh
;
Marsden, Alastair
- In:
Pacific-Basin finance journal
43
(
2017
),
pp. 37-54
Persistent link: https://www.econbiz.de/10011800614
Saved in:
36
Market reaction to macroeconomic news : the role of investor sentiment
Chen, Hung‐Kun
;
Lien, Chen‐Ting
- In:
Asia-Pacific journal of financial studies
46
(
2017
)
6
,
pp. 853-875
Persistent link: https://www.econbiz.de/10011865907
Saved in:
37
Liquidity commonality in foreign exchange markets during the global financial crisis and the sovereign debt crisis : effects of macroeconomic and quantitative easing announcements
Chang, Ya-Ting
;
Gau, Yin-feng
;
Hsu, Chih-chiang
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 172-192
Persistent link: https://www.econbiz.de/10011938097
Saved in:
38
Macroeconomic information and the implied volatility : evidence from India VIX
Srinivasan, Palamalai
- In:
Theoretical economics letters
7
(
2017
)
3
,
pp. 490-501
Persistent link: https://www.econbiz.de/10011674298
Saved in:
39
On the effects of private information on volatility
Opschoor, Anne
;
Wel, Michel van der
;
Dijk, Dick van
; …
-
2011
-
This version: May 9, 2011
' expectations about
macroeconomic
announcements
. Finally, we find that the effect of private information on volatility is larger …
Persistent link: https://www.econbiz.de/10011386466
Saved in:
40
Impact of
macroeconomic
announcements
on us equity prices, 2009-2013
Nadler, Daniel
;
Schmidt, Anatoly B.
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 34-42
Persistent link: https://www.econbiz.de/10011417702
Saved in:
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