Narrow search
Showing 1 - 5 of 5
Cover Image
Do both US and foreign macro surprises matter for the intraday exchange rate? Evidence from Japan
Fatum, Rasmus; Hutchison, Michael; Wu, Thomas - 2008
No previous study has considered the intraday JPY/USD exchange rate responses to a broad set of comparable news surprises from both the U.S. and Japan. We attempt to fill this gap in the literature by investigating the effects of both U.S. and Japanese news surprises, measured as the difference...
Persistent link: https://www.econbiz.de/10010285337
Cover Image
Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan
Fatum, Rasmus; Hutchison, Michael; Wu, Thomas - 2009
We investigate the effects of both U.S. and Japanese news surprises, measured as the difference between macroeconomic announcements and preceding survey expectations, on the intraday JPY/USD exchange rate. No previous study has considered the intraday JPY/USD exchange rate responses to a broad...
Persistent link: https://www.econbiz.de/10010320991
Cover Image
Asymmetries and state dependence : the impact of macro surprises on intraday exchange rates
Fatum, Rasmus; Hutchison, Michael M.; Wu, Thomas Yen Hon - In: Journal of the Japanese and international economies : … 26 (2012) 4, pp. 542-560
Persistent link: https://www.econbiz.de/10009704551
Cover Image
Do both US and foreign macro surprises matter for the intraday exchange rate? : evidence from Japan
Fatum, Rasmus; Hutchison, Michael M.; Wu, Thomas Yen Hon - 2009
We investigate the effects of both U.S. and Japanese news surprises, measured as the difference between macroeconomic announcements and preceding survey expectations, on the intraday JPY/USD exchange rate. No previous study has considered the intraday JPY/USD exchange rate responses to a broad...
Persistent link: https://www.econbiz.de/10003811787
Cover Image
Do both US and foreign macro surprises matter for the intraday exchange rate? : Evidence from Japan
Fatum, Rasmus; Hutchison, Michael M.; Wu, Thomas Yen Hon - 2008
No previous study has considered the intraday JPY/USD exchange rate responses to a broad set of comparable news surprises from both the U.S. and Japan. We attempt to fill this gap in the literature by investigating the effects of both U.S. and Japanese news surprises, measured as the difference...
Persistent link: https://www.econbiz.de/10003854798