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How much does economic news influence bilateral exchange rates?. (2021). Narayan, Seema ; Bannigidadmath, Deepa.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000619.

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  1. The words have power: the impact of news on exchange rates. (2023). Shugliashvili, Teona.
    In: FFA Working Papers.
    RePEc:prg:jnlwps:v:5:y:2023:id:5.006.

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  2. FORECASTING EXCHANGE RATE VOLATILITY IN INDIA UNDER UNIVARIATE AND MULTIVARIATE ANALYSIS. (2023). Rai, Sushil Kumar ; Sharma, Akhilesh Kumar.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:26:y:2023:i:1g:p:175-190.

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  3. China–US economic and trade relations, trade news, and short‐term fluctuation of the RMB exchange rate. (2023). Chen, Zhongfei ; Guo, Wei.
    In: Review of International Economics.
    RePEc:bla:reviec:v:31:y:2023:i:1:p:180-203.

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  4. The Impact of Exchange Rate Futures Fluctuations on Macroeconomy: Evidence from Ten Trading Market. (2022). Yang, Hao-Chang ; Wang, Hai-Jie ; Syarifuddin, Ferry ; Chang, Chun-Ping.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:58:y:2022:i:8:p:2300-2313.

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  5. Exchange rate dependence and economic fundamentals: A Copula-MIDAS approach. (2022). Gong, Yuting ; Chen, Qiang ; Ma, Chao.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560621002485.

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  6. Exchange-rate and news: Evidence from the COVID pandemic. (2022). Masolo, Riccardo M. ; Di Pace, Federico ; Aquilante, Tommaso.
    In: Economics Letters.
    RePEc:eee:ecolet:v:213:y:2022:i:c:s0165176522000647.

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  7. Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles. (2022). Narayan, Seema ; Jiang, Yong ; Ren, Yi-Shuai ; Yang, Xiao-Guang ; Ma, Chao-Qun.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000638.

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  8. Economic news and the cross-section of commodity futures returns. (2021). Narayan, Paresh Kumar ; Bannigidadmath, Deepa.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000848.

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  44. The high-frequency response of exchange rates and interest rates to macroeconomic announcements. (2003). Wright, Jonathan ; Wang, Shing-Yi ; Rogers, John ; Faust, Jon.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:784.

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  45. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2003). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
    In: American Economic Review.
    RePEc:aea:aecrev:v:93:y:2003:i:1:p:38-62.

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  46. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange?. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:02-23.

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  47. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Anderson, Torben G..
    In: Working Papers.
    RePEc:ecl:upafin:02-1.

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  48. Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases. (2001). Podpiera, Richard.
    In: Finance.
    RePEc:wpa:wuwpfi:0012005.

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  49. Do macroeconomics news releases affect gold and silver prices?. (2000). Koch, Timothy W. ; Christie-David, Rohan ; Chaudhry, Mukesh.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:52:y:2000:i:5:p:405-421.

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  50. Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases. (2000). Podpiera, Richard.
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp156.

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