1. Asymmetric responses to Purchasing Managers Index announcements in Chinas stock returns. (2023). Wang, Yingli ; Yang, Xiaoguang ; Zhang, Qingpeng ; Lu, Chang.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2937-2955.

   Full description at Econpapers || Download paper

2. Autoregressive conditional durations: An application to the Surinamese dollar versus the US dollar exchange rate. (2023). Ooft, Gavin ; Franses, Philip Hans ; Bhaghoe, Sailesh.
   In: Review of Development Economics.
   RePEc:bla:rdevec:v:27:y:2023:i:4:p:2618-2637.

   Full description at Econpapers || Download paper

3. The news effects on exchange rate returns and volatility: Evidence from Pakistan. (2022). Jabeen, Munazza ; Ihsan, Hajra ; Rashid, Abdul.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:27:y:2022:i:1:p:745-769.

   Full description at Econpapers || Download paper

4. Do financial markets respond to macroeconomic surprises? Evidence from the UK. (2022). Heinlein, Reinhold ; Lepori, Gabriele M.
   In: Empirical Economics.
   RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02108-1.

   Full description at Econpapers || Download paper

5. Impact of US monetary policy uncertainty on Asian exchange rates. (2022). Qureshi, Irfan ; PARK, DONGHYUN ; Tian, Shu ; Villaruel, Mai Lin.
   In: Economic Change and Restructuring.
   RePEc:kap:ecopln:v:55:y:2022:i:1:d:10.1007_s10644-020-09307-3.

   Full description at Econpapers || Download paper

6. Macroeconomic determinants of foreign exchange rate exposure. (2022). Fuchs, Fabian U.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:85:y:2022:i:c:p:77-102.

   Full description at Econpapers || Download paper

7. Response of the USD/MXN Exchange Rate to Macroeconomic Data. (2021). Pasionek, Jolanta.
   In: European Research Studies Journal.
   RePEc:ers:journl:v:xxiv:y:2021:i:special3:p:914-927.

   Full description at Econpapers || Download paper

8. Response of the USD/MXN Exchange Rate to Macroeconomic Data. (2021). Pasionek, Jolanta.
   In: European Research Studies Journal.
   RePEc:ers:journl:v:xxiv:y:2021:i:special2-part1:p:914-927.

   Full description at Econpapers || Download paper

9. The Relationship between the Purchasing Managers’ Index (PMI) and Economic Growth: The Case for Poland. (2021). Sobko, Radoslaw ; Klonowska-Matynia, Maria.
   In: European Research Studies Journal.
   RePEc:ers:journl:v:xxiv:y:2021:i:special1:p:198-219.

   Full description at Econpapers || Download paper

10. The Relationship between the Purchasing Managers’ Index (PMI) and Economic Growth: The Case for Poland. (2021). Klonowska-Matynia, Maria ; Sobko, Radoslaw.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xxiv:y:2021:i:special1-part1:p:198-219.

    Full description at Econpapers || Download paper

11. Macroeconomic determinants of foreign exchange rate exposure. (2020). Fuchs, Fabian U.
    In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe.
    RePEc:zbw:upadbr:b4220.

    Full description at Econpapers || Download paper

12. Spillovers to exchange rates from monetary and macroeconomic communications events. (2020). Wolff, Vincent ; Rossi, Enzo.
    In: Working Papers.
    RePEc:snb:snbwpa:2020-18.

    Full description at Econpapers || Download paper

13. The impact of business and political news on the GCC stock markets. (2020). Spagnolo, Fabio ; Caporale, Guglielmo Maria ; Al-Maadid, Alanoud.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918310778.

    Full description at Econpapers || Download paper

14. The quantile dependence of commodity futures markets on news sentiment. (2019). Todorova, Neda ; Omura, Akihiro.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:39:y:2019:i:7:p:818-837.

    Full description at Econpapers || Download paper

15. Investor reaction to simultaneous news releases: unemployment vs. earnings. (2019). White, Reilly ; Strohush, Vitaliy ; Gupta, Neeraj J.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:43:y:2019:i:4:d:10.1007_s12197-018-9460-z.

    Full description at Econpapers || Download paper

16. Macroeconomic news and market reaction: Surprise indexes meet nowcasting. (2019). Caruso, Alberto.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:4:p:1725-1734.

    Full description at Econpapers || Download paper

17. Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets. (2019). Ekinci, Cumhur ; Corbet, Shaen ; Akyildirim, Erdinc.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:p:155-164.

    Full description at Econpapers || Download paper

18. The Impact of the Hai Yang Shi You 981 Event on Vietnam€™s Stock Markets. (2018). PARK, DONGHYUN ; LE, Thai-Ha.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:17:y:2018:i:3_suppl:p:s344-s375.

    Full description at Econpapers || Download paper

19. Macroeconomic News and Market Reaction: Surprise Indexes meet Nowcasting. (2018). Caruso, Alberto.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/268597.

    Full description at Econpapers || Download paper

20. The Impact of Business and Political News on the GCC Stock Markets. (2018). Spagnolo, Fabio ; Caporale, Guglielmo Maria ; Al-Maadid, Alanoud.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7353.

    Full description at Econpapers || Download paper

21. Asymmetric response to PMI announcements in Chinas stock returns. (2018). Wang, Yingli ; Yang, Xiaoguang.
    In: Papers.
    RePEc:arx:papers:1806.04347.

    Full description at Econpapers || Download paper

22. Cross-border scheduled macroeconomic news impacts: Evidence from high-frequency Asia Pacific currencies. (2017). Chhagan, Mahesh ; Chan, Kam Fong ; Marsden, Alastair.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:43:y:2017:i:c:p:37-54.

    Full description at Econpapers || Download paper

23. Effect of Economic Announcements on FX Fluctuations: Testing a Unified Approach for Prediction. (2017). Tianqiong, Wang ; Yang, Shu ; Saddique, Shamila .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-02-83.

    Full description at Econpapers || Download paper

24. THE EFFECTS OF LABOR MARKET NEWS ON INTERNATIONAL FINANCIAL MARKETS. (2016). Lupu, Radu ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir.
    In: Romanian Economic Business Review.
    RePEc:rau:journl:v:11:y:2016:i:2:p:207-215.

    Full description at Econpapers || Download paper

25. Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics. (2016). Shalini, Velappan ; Prasanna, Krishna.
    In: Energy Economics.
    RePEc:eee:eneeco:v:53:y:2016:i:c:p:40-57.

    Full description at Econpapers || Download paper

26. The Impact of Macroeconomic News on the Euro-Dollar Exchange Rate. (2016). Caruso, Alberto.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/235612.

    Full description at Econpapers || Download paper

27. Currency jumps, cojumps and the role of macro news. (2014). Miao, Hong ; Villupuram, Sriram ; Ramchander, Sanjay ; Chatrath, Arjun.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:40:y:2014:i:c:p:42-62.

    Full description at Econpapers || Download paper

28. Business confidence and stock returns in the USA: a time-varying Markov regime-switching model. (2012). Korkmaz, Turhan ; Çevik, Emrah ; Atukeren, Erdal.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:22:y:2012:i:4:p:299-312.

    Full description at Econpapers || Download paper

29. The Thursday effect of the forward premium puzzle. (2012). Ding, Liang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:21:y:2012:i:1:p:302-318.

    Full description at Econpapers || Download paper

30. Foreign exchange market reactions to sovereign credit news. (2012). ap Gwilym, Owain ; Alsakka, Rasha.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:4:p:845-864.

    Full description at Econpapers || Download paper

31. The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data. (2012). Mun, Kyung-Chun .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:2:p:383-394.

    Full description at Econpapers || Download paper

32. Impact of macroeconomic news on metal futures. (2012). Miao, Hong ; Elder, John ; Ramchander, Sanjay.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:1:p:51-65.

    Full description at Econpapers || Download paper

33. Does FOMC news increase global FX trading?. (2011). Ranaldo, Angelo ; Fischer, Andreas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:2965-2973.

    Full description at Econpapers || Download paper

34. A survey of announcement effects on foreign exchange returns. (2010). Neely, Christopher ; Dey, Rubun S..
    In: Review.
    RePEc:fip:fedlrv:y:2010:i:sep:p:417-464:n:v.92no.5.

    Full description at Econpapers || Download paper

35. International macroeconomic announcements and intraday euro exchange rate volatility. (2010). Evans, Kevin ; Speight, Alan.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:24:y:2010:i:4:p:552-568.

    Full description at Econpapers || Download paper

36. Dynamic news effects in high frequency Euro exchange rates. (2010). Speight, Alan E. H., ; Evans, Kevin P..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:20:y:2010:i:3:p:238-258.

    Full description at Econpapers || Download paper

37. Long maturity forward rates of major currencies are stationary. (2009). Darvas, Zsolt ; Schepp, Zoltan.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:16:y:2009:i:11:p:1175-1181.

    Full description at Econpapers || Download paper

38. Macroeconomic News, Business Cycles and Australian Financial Markets. (2008). .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:15:y:2008:i:3:p:185-207.

    Full description at Econpapers || Download paper

39. The dynamic interaction of order flows and the CAD/USD exchange rate. (2008). Neely, Christopher ; Gradojevic, Nikola.
    In: Working Papers.
    RePEc:fip:fedlwp:2008-006.

    Full description at Econpapers || Download paper

40. The effect of macroeconomic news on German closed-end funds. (2008). Ramchander, Sanjay ; Simpson, Marc W. ; Thiewes, Harold.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:48:y:2008:i:4:p:708-724.

    Full description at Econpapers || Download paper

41. Monetary policy news and exchange rate responses: Do only surprises matter?. (2008). Fatum, Rasmus ; Scholnick, Barry.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:6:p:1076-1086.

    Full description at Econpapers || Download paper

42. Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates. (2007). Darvas, Zsolt ; Schepp, Zoltn ; Rappai, Gbor.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:84.

    Full description at Econpapers || Download paper

43. The interaction between technical currency trading and exchange rate fluctuations. (2006). Schulmeister, Stephan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:3:y:2006:i:3:p:212-233.

    Full description at Econpapers || Download paper

44. Uncovering Yield Parity: A new insight into the UIP puzzle through the stationarity of long maturity forward rates. (2006). Darvas, Zsolt ; Zoltán Schepp, ; Gábor Rappai, .
    In: Working Papers.
    RePEc:dnb:dnbwpp:098.

    Full description at Econpapers || Download paper

1. Abuaf, N. ; Jorion, P. Purchasing power parity in the longrun. 1990 Journal of Finance. 45 157-174
   Paper not yet in RePEc: Add citation now
   
2. Aggarwal, R. ; Schirm, D. Balance of trade announcements and asset prices: influence on equity prices, exchange rates, and interest rates. 1992 Journal of International Money and Finance. 11 80-95
   Paper not yet in RePEc: Add citation now
   
3. Akaike, H. Information theory and an extension of the maximum likelihood principle. 1973 En : Petrov, B.N. ; Craki, F. Second International Symposium on Information Theory, Budapest, Akademiai Kiado. :
   Paper not yet in RePEc: Add citation now
   

4. Almeida, A. ; Goodhart, C. ; Payne, R. The effects of macroeconomic news on high-frequency exchange rate behavior. 1998 Journal of Financial and Quantitative Analysis. 33 383-408

5. Baillie, R.T. ; Bollerslev, T. Common stochastic trends in a system of exchange rates. 1989 Journal of Finance. 44 167-181

6. Baillie, R.T. ; Bollerslev, T. The forward premium anomaly is not as bad as you think. 2000 Journal of International Money and Finance. 19 471-488

7. Balduzzi, P. ; Elton, E.J. ; Green, T.C. Economic news and bond prices: evidence from the U.S. Treasury market. 2001 Journal of Financial and Quantitative Analysis. 16 131-145

8. Berkman, N.G. On the significance of weekly changes in M1. 1978 New England Economic Review. 5-22
   Paper not yet in RePEc: Add citation now
   

9. Bloch, H. ; Olive, M. Cyclical and competitive influences on pricing in Australian manufacturing. 1999 Economic Record. 75 268-279

10. Clarida, R.H. ; Taylor, M.P. The term structure of foreign exchange premiums and the forecastability of spot exchange rates: correcting the errors. 1997 The Review of Economics and Statistics. 79 353-361

11. Coakley, J. ; Fuertes, A. Short-run real exchange rate dynamics. 2000 Manchester School. 68 461-475

12. Cutler, D.M. ; Poterba, J.M. ; Summers, L.H. What moves stock prices?. 1989 Journal of Portfolio Management. 15 4-12

13. Dickey, D.A. ; Fuller, W.A. Likelihood ratio statistics for autoregressive time series. 1981 Econometrica. 49 1057-1072

14. Edison, H. The reaction of exchange rates and interest rates to news releases. 1997 International Journal of Finance and Economics. 2 87-100

15. Engle, R.F. ; Granger, C.W.J. Co-integration and error correction: representation, estimation, and testing. 1987 Econometrica. 55 251-276

16. Flood, R.P. ; Taylor, M.P. Exchange rate economics: what's wrong with the conventional macro approach?. 1995 En : Frenkel, J.A. ; Johnson, H.G. The Economics of Exchange Rates: Selected Studies. Addison-Wesley: Reading, MA

17. Frankel, J.A. International capital mobility and crowding out in the U.S. economy: imperfect integration of financial markets or of goods markets?. 1986 En : Hafer, Rik w. How Open is the U.S. Economy. Lexington Books: Lexington, MA

18. Grossman, J. The ‘rationality’ of money supply expectations and the short-run response of interest rates to monetary surprises. 1981 Journal of Money, Credit and Banking. 13 409-424

19. Hai, W. ; Mark, N. ; Wu, Y. Understanding spot and forward rate regressions. 1997 Journal of Applied Econometrics. 12 715-734

20. Hakkio, C. ; Pearce, D. The reaction of exchange rates to economic news. 1985 Economic Inquiry. 23 621-635

21. Hardouvelis, G. Economic news, exchange rates, and interest rates. 1988 Journal of International Money and Finance. 7 23-35

22. Hardouvelis, G. Macroeconomic information and stock prices. 1987 Journal of Economics and Business. 39 131-140

23. Harris, E. ; Zabka, N. The employment report and the dollar. 1995 Current Issues in Economics and Finance, Federal Reserve Bank of New York. 1 1-6

24. Hogan, K. ; Melvin, M. Sources of meteor showers and heat waves in the foreign exchange market. 1994 Journal of International Economics. 37 239-247

25. Hogan, K. ; Melvin, M. ; Roberts, D. Trade balance news and exchange rates: is there a policy signal?. 1991 Journal of International Money and Finance. 10 S90-S99

26. Irwin, D.A. Trade deficit announcements, intervention and the dollar. 1989 Economics Letters. 31 257-262
    Paper not yet in RePEc: Add citation now
    

27. Isard, P. Exchange Rate Economics. 1995 Cambridge University Press: New York, NY

28. Ito, T. ; Roley, V.V. News from the U.S. and Japan: which moves the yen/dollar exchange rate?. 1987 Journal of Monetary Economics. 19 255-277

29. Johansen, S. Estimation and hypothesis testing for cointegration vectors in Gaussian vector autoregressive models. 1991 Econometrica. 59 1551-1580

30. Johansen, S. ; Juselius, K. Maximum likelihood estimation and inference on cointegration—with applications to the demand for money. 1990 Oxford Bulletin of Economics and Statistics. 52 169-210

31. Kim, S. Do Australian and the US macroeconomic news announcements affect the USD and AUD exchange rate? Some evidence from E-GARCH estimations. 1998 Journal of International Money and Finance. 8 233-248
    Paper not yet in RePEc: Add citation now
    

32. MacKinnon, J.G. Critical values for cointegration tests. 1991 En : Engle, R.F. ; Granger, C.W.J. Long-run Economic Relationships: Readings in Cointegration. Oxford University Press:

33. Mankiw, N. Macroeconomics. 1997 Worth Publishers: New York, NY
    Paper not yet in RePEc: Add citation now
    

34. Mark, N. ; Wu, Y. Rethinking deviations from uncovered interest rate parity: the role of covariance risk and noise. 1998 The Economic Journal. 108 1686-1706

35. McQueen, G. ; Roley, V.V. Stock prices, news, and business conditions. 1993 Review of Financial Studies. 6 683-707

36. Osterwald-Lenum, M. A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics. 1992 Oxford Bulletin of Economics and Statistics. 54 461-472

37. Pearce, D.K. ; Roley, V.V. Stock prices and economic news. 1985 Journal of Business. 58 49-67

38. Phillips, P. Optimal inference in cointegrated systems. 1991 Econometrica. 59 283-306

39. Phillips, P. ; Perron, P. Testing for a unit root in time series regression. 1988 Biometrica. 75 335-346
    Paper not yet in RePEc: Add citation now
    
40. Ramchander, S. ; Simpson, M.W. ; Webb, J.R. Macroeconomic announcements and mortgage rates. 2003 The Journal of Real Estate Finance and Economics. 27 355-378
    Paper not yet in RePEc: Add citation now
    

41. Roley, V.V. The response of short-term interest rates to weekly money announcements. 1983 Journal of Money, Credit and Banking. 15 344-354

42. Schwert, W.G. The adjustment of stock prices to information about inflations. 1981 Journal of Finance. 36 15-29

43. Tanner, G. A note on economic news and intraday exchange rates. 1997 Journal of Banking and Finance. 21 573-585

44. Urich, T. ; Wachtel, P. Market response to the weekly money supply announcements in the 1970s. 1981 Journal of Finance. 36 1063-1072

45. White, H. A heteroskedasticity-consistent covariance matrix and a direct test for heteroskedasticity. 1980 Econometrica. 48 817-838

46. Zivot, E. Cointegration and forward and spot exchange rate regressions. 2000 Journal of International Money and Finance. 19 785-812

1. Unconventional monetary policy had large international effects. (2015). Neely, Christopher.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:52:y:2015:i:c:p:101-111.

   Full description at Econpapers || Download paper

2. Irrationality or efficiency of macroeconomic survey forecasts? Implications from the anchoring bias test. (2011). Orbe, Sebastian ; Hess, Dieter.
   In: CFR Working Papers.
   RePEc:zbw:cfrwps:1113.

   Full description at Econpapers || Download paper

3. Does FOMC news increase global FX trading?. (2011). Ranaldo, Angelo ; Fischer, Andreas.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:35:y:2011:i:11:p:2965-2973.

   Full description at Econpapers || Download paper

4. The large scale asset purchases had large international effects. (2010). Neely, Christopher.
   In: Working Papers.
   RePEc:fip:fedlwp:2010-018.

   Full description at Econpapers || Download paper

5. Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates. (2010). Wu, Thomas ; Hutchison, Michael ; Fatum, Rasmus.
   In: Globalization Institute Working Papers.
   RePEc:fip:feddgw:49.

   Full description at Econpapers || Download paper

6. Does foreign exchange reserve decumulation lead to currency appreciation?. (2010). Fatum, Rasmus ; Dominguez, Kathryn ; Vacek, Pavel ; Kathryn M. E. Dominguez, .
   In: Globalization Institute Working Papers.
   RePEc:fip:feddgw:48.

   Full description at Econpapers || Download paper

7. The electronic trading systems and bid-ask spreads in the foreign exchange market. (2010). Ding, Liang ; Hiltrop, Jonas .
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:20:y:2010:i:4:p:323-345.

   Full description at Econpapers || Download paper

8. Monthly pass-through ratios. (2010). Fischer, Andreas ; Amstad, Marlene.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:34:y:2010:i:7:p:1202-1213.

   Full description at Econpapers || Download paper

9. Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market. (2009). Pinter, Klara ; Frömmel, Michael ; Norbert Kiss M., ; Frommel, Michael.
   In: MNB Working Papers.
   RePEc:mnb:wpaper:2009/3.

   Full description at Econpapers || Download paper

10. Real-time effects of central bank intervention in the euro market. (2009). Fatum, Rasmus ; Pedersen, Jesper.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:78:y:2009:i:1:p:11-20.

    Full description at Econpapers || Download paper

11. Bank of England Interest Rate Announcements and the Foreign Exchange Market. (2009). Taylor, Mark ; Saborowski, Christian ; Sager, Michael ; Melvin, Michael.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2613.

    Full description at Econpapers || Download paper

12. Does FOMC News Increase Global FX Trading?. (2008). Ranaldo, Angelo ; Fischer, Andreas.
    In: Working Papers.
    RePEc:snb:snbwpa:2008-09.

    Full description at Econpapers || Download paper

13. How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data. (2008). Tsutsui, Yoshiro ; Hirayama, Kenjiro.
    In: Discussion Papers in Economics and Business.
    RePEc:osk:wpaper:0832.

    Full description at Econpapers || Download paper

14. Macroeconomic News, Business Cycles and Australian Financial Markets. (2008). .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:15:y:2008:i:3:p:185-207.

    Full description at Econpapers || Download paper

15. Price Adjustment to News with Uncertain Precision. (2008). Hautsch, Nikolaus ; Hess, Dieter ; Muller, Christoph.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2008-025.

    Full description at Econpapers || Download paper

16. Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies. (2008). Wu, Liuren ; Carr, Peter ; Bakshi, Gurdip.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:87:y:2008:i:1:p:132-156.

    Full description at Econpapers || Download paper

17. Forecasting foreign exchange rates using idiosyncratic volatility. (2008). Guo, Hui ; Savickas, Robert.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:7:p:1322-1332.

    Full description at Econpapers || Download paper

18. Intraday effects of macroeconomic shocks on the US Dollar-Euro exchange rates. (2008). Han, Young Wook.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:20:y:2008:i:4:p:585-600.

    Full description at Econpapers || Download paper

19. Does FOMC News Increase Global FX Trading?. (2008). Ranaldo, Angelo ; Fischer, Andreas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6753.

    Full description at Econpapers || Download paper

20. The Influence of Actual and Unrequited Interventions. (2007). Dominguez, Kathryn ; Kathryn M. E. Dominguez, ; Panthaki, Freyan .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12953.

    Full description at Econpapers || Download paper

21. The Influence of Actual and Unrequited Interventions. (2007). Dominguez, Kathryn ; Kathryn M. E. Dominguez, ; Panthaki, Freyan .
    In: Working Papers.
    RePEc:mie:wpaper:561.

    Full description at Econpapers || Download paper

22. Deregulation, news releases, and price discovery. (2007). Moore, William ; Christie-David, Rohan ; Chen, Manfen .
    In: Journal of Regulatory Economics.
    RePEc:kap:regeco:v:31:y:2007:i:3:p:289-312.

    Full description at Econpapers || Download paper

23. The Asymmetric Response of Equity REIT Returns to Inflation. (2007). Ramchander, Sanjay ; Simpson, Marc ; Webb, James.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:34:y:2007:i:4:p:513-529.

    Full description at Econpapers || Download paper

24. The Ties that Bind: Measuring International Bond Spillovers Using Inflation-Indexed Bond Yields. (2007). Bayoumi, Tamim ; Swiston, Andrew J.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2007/128.

    Full description at Econpapers || Download paper

25. The influence of actual and unrequited interventions. (2007). Dominguez, Kathryn ; Kathryn M. E. Dominguez, ; Panthaki, Freyan .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:12:y:2007:i:2:p:171-200.

    Full description at Econpapers || Download paper

26. The Impact of Macroeconomic News on Exchange Rate Volatility. (2007). Laakkonen, Helinä.
    In: Finnish Economic Papers.
    RePEc:fep:journl:v:20:y:2007:i:1:p:23-40.

    Full description at Econpapers || Download paper

27. Macroeconomic news and exchange rates. (2007). Pearce, Douglas ; Solakoglu, Nihat M..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:17:y:2007:i:4:p:307-325.

    Full description at Econpapers || Download paper

28. International capital asset pricing: Evidence from options. (2007). Wu, Liuren ; Mo, Henry.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:14:y:2007:i:4:p:465-498.

    Full description at Econpapers || Download paper

29. Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets. (2006). Kräussl, Roman ; Kraussl, Roman ; Canto, Bea.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200625.

    Full description at Econpapers || Download paper

30. Idiosyncratic volatility, economic fundamentals, and foreign exchange rates. (2006). Guo, Hui.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-025.

    Full description at Econpapers || Download paper

31. The tick/volatility ratio as a determinant of the compass rose pattern. (2005). Gleason, Kimberly ; Mathur, Ike ; Lee, Chun.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:11:y:2005:i:2:p:93-109.

    Full description at Econpapers || Download paper

32. Shock Identification of Macroeconomic Forecasts based on Daily Panels. (2005). Fischer, Andreas ; Amstad, Marlene.
    In: Working Papers.
    RePEc:szg:worpap:0502.

    Full description at Econpapers || Download paper

33. What Defines News in Foreign Exchange Markets?. (2005). Dominguez, Kathryn ; Panthaki, Freyan .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11769.

    Full description at Econpapers || Download paper

34. What Defines News in Foreign Exchange Markets. (2005). Dominguez, Kathryn ; Panthaki, Freyan .
    In: Working Papers.
    RePEc:mie:wpaper:547.

    Full description at Econpapers || Download paper

35. Shock identification of macroeconomic forecasts based on daily panels. (2005). Fischer, Andreas ; Amstad, Marlene.
    In: Staff Reports.
    RePEc:fip:fednsr:206.

    Full description at Econpapers || Download paper

36. Shock Identification of Macroeconomic Forecasts Based on Daily Panels. (2005). Fischer, Andreas ; Amstad, Marlene.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5008.

    Full description at Econpapers || Download paper

37. The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market. (2004). Wright, Jonathan ; Chernenko, Sergey ; Raj S. Krishnasami Iyer, ; Howorka, Edward ; Liu, David ; CHABOUD, ALAIN P..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:823.

    Full description at Econpapers || Download paper

38. Exchange rates and fundamentals: new evidence from real-time data. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004365.

    Full description at Econpapers || Download paper

39. Determinants of the relative price impact of unanticipated information in US macroeconomic releases. (2003). Hess, Dieter.
    In: Frankfurt School - Working Paper Series.
    RePEc:zbw:fsfmwp:46.

    Full description at Econpapers || Download paper

40. News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media. (2003). Schuster, Thomas.
    In: Finance.
    RePEc:wpa:wuwpfi:0305009.

    Full description at Econpapers || Download paper

41. The Italian Overnight Market: Microstructure Effects, the Martingale Hypothesis and the Payment System. (2003). Renò, Roberto ; Barucci, Emilio ; Impenna, Claudio.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:24.

    Full description at Econpapers || Download paper

42. When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?. (2003). Dominguez, Kathryn ; Kathryn M. E. Dominguez, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9875.

    Full description at Econpapers || Download paper

43. When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?. (2003). Dominguez, Kathryn ; Kathryn M. E. Dominguez, .
    In: Working Papers.
    RePEc:mie:wpaper:506.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

Report date: 2025-10-06 02:14:19 || Missing content? Let us know