1. Uncertainty and macroeconomic forecasts: Evidence from survey data. (2024). Qiu, Yajie ; Liu, Xiaoquan ; Deschamps, Bruno.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:224:y:2024:i:c:p:463-480.

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2. Back to the present: Learning about the euro area through a now-casting model. (2024). Modugno, Michele ; Giannone, Domenico ; Cascaldi-Garcia, Danilo.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:40:y:2024:i:2:p:661-686.

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3. Stagflationary Stock Returns. (2024). Timmer, Yannick ; Knox, Ben.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_11236.

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4. Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina.
   In: Journal of Economic Surveys.
   RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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5. Coordinating the Message: Media Coverage of Fed News and Market Reactions. (2024). Istrefi, Klodiana ; Sagna, Baeatrice ; Herbert, Sylvaerie.
   In: Working papers.
   RePEc:bfr:banfra:983.

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6. Firm expectations and news: Micro v macro. (2023). Müller, Gernot ; Menkhoff, Manuel ; Enders, Zeno ; Born, Benjamin ; Muller, Gernot J ; Niemann, Knut.
   In: Working Papers.
   RePEc:zbw:pp1859:43.

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7. Economic policy statements, social media, and stock market uncertainty: An analysis of Donald Trump’s tweets. (2023). Ortiz, Daniel Perico.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09608-5.

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8. Long-Term Volatility Shapes the Stock Market’s Sensitivity to News. (2023). Schoelkopf, Julius ; Conrad, Christian ; Tushteva, Nikoleta.
   In: Working Paper series.
   RePEc:rim:rimwps:23-16.

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9. Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6.

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10. Macroeconomic Surprises and the Demand for Information about Monetary Policy. (2023). Tillmann, Peter.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2023:q:2:a:7.

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11. Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities. (2023). Han, Seung-Oh ; Huh, Sahn-Wook ; Park, Jeayoung.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:70:y:2023:i:c:p:276-307.

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12. Expectation dispersion, uncertainty, and the reaction to news. (2023). Enders, Zeno ; Dovern, Jonas ; Born, Benjamin.
    In: European Economic Review.
    RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000697.

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13. Firm Expectations and News: Micro v Macro. (2023). Müller, Gernot ; Menkhoff, Manuel ; Enders, Zeno ; Born, Benjamin ; Niemann, Knut ; Muller, Gernot J.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_400.

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14. Long-Term Volatility Shapes the Stock Market’s Sensitivity to News. (2023). Schoelkopf, Julius ; Conrad, Christian ; Tushteva, Nikoleta.
    In: Working Papers.
    RePEc:awi:wpaper:0739.

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15. Macroeconomic Attention and Announcement Risk Premia. (2022). Fisher, Adlai ; Sheng, Jinfei ; Martineau, Charles.
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:35:y:2022:i:11:p:5057-5093..

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16. Drift Begone! Release policies and preannouncement informed trading. (2022). Wolfe, Marketa Halova ; Kurov, Alexander ; Sancetta, Alessio.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001218.

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17. The effects of U.S. monetary policy on international mutual fund investment. (2022). Rogers, John ; Ciminelli, Gabriele ; Wu, Wenbin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000791.

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18. Who Values Economist Forecasts? Evidence From Trading in Treasury Markets. (2022). Leung, Henry ; James, Robert ; Jarnecic, Elvis.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:49:y:2022:i:c:s1042957321000358.

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19. Macro news and micro news: Complements or substitutes?. (2022). Hirshleifer, David ; Sheng, Jinfei.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:145:y:2022:i:3:p:1006-1024.

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20. Informed trading in foreign exchange futures: Payroll news timing. (2022). Park, Yang-Ho.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:135:y:2022:i:c:s037842662100323x.

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21. Informativeness of trades around macroeconomic announcements in the foreign exchange market. (2022). Wu, Zhen-Xing ; Gau, Yin-Feng.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000245.

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22. Spread position as a leading economic indicator. (2022). Park, Yang-Ho.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000586.

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23. Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements. (2022). Scotti, Chiara ; Vega, Clara ; Gardner, Ben.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:231:y:2022:i:2:p:387-409.

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24. Firm Expectations and News: Micro v Macro. (2022). Müller, Gernot ; Menkhoff, Manuel ; Enders, Zeno ; Born, Benjamin ; Niemann, Knut ; Muller, Gernot.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10192.

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25. Economic forecasts, anchoring bias, and stock returns. (2022). Dutta, Sandip ; Yu, Han ; Birz, Gene.
    In: Financial Management.
    RePEc:bla:finmgt:v:51:y:2022:i:1:p:169-191.

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26. Information Acquisition ahead of Monetary Policy Announcements. (2022). Hubert, Paul ; Ehrmann, Michael.
    In: Working papers.
    RePEc:bfr:banfra:897.

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27. The high frequency impact of economic policy narratives on stock market uncertainty. (2021). Ortiz, Daniel Perico.
    In: FAU Discussion Papers in Economics.
    RePEc:zbw:iwqwdp:022021.

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28. Macro News and Micro News: Complements or Substitutes?. (2021). Hirshleifer, David ; Sheng, Jinfei.
    In: MPRA Paper.
    RePEc:pra:mprapa:108224.

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29. Back to the Present: Learning about the Euro Area through a Now-casting Model. (2021). Modugno, Michele ; Giannone, Domenico ; Cascaldi-Garcia, Danilo ; Revil, Thiago.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1313.

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30. Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements. (2021). Vega, Clara ; Scotti, Chiara ; Gardner, Benjamin.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2021-74.

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31. Eye in the sky: Private satellites and government macro data. (2021). Shon, Janghoon ; Panayotov, George ; Mukherjee, Abhiroop.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:1:p:234-254.

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32. Macroeconomic Surprises and the Demand for Information about Monetary Policy. (2020). Tillmann, Peter.
    In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics.
    RePEc:zbw:vfsc20:224545.

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33. Expectation dispersion, uncertainty, and the reaction to news. (2020). Enders, Zeno ; Dovern, Jonas ; Born, Benjamin.
    In: Working Papers.
    RePEc:zbw:pp1859:29.

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34. THE EFFECTS OF NEWS WHEN LIQUIDITY MATTERS. (2020). Wright, Randall ; Gu, Chao ; Han, Han.
    In: International Economic Review.
    RePEc:wly:iecrev:v:61:y:2020:i:4:p:1411-1435.

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35. Information versus imitation in a real-time agent-based model of financial markets. (2020). Biondo, Alessio Emanuele.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00249-2.

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36. Global Bitcoin Markets and Local Regulations. (2020). Park, Cyn-Young ; Tian, Shu ; Zhao, BO.
    In: ADB Economics Working Paper Series.
    RePEc:ris:adbewp:0605.

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37. The US, Economic News, and the Global Financial Cycle. (2020). Kroner, T. Niklas ; Boehm, Christoph.
    In: Working Papers.
    RePEc:mie:wpaper:677.

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38. Macroeconomic Surprises and the Demand for Information about Monetary Policy. (2020). Tillmann, Peter.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:202007.

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39. Macro news and long-run volatility expectations. (2020). Wilhelmsson, Anders ; Vilhelmsson, Anders.
    In: Knut Wicksell Working Paper Series.
    RePEc:hhs:luwick:2020_001.

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40. Effect of Unstable Macroeconomic Indicators on Banking Sector Stock Price Behaviour in Nigerian Stock Market. (2020). Abdullahi, Ibrahim Bello.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2020-02-1.

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41. Expectation dispersion, uncertainty, and the reaction to news. (2020). Enders, Zeno ; Dovern, Jonas ; Born, Benjamin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15581.

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42. Expectation Dispersion, Uncertainty, and the Reaction to News. (2020). Enders, Zeno ; Dovern, Jonas ; Born, Benjamin.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8801.

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43. Monetary policy communication, policy slope, and the stock market. (2019). Weber, Michael ; Neuhierl, Andreas.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:108:y:2019:i:c:p:140-155.

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44. 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.

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45. Inflation News and Euro Area Inflation Expectations. (2018). Werner, Sebastian ; Garcia, Juan Angel.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/167.

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

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1. Proxy-identification of a structural MGARCH model for asset returns. (2024). Polivka, Jeannine ; Fengler, Matthias.
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   RePEc:usg:econwp:2021:03.

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2. Policy and Macro Signals as Inputs to Inflation Expectation Formation. (2016). Hubert, Paul ; Maule, Becky.
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   RePEc:spo:wpmain:info:hdl:2441/79hle3i1b69dqrocqsjarh6lb1.

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3. Impact of macro-economic surprises on carry trade activity. (2013). Sushko, Vladyslav ; Hutchison, Michael.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:37:y:2013:i:4:p:1133-1147.

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4. Oil Prices, Exchange Rates and Asset Prices. (2013). Van Robays, Ine ; Fratzscher, Marcel ; Schneider, Daniel.
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   RePEc:diw:diwwpp:dp1302.

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5. Oil Prices, Exchange Rates and Asset Prices. (2013). Van Robays, Ine ; Fratzscher, Marcel ; Schneider, Daniel.
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6. Price and trading response to public information. (2010). Malinowska, Magdalena.
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7. Intraday volatility responses to monetary policy events. (2009). Lunde, Asger ; Zebedee, Allan .
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:23:y:2009:i:4:p:383-399.

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8. The Effects of Economic News on Commodity Prices: Is Gold Just Another Commodity?. (2009). Roache, Shaun K ; Rossi, Marco.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2009/140.

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9. Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility. (2008). Bos, Charles.
   In: Tinbergen Institute Discussion Papers.
   RePEc:tin:wpaper:20080011.

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10. Exchange Rates and Fundamentals: Footloose or Evolving Relationship?. (2008). Valente, Giorgio ; Sarno, Lucio.
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11. Anchoring bias in consensus forecasts and its effect on market prices. (2007). Sharpe, Steven ; Campbell, Sean D..
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    RePEc:fip:fedgfe:2007-12.

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12. 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.

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13. The transmission of emerging market shocks to global equity markets. (2007). Thimann, Christian ; Fratzscher, Marcel ; Cuadro Sáez, Lucía ; Saez, Lucia Cuadro.
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14. 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.

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15. Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System. (2006). Ito, Takatoshi ; Hashimoto, Yuko.
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16. Resolving Macroeconomic Uncertainty in Stock and Bond Markets. (2006). Beber, Alessandro ; Brandt, Michael W..
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17. Expectations and Exchange Rate Policy. (2006). Engel, Charles ; Devereux, Michael.
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18. Idiosyncratic volatility, economic fundamentals, and foreign exchange rates. (2006). Guo, Hui.
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19. Global asset prices and FOMC announcements. (2006). Wongswan, Jon ; Hausman, Joshua.
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20. Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data. (2006). Wright, Jonathan ; Berger, David ; Chernenko, Sergey V. ; Iyer, Raj S. ; Howorka, Edward ; Liu, David ; CHABOUD, ALAIN P..
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21. Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden. (2006). Swanson, Eric ; Levin, Andrew ; Gürkaynak, Refet.
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22. Which news moves the euro area bond market?. (2006). Sebestyén, Szabolcs ; Sebestyen, Szabolcs ; Andersson, Magnus ; Hansen, Lars Jul .
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23. Expectations and Exchange Rate Policy. (2006). Engel, Charles ; Devereux, Michael.
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24. Shock Identification of Macroeconomic Forecasts based on Daily Panels. (2005). Fischer, Andreas ; Amstad, Marlene.
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25. What Defines News in Foreign Exchange Markets?. (2005). Dominguez, Kathryn ; Panthaki, Freyan .
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26. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission. (2005). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
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27. Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting. (2005). Lyons, Richard ; Evans, Martin.
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28. Do Currency Markets Absorb News Quickly?. (2005). Lyons, Richard ; Evans, Martin.
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29. Establishing Credibility: Evolving Perceptions of the European Central Bank. (2005). Klein, Michael ; Goldberg, Linda.
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    RePEc:iis:dispap:iiisdp105.

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30. CEE Banking Sector Co-Movement: Contagion or Interdependence?. (2005). lucey, brian ; Jokipii, Terhi.
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31. Establishing credibility: evolving perceptions of the European Central Bank. (2005). Klein, Michael ; Goldberg, Linda.
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32. Shock identification of macroeconomic forecasts based on daily panels. (2005). Fischer, Andreas ; Amstad, Marlene.
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33. The response of global equity indexes to U.S. monetary policy announcements. (2005). Wongswan, Jon.
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34. Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2005). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
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35. Were Verbal Efforts to Support the Euro Effective? A High-Frequency Analysis of ECB Statements. (2005). .
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36. Have markets reacted differently to macroeconomic and monetary policy news since 1997? An empirical analysis of UK intraday trades and prices.. (2004). wetherilt, anne ; Burrows, Oliver .
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37. The Consequences of ‘In-Work’ Benefit Reform in Britain: New Evidence from Panel Data. (2004). van der Klaauw, Wilbert ; Francesconi, Marco.
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38. Exchange rate changes and net positions of speculators in the futures market. (2004). Klitgaard, Thomas ; Weir, Laura.
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39. 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..
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40. Equal size, equal role? interest rate interdependence between the euro area and the United States. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
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41. The consequences of ‘in-work’ benefit reform in Britain: new evidence from panel data. (2004). van der Klaauw, Wilbert ; Francesconi, Marco.
    In: ISER Working Paper Series.
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42. Asset Prices and Exchange Rates. (2004). Rigobon, Roberto ; Pavlova, Anna.
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43. Exchange rates and fundamentals: new evidence from real-time data. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
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44. Communication and exchange rate policy. (2004). Fratzscher, Marcel.
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45. Taking stock: monetary policy transmission to equity markets. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
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46. Equal size, equal role? Interdependence between the euro area and the United States. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
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47. Econometrics of testing for jumps in financial economics using bipower variation. (2003). Shephard, Neil.
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48. Inventory Information. (2003). Lyons, Richard ; Evans, Martin ; Cao, Huining.
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49. What moves sovereign bond markets? The effects of economic news on U.S. and German yields. (2003). Goldberg, Linda ; Leonard, Deborah.
    In: Current Issues in Economics and Finance.
    RePEc:fip:fednci:y:2003:i:sep:n:v.9no.9.

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50. 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.
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