1. Green Shields: The Role of ESG in Uncertain Time. (2025). Stasiulaitis, Dominykas ; Kansoy, Fatih.
   In: Papers.
   RePEc:arx:papers:2506.02143.

   Full description at Econpapers || Download paper

2. Markovian analysis of U.S. Treasury volatility: Asymmetric responses to macroeconomic announcements. (2024). Pasini, Simona ; Guarniero, Pieralberto ; Gigante, Gimede.
   In: Economics Letters.
   RePEc:eee:ecolet:v:239:y:2024:i:c:s0165176524002064.

   Full description at Econpapers || Download paper

3. Macroeconomic News in Asset Pricing and Reality. (2023). Duffee, Greg.
   In: Journal of Finance.
   RePEc:bla:jfinan:v:78:y:2023:i:3:p:1499-1543.

   Full description at Econpapers || Download paper

4. Treasury Supply Shocks and the Term Structure of Interest Rates in the UK. (2022). Lengyel, Andras.
   In: MNB Working Papers.
   RePEc:mnb:wpaper:2022/6.

   Full description at Econpapers || Download paper

5. Central bank policy announcements and changes in trading behavior: Evidence from bond futures high frequency price data. (2022). Kamada, Koichiro ; Yamada, Tetsuya ; Kurosaki, Tetsuo ; Miura, KO.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001753.

   Full description at Econpapers || Download paper

6. Informed trading in government bond markets. (2021). Czech, Robert ; Wang, Tianyu ; Huang, Shiyang ; Lou, Dong.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:118857.

   Full description at Econpapers || Download paper

7. Informed trading in government bond markets. (2021). Czech, Robert ; Wang, Tianyu ; Huang, Shiyang ; Lou, Dong.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:108504.

   Full description at Econpapers || Download paper

8. Informed trading in government bond markets. (2021). Czech, Robert ; Wang, Tianyu ; Huang, Shiyang ; Lou, Dong.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:142:y:2021:i:3:p:1253-1274.

   Full description at Econpapers || Download paper

9. Seasonal liquidity effects and their determinants on the covered bond market. (2020). Weigerding, Michael.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:78:y:2020:i:c:p:288-303.

   Full description at Econpapers || Download paper

10. Liquidity and volatility in the U.S. Treasury market. (2020). Fleming, Michael ; Engle, Robert ; Nguyen, Giang ; Ghysels, Eric.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:217:y:2020:i:2:p:207-229.

    Full description at Econpapers || Download paper

11. Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Širaňová, Mária ; Plíhal, Tomáš ; Molnár, Peter ; Lyócsa, Štefan ; Plihal, Toma ; Molnar, Peter ; Iraova, Maria.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482.

    Full description at Econpapers || Download paper

12. Demand shocks for public debt in the Eurozone. (2020). Lengyel, Andras ; Giuliodori, Massimo.
    In: Working Papers.
    RePEc:dnb:dnbwpp:674.

    Full description at Econpapers || Download paper

13. Informed Trading in Government Bond Markets. (2020). Lou, Dong.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15028.

    Full description at Econpapers || Download paper

14. Informed trading in government bond markets. (2020). Czech, Robert ; Wang, Tianyu ; Huang, Shiyang ; Lou, Dong.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0871.

    Full description at Econpapers || Download paper

15. An Empirical Analysis of the Russian Financial Markets’ Liquidity and Returns. (2019). Lebedeva, K.
    In: Review of Business and Economics Studies // Review of Business and Economics Studies.
    RePEc:scn:00rbes:y:2015:i:3:p:5-31.

    Full description at Econpapers || Download paper

16. Economic News Releases and Financial Markets in South Africa. (2019). VORTELINOS, DIMITRIOS ; Floros, Christos ; Gkillas, Konstantinos ; Tsagkanos, Athanasios.
    In: Economies.
    RePEc:gam:jecomi:v:7:y:2019:i:4:p:112-:d:285205.

    Full description at Econpapers || Download paper

17. Central bank announcements and realized volatility of stock markets in G7 countries. (2019). Plíhal, Tomáš ; Molnár, Peter ; Lyócsa, Štefan ; Plihal, Toma ; Lyocsa, Tefan ; Molnar, Peter.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:58:y:2019:i:c:p:117-135.

    Full description at Econpapers || Download paper

18. Inflation expectations anchoring: new insights from micro evidence of a survey at high-frequency and of distributions. (2019). Moessner, Richhild ; Galati, Gabriele ; Apokoritis, Nikos ; Teppa, Federica.
    In: BIS Working Papers.
    RePEc:bis:biswps:809.

    Full description at Econpapers || Download paper

19. Economic announcements and the 10-year US Treasury bond: Surprising findings without the surprise component.. (2018). Filis, George ; Degiannakis, Stavros ; Tsemperlidis, Stefanos.
    In: MPRA Paper.
    RePEc:pra:mprapa:94176.

    Full description at Econpapers || Download paper

20. The microstructure of a U.S. Treasury ECN: The BrokerTec platform. (2018). Mizrach, Bruce ; Fleming, Michael ; Nguyen, Giang.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:40:y:2018:i:c:p:2-22.

    Full description at Econpapers || Download paper

21. What drives flight to quality?. (2018). Opitz, Sebastian ; Szimayer, Alexander.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:58:y:2018:i:s1:p:529-571.

    Full description at Econpapers || Download paper

22. Systematic Risk in the Macrocosm. (2017). Chen, James Ming.
    In: Quantitative Perspectives on Behavioral Economics and Finance.
    RePEc:pal:qpochp:978-3-319-63465-4_12.

    Full description at Econpapers || Download paper

23. Econophysics and Capital Asset Pricing. (2017). Chen, James Ming.
    In: Quantitative Perspectives on Behavioral Economics and Finance.
    RePEc:pal:qpobef:978-3-319-63465-4.

    Full description at Econpapers || Download paper

24. Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?. (2017). Strasser, Georg ; Scotti, Chiara ; Gilbert, Thomas ; Vega, Clara.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:92:y:2017:i:c:p:78-95.

    Full description at Econpapers || Download paper

25. Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme. (2017). Beetsma, Roel ; Giuliodori, Massimo ; de Jong, Frank ; Widijanto, Daniel .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:75:y:2017:i:c:p:14-31.

    Full description at Econpapers || Download paper

26. Reprint of: Central bank collateral frameworks. (2017). Nyborg, Kjell.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:83:y:2017:i:c:p:232-248.

    Full description at Econpapers || Download paper

27. Central bank collateral frameworks. (2017). Nyborg, Kjell.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:76:y:2017:i:c:p:198-214.

    Full description at Econpapers || Download paper

28. The Long-Run Effects of the Fed’s Monetary Policy on the Dynamics among Major Asset Classes. (2016). Jia, Miao.
    In: International Journal of Management and Economics.
    RePEc:vrs:ijomae:v:51:y:2016:i:1:p:9-19:n:2.

    Full description at Econpapers || Download paper

29. Informed trading in Hybrid Bond Markets. (2016). Valseth, Siri.
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2016_013.

    Full description at Econpapers || Download paper

30. Price effects of sovereign debt auctions in the euro-zone: The role of the crisis. (2016). Giuliodori, Massimo ; Beetsma, Roel ; de Jong, Frank ; Widijanto, Daniel .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:25:y:2016:i:c:p:30-53.

    Full description at Econpapers || Download paper

31. News sentiment and bank credit risk. (2016). Smales, Lee.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:38:y:2016:i:pa:p:37-61.

    Full description at Econpapers || Download paper

32. Is the intrinsic value of macroeconomic news announcements related to their asset price impact?. (2016). Strasser, Georg ; Scotti, Chiara ; Gilbert, Thomas ; Vega, Clara.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161882.

    Full description at Econpapers || Download paper

33. Novel and topical business news and their impact on stock market activities. (2015). Watanabe, Tsutomu ; Mizuno, Takayuki ; Ohnishi, Takaaki.
    In: UTokyo Price Project Working Paper Series.
    RePEc:upd:utppwp:055.

    Full description at Econpapers || Download paper

34. Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?. (2015). Vega, Clara ; Strasser, Georg ; Scotti, Chiara ; Gilbert, Thomas.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-46.

    Full description at Econpapers || Download paper

35. Asymmetric volatility response to news sentiment in gold futures. (2015). Smales, Lee.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:34:y:2015:i:c:p:161-172.

    Full description at Econpapers || Download paper

36. Novel and topical business news and their impact on stock market activities. (2015). Watanabe, Tsutomu ; Mizuno, Takayuki ; Ohnishi, Takaaki.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf366.

    Full description at Econpapers || Download paper

37. Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?. (2015). Strasser, Georg ; Scotti, Chiara ; Gilbert, Thomas ; Vega, Clara.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:874.

    Full description at Econpapers || Download paper

38. Novel and topical business news and their impact on stock market activities. (2015). Watanabe, Tsutomu ; Mizuno, Takayuki ; Ohnishi, Takaaki.
    In: Papers.
    RePEc:arx:papers:1507.06477.

    Full description at Econpapers || Download paper

39. Money and liquidity in financial markets. (2014). Nyborg, Kjell ; Ostberg, Per.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:112:y:2014:i:1:p:30-52.

    Full description at Econpapers || Download paper

40. Private information flow and price discovery in the U.S. treasury market. (2014). Lo, Ingrid ; Jiang, George J..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:47:y:2014:i:c:p:118-133.

    Full description at Econpapers || Download paper

41. Bond futures, inflation-indexed bonds, and inflation risk premium. (2014). Kanas, Angelos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:28:y:2014:i:c:p:82-99.

    Full description at Econpapers || Download paper

42. How does Monetary Policy Influence Capital Markets? Using a Threshold Regression Model. (2013). Wu, Ming-Hung ; Chen, Guan-Ru .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:20:y:2013:i:1:p:31-47.

    Full description at Econpapers || Download paper

43. Was bewegt den DAX?. (2013). Wohlrabe, Klaus ; Mittnik, Stefan ; Robinzonov, Nikolay .
    In: ifo Schnelldienst.
    RePEc:ces:ifosdt:v:66:y:2013:i:23:p:32-36.

    Full description at Econpapers || Download paper

44. IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA. (2013). Smales, Lee.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:36:y:2013:i:3:p:371-388.

    Full description at Econpapers || Download paper

45. Economics, politics and the federal funds markets: does the Fed play politics?. (2011). Sultan, Dr. ; Gulley, O.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:21:y:2011:i:14:p:1005-1019.

    Full description at Econpapers || Download paper

46. Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis. (2011). Kontonikas, Alexandros ; KOSTAKIS, ALEXANDROS ; Florackis, Chris.
    In: Working Papers.
    RePEc:gla:glaewp:2011_22.

    Full description at Econpapers || Download paper

47. Nominal interest rates and the news. (2011). Bauer, Michael.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2011-20.

    Full description at Econpapers || Download paper

48. Information aggregation around macroeconomic announcements: Revisions matter. (2011). Gilbert, Thomas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:1:p:114-131.

    Full description at Econpapers || Download paper

49. Does the Bund dominate price discovery in Euro bond futures? Examining information shares. (2011). Menkhoff, Lukas ; Fricke, Christoph.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:5:p:1057-1072.

    Full description at Econpapers || Download paper

50. Simultaneous monetary policy announcements and international stock markets response: An intraday analysis. (2011). Hussain, Syed Mujahid.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:3:p:752-764.

    Full description at Econpapers || Download paper

51. The fed and the term structure: Addressing simultaneity within a structural VAR model. (2011). Farka, Mira ; Dasilva, Amadeu.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:5:p:935-952.

    Full description at Econpapers || Download paper

52. Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis. (2011). Kontonikas, Alexandros ; KOSTAKIS, ALEXANDROS ; Florackis, Chris.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:272.

    Full description at Econpapers || Download paper

53. The Impact of Macroeconomic News on Bond Yields: (In)Stabilities over Time and Relative Importance. (2011). Liebermann, Joëlle.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:7/rt/11.

    Full description at Econpapers || Download paper

54. The Political Economy of the Yield Curve. (2010). Di Maggio, Marco.
    In: MPRA Paper.
    RePEc:pra:mprapa:20697.

    Full description at Econpapers || Download paper

55. Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations. (2010). Chuliá, Helena ; Martens, Martin ; Chulia, Helena ; van Dijk, Dick.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:4:p:834-839.

    Full description at Econpapers || Download paper

56. Money and Liquidity in Financial Markets. (2010). Nyborg, Kjell ; Stberg, Per.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7905.

    Full description at Econpapers || Download paper

57. The Price Impact of Economic News, Private Information and Trading Intensity. (2010). Paiardini, Paola.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:1011.

    Full description at Econpapers || Download paper

58. Electronic limit order book and order submission choice around macroeconomic news. (2009). Erenburg, Grigori ; Lasser, Dennis.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:18:y:2009:i:4:p:172-182.

    Full description at Econpapers || Download paper

59. Price discovery in the round-the-clock U.S. Treasury market. (2009). Wang, Junbo ; Lin, Hai ; He, Yan ; Wu, Chunchi.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:18:y:2009:i:3:p:464-490.

    Full description at Econpapers || Download paper

60. Linear-quadratic term structure models - Toward the understanding of jumps in interest rates. (2009). Yan, Shu ; Jiang, George.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:3:p:473-485.

    Full description at Econpapers || Download paper

61. Empirical evidence on jumps in the term structure of the US Treasury Market. (2009). Smith, L. Vanessa ; McKenzie, Michael ; Dungey, Mardi.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:3:p:430-445.

    Full description at Econpapers || Download paper

62. 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

63. The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data. (2008). TAMBAKIS, DEMOSTHENES ; Goodhart, Charles.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:13:y:2008:i:1:p:40-52.

    Full description at Econpapers || Download paper

64. How is macro news transmitted to exchange rates?. (2008). Lyons, Richard ; Evans, Martin ; Evans, Martin D. D., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:88:y:2008:i:1:p:26-50.

    Full description at Econpapers || Download paper

65. Information shares in the US Treasury market. (2008). Neely, Christopher ; Mizrach, Bruce.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:7:p:1221-1233.

    Full description at Econpapers || Download paper

66. Macroeconomic cycles and the stock markets reaction to monetary policy. (2008). Kurov, Alexander ; Basistha, Arabinda.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:12:p:2606-2616.

    Full description at Econpapers || Download paper

67. Macroeconomic Surprises and the Inflation Compensation Curve in the Euro Area.. (2008). Frappa, Sébastien ; Coffinet, Jerome.
    In: Working papers.
    RePEc:bfr:banfra:220.

    Full description at Econpapers || Download paper

68. Yield curve reaction to macroeconomic news in Europe :disentangling the US influence. (2007). Ielpo, Florian ; Brière, Marie ; Briere, Marie.
    In: Working Papers CEB.
    RePEc:sol:wpaper:07-038.

    Full description at Econpapers || Download paper

69. Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models. (2007). Benzoni, Luca ; Andersen, Torben.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12962.

    Full description at Econpapers || Download paper

70. How Is Macro News Transmitted to Exchange Rates?. (2007). Lyons, Richard ; Evans, Martin.
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~07-07-10.

    Full description at Econpapers || Download paper

71. The microstructure of the U.S. treasury market. (2007). Neely, Christopher ; Mizrach, Bruce.
    In: Working Papers.
    RePEc:fip:fedlwp:2007-052.

    Full description at Econpapers || Download paper

72. Information shares in the U.S. treasury market. (2007). Neely, Christopher ; Mizrach, Bruce.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-070.

    Full description at Econpapers || Download paper

73. The high-frequency response of exchange rates and interest rates to macroeconomic announcements. (2007). Wright, Jonathan ; Wang, Shing-Yi ; Rogers, John ; Faust, Jon.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:54:y:2007:i:4:p:1051-1068.

    Full description at Econpapers || Download paper

74. Exchange rate forecasting, order flow and macroeconomic information. (2007). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: Working Paper.
    RePEc:bno:worpap:2007_02.

    Full description at Econpapers || Download paper

75. Challenges in macro-finance modeling. (2007). Kim, Don H.
    In: BIS Working Papers.
    RePEc:bis:biswps:240.

    Full description at Econpapers || Download paper

76. The effect of the MNB’s communication on financial markets. (2006). Pinter, Klara ; Gábriel, Péter.
    In: MNB Working Papers.
    RePEc:mnb:wpaper:2006/9.

    Full description at Econpapers || Download paper

77. Macroeconomic news and real interest rates. (2006). Kliesen, Kevin ; Schmid, Frank.
    In: Review.
    RePEc:fip:fedlrv:y:2006:i:mar:p:133-144:n:v.88no.2.

    Full description at Econpapers || Download paper

78. Informed and strategic order flow in the bond markets. (2006). Vega, Clara ; Pasquariello, Paolo.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:874.

    Full description at Econpapers || Download paper

79. How do FOMC actions and U.S. macroeconomic data announcements move Brazilian sovereign yield spreads and stock prices?. (2006). Robitaille, Patrice ; Roush, Jennifer E..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:868.

    Full description at Econpapers || Download paper

80. The effect of macroeconomic news on beliefs and preferences: Evidence from the options market. (2006). Beber, Alessandro ; Brandt, Michael W..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:53:y:2006:i:8:p:1997-2039.

    Full description at Econpapers || Download paper

81. Trading around macroeconomic announcements: Are all traders created equal?. (2006). Kurov, Alexander ; Erenburg, Grigori ; Lasser, Dennis J..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:15:y:2006:i:4:p:470-493.

    Full description at Econpapers || Download paper

82. Which news moves the euro area bond market?. (2006). Sebestyén, Szabolcs ; Sebestyen, Szabolcs ; Andersson, Magnus ; Hansen, Lars Jul .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006631.

    Full description at Econpapers || Download paper

83. Asymmetric Information in the Stock Market: Economic News and Co-movement. (2006). Vega, Clara ; Albuquerque, Rui.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5598.

    Full description at Econpapers || Download paper

84. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission. (2005). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11166.

    Full description at Econpapers || Download paper

85. The Impact of Macroeconomic Announcements on Emerging Market Bonds. (2005). Tamirisa, Natalia T ; Andritzky, Jochen R ; Bannister, Geoffrey J.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2005/083.

    Full description at Econpapers || Download paper

86. Realized Bond-Stock Correlation: Macroeconomic Announcement Effects. (2005). Ranaldo, Angelo ; Christiansen, Charlotte.
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2005-05.

    Full description at Econpapers || Download paper

87. Exchange rates and fundamentals: new evidence from real-time data. (2005). Fratzscher, Marcel ; Ehrmann, Michael.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:2:p:317-341.

    Full description at Econpapers || Download paper

88. Macroeconomic announcements, volatility, and interrelationships: An examination of the UK interest rate and equity markets. (2005). Masih, Abul ; Masih, A. Mansur M., ; Lin, Chien-Ting ; Jones, Brad.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:14:y:2005:i:3:p:356-375.

    Full description at Econpapers || Download paper

89. Learning the rules of the new game? Comparing the reactions in financial markets to announcements before and after the Bank of Englands operational independence. (2005). Lasaosa, Ana.
    In: Bank of England working papers.
    RePEc:boe:boeewp:255.

    Full description at Econpapers || Download paper

90. The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models. (2005). Swanson, Eric ; Gürkaynak, Refet ; Sack, Brian.
    In: American Economic Review.
    RePEc:aea:aecrev:v:95:y:2005:i:1:p:425-436.

    Full description at Econpapers || Download paper

91. News and Interest Rate Expectations: A Study of Six Central Banks. (2004). Kohler, Marion ; Connolly, Ellis.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2004-10.

    Full description at Econpapers || Download paper

92. News and Interest Rate Expectations: A Study of Six Central Banks. (2004). Kohler, Marion ; Connolly, Ellis.
    In: RBA Annual Conference Volume (Discontinued).
    RePEc:rba:rbaacv:acv2004-08.

    Full description at Econpapers || Download paper

93. Monetary policy actions, macroeconomic data releases, and inflation expectations. (2004). Kliesen, Kevin ; Schmid, Frank.
    In: Review.
    RePEc:fip:fedlrv:y:2004:i:may:p:9-22:n:v.86no.3.

    Full description at Econpapers || Download paper

94. Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets. (2004). Kim, Suk-Joong ; faff, robert ; McKenzie, Michael D..
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:14:y:2004:i:3:p:217-232.

    Full description at Econpapers || Download paper

95. 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

96. Economic News and the Impact of Trading on Bond Prices. (2004). Green, Clifton T..
    In: Journal of Finance.
    RePEc:bla:jfinan:v:59:y:2004:i:3:p:1201-1234.

    Full description at Econpapers || Download paper

97. The Policy Anticipation Hypothesis: Evidence from the Federal Funds Futures Market. (2004). Burger, John.
    In: Contemporary Economic Policy.
    RePEc:bla:coecpo:v:22:y:2004:i:4:p:544-554.

    Full description at Econpapers || Download paper

98. Macroeconomic announcements and implied volatilities in swaption markets. (2004). Fornari, Fabio.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:0409h.

    Full description at Econpapers || Download paper

99. Events that Shook the Market. (2003). Fair, Ray.
    In: Yale School of Management Working Papers.
    RePEc:ysm:wpaper:ysm307.

    Full description at Econpapers || Download paper

100. The role of information in Hong Kong individual stock futures trading. (2003). Brooks, R. D. ; Mckenzie, M. D..
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:13:y:2003:i:2:p:123-131.

     Full description at Econpapers || Download paper

101. The Effect of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market. (2003). Beber, Alessandro ; Brandt, Michael W..
     In: NBER Working Papers.
     RePEc:nbr:nberwo:9914.

     Full description at Econpapers || Download paper

102. Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve. (2003). Brandt, Michael W. ; Kavajecz, Kenneth A..
     In: NBER Working Papers.
     RePEc:nbr:nberwo:9529.

     Full description at Econpapers || Download paper

103. Monetary policys effects during the financial crises in Brazil and Korea. (2003). Mahadeva, Lavan ; Spicer, John ; Goodhart, Charles.
     In: International Journal of Finance & Economics.
     RePEc:ijf:ijfiec:v:8:y:2003:i:1:p:55-79.

     Full description at Econpapers || Download paper

104. An empirical analysis of stock and bond market liquidity. (2003). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
     In: Staff Reports.
     RePEc:fip:fednsr:164.

     Full description at Econpapers || Download paper

105. Measuring treasury market liquidity. (2003). Fleming, Michael.
     In: Economic Policy Review.
     RePEc:fip:fednep:y:2003:i:sep:p:83-108:n:v.9no.3.

     Full description at Econpapers || Download paper

106. 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.

     Full description at Econpapers || Download paper

107. The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models. (2003). Swanson, Eric ; Gürkaynak, Refet ; Sack, Brian.
     In: Finance and Economics Discussion Series.
     RePEc:fip:fedgfe:2003-50.

     Full description at Econpapers || Download paper

108. Shock effects on stocks, bonds, and exchange rates. (2003). Fair, Ray.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:22:y:2003:i:3:p:307-341.

     Full description at Econpapers || Download paper

109. Monetary Policy Announcements and Money Markets: A Transatlantic Perspective. (2003). Fratzscher, Marcel ; Ehrmann, Michael.
     In: International Finance.
     RePEc:bla:intfin:v:6:y:2003:i:3:p:309-328.

     Full description at Econpapers || Download paper

110. 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

111. 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

112. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:8959.

     Full description at Econpapers || Download paper

113. Identifying the effects of monetary policy shocks on exchange rates using high frequency data. (2002). Wright, Jonathan ; Swanson, Eric ; Rogers, John ; Faust, Jon.
     In: International Finance Discussion Papers.
     RePEc:fip:fedgif:739.

     Full description at Econpapers || Download paper

114. Credit spreads and the term structure of interest rates. (2002). Christiansen, Charlotte.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:11:y:2002:i:3:p:279-295.

     Full description at Econpapers || Download paper

115. Interdependence between the euro area and the US: what role for EMU?. (2002). Fratzscher, Marcel ; Ehrmann, Michael.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:2002200.

     Full description at Econpapers || Download paper

116. Macro Surprises And Short-Term Behaviour In Bond Futures. (2002). DURENARD, Eugene .
     In: CIRANO Working Papers.
     RePEc:cir:cirwor:2002s-03.

     Full description at Econpapers || Download paper

117. What can we learn about monetary policy transparency from financial market data?. (2001). Courtenay, Roger ; Clare, Andrew.
     In: Discussion Paper Series 1: Economic Studies.
     RePEc:zbw:bubdp1:4152.

     Full description at Econpapers || Download paper

118. An Econometric Model of the Yield Curve with Macroeconomic Jump Effects. (2001). Piazzesi, Monika.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:8246.

     Full description at Econpapers || Download paper

119. Common determinants of bond and stock market liquidity: the impact of financial crises, monetary policy, and mutual fund flows. (2001). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
     In: Staff Reports.
     RePEc:fip:fednsr:141.

     Full description at Econpapers || Download paper

120. An Empirical Analysis of Stock and Bond Market Liquidity: Forthcoming in the Review of Financial Studies. (2001). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
     In: University of California at Los Angeles, Anderson Graduate School of Management.
     RePEc:cdl:anderf:qt9178v9kq.

     Full description at Econpapers || Download paper

121. Assessing the impact of macroeconomic news announcements on securities prices under different monetary policy regimes. (2001). Courtenay, Roger ; Clare, Andrew.
     In: Bank of England working papers.
     RePEc:boe:boeewp:125.

     Full description at Econpapers || Download paper

122. Reactions of Canadian Interest Rates to Macroeconomic Announcements: Implications for Monetary Policy Transparency. (2001). Moessner, Richhild ; Gravelle, Toni.
     In: Staff Working Papers.
     RePEc:bca:bocawp:01-5.

     Full description at Econpapers || Download paper

123. Surprises in scheduled releases: why do they move the bond market?. (2000). Hess, Dieter E..
     In: ZEW Discussion Papers.
     RePEc:zbw:zewdip:5344.

     Full description at Econpapers || Download paper

124. A contingent claim analysis of a rate-setting financial intermediary. (2000). Lin, Jyh-Horng.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:9:y:2000:i:4:p:375-386.

     Full description at Econpapers || Download paper

125. International linkages and macroeconomic news effects on interest rate volatility -- Australia and the US. (2000). Sheen, Jeffrey ; Kim, Suk-Joong.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:8:y:2000:i:1:p:85-113.

     Full description at Econpapers || Download paper

126. Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market. (1999). Lopez, Jose ; Fleming, Michael.
     In: Staff Reports.
     RePEc:fip:fednsr:82.

     Full description at Econpapers || Download paper

127. The term structure of announcement effects. (1999). Remolona, Eli ; Fleming, Michael.
     In: Staff Reports.
     RePEc:fip:fednsr:76.

     Full description at Econpapers || Download paper

128. Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market. (1999). Lopez, Jose ; Fleming, Michael.
     In: Working Papers in Applied Economic Theory.
     RePEc:fip:fedfap:99-09.

     Full description at Econpapers || Download paper

129. Emerging Markets and Trading Costs. (1999). Ghysels, Eric ; Cherkaoui, Mouna .
     In: CIRANO Working Papers.
     RePEc:cir:cirwor:99s-04.

     Full description at Econpapers || Download paper

130. The term structure of announcement effects. (1999). Remolona, Eli ; Fleming, Michael.
     In: BIS Working Papers.
     RePEc:bis:biswps:71.

     Full description at Econpapers || Download paper

131. Market returns and mutual fund flows. (1997). Remolona, Eli ; Kleiman, Paul ; Gruenstein, Debbie.
     In: Economic Policy Review.
     RePEc:fip:fednep:y:1997:i:jul:p:33-52:n:v.3no.2.

     Full description at Econpapers || Download paper

1. Andersen, Torben G., and Tim Bollerslev. Forthcoming. DM-Dollar Edison, Hali J. 1996. The Reaction of Exchange Rates and Interest Volatility: Intraday Activity Patterns, Macroeconomic Announcements, Rates to News Releases. Board of Governors of the Federal Reserve and Longer Run Dependencies. JOURNAL OF FINANCE. System International Finance Discussion Papers, no. 570, October.

2. Cutler, David M., James M. Poterba, and Lawrence H. Summers. 1989. ISSUES IN ECONOMICS AND FINANCE 1, no. 8.
   Paper not yet in RePEc: Add citation now
   

3. FINANCE 1: 201-8. ------. 1988. Economic News, Exchange Rates, and Interest Rates. JOURNAL OF INTERNATIONAL MONEY AND FINANCE 7: 23-35.

4. Labor Market Data? A Test of Market Rationality. Unpublished paper, Princeton University, September. Schwert, G. William. 1981. The Adjustment of Stock Prices to Informa- tion about Inflation. JOURNAL OF FINANCE 36, no. 1: 15-29.

5. Rate Announcements: Is There a Natural Rate of Unemployment? JOURNAL OF MACROECONOMICS 16, no. 1: 171-84. Wall Street Journal. 1991. Several Firms Plan to Start Service on Bond Prices. June 12.
   Paper not yet in RePEc: Add citation now
   

1. 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

2. Bond futures, inflation-indexed bonds, and inflation risk premium. (2014). Kanas, Angelos.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:28:y:2014:i:c:p:82-99.

   Full description at Econpapers || Download paper

3. Macroeconomic and monetary policy surprises and the term structure of interest rates. (2013). Pericoli, Marcello.
   In: Temi di discussione (Economic working papers).
   RePEc:bdi:wptemi:td_927_13.

   Full description at Econpapers || Download paper

4. Exchange rate response to macronews: Through the lens of microstructure. (2011). Savaser, Tanseli.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:21:y:2011:i:1:p:107-126.

   Full description at Econpapers || Download paper

5. For an Olive Wreath? Olympic Games and Anticipation Effects in Macroeconomics. (2011). Pappa, Evi ; Brückner, Markus ; Bruckner, Markus.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:8516.

   Full description at Econpapers || Download paper

6. The Political Economy of the Yield Curve. (2010). Di Maggio, Marco.
   In: MPRA Paper.
   RePEc:pra:mprapa:20697.

   Full description at Econpapers || Download paper

7. Evolving Perceptions of Central Bank Credibility: The European Central Bank Experience. (2010). Klein, Michael W. ; Goldberg, Linda S..
   In: NBER Chapters.
   RePEc:nbr:nberch:12207.

   Full description at Econpapers || Download paper

8. International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore. (2009). Valente, Giorgio.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:28:y:2009:i:6:p:920-940.

   Full description at Econpapers || Download paper

9. Price adjustment to news with uncertain precision. (2008). Hautsch, Nikolaus ; Hess, Dieter E. ; Muller, Christoph.
   In: CFS Working Paper Series.
   RePEc:zbw:cfswop:200828.

   Full description at Econpapers || Download paper

10. Exchange Rate Models Are Not as Bad as You Think. (2008). Mark, Nelson ; West, Kenneth D. ; Engel, Charles.
    In: NBER Chapters.
    RePEc:nbr:nberch:4075.

    Full description at Econpapers || Download paper

11. 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

12. How is macro news transmitted to exchange rates?. (2008). Lyons, Richard ; Evans, Martin ; Evans, Martin D. D., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:88:y:2008:i:1:p:26-50.

    Full description at Econpapers || Download paper

13. Further evidence on the impact of economic news on interest rates. (2007). Ielpo, Florian ; GUEGAN, Dominique.
    In: MPRA Paper.
    RePEc:pra:mprapa:3425.

    Full description at Econpapers || Download paper

14. The high-frequency response of exchange rates and interest rates to macroeconomic announcements. (2007). Wright, Jonathan ; Wang, Shing-Yi ; Rogers, John ; Faust, Jon.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:54:y:2007:i:4:p:1051-1068.

    Full description at Econpapers || Download paper

15. 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

16. Heterogeneous information flows and intra-day volatility dynamics: evidence from the UK FTSE-100 stock index futures market. (2006). McMillan, David G. ; Alan E. H. Speight, .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:13:p:959-972.

    Full description at Econpapers || Download paper

17. A Class of Markovian Models for the Term Structure of Interest Rates Under Jump-Diffusions. (2005). Nikitopoulos-Sklibosios, Christina.
    In: PhD Thesis.
    RePEc:uts:finphd:6.

    Full description at Econpapers || Download paper

18. HIGH FREQUENCY MULTIPLICATIVE COMPONENT GARCH. (2005). Engle, Robert ; Sokalska, Magdalena E. ; Chanda, Ananda.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:409.

    Full description at Econpapers || Download paper

19. Do Currency Markets Absorb News Quickly?. (2005). Lyons, Richard ; Evans, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11041.

    Full description at Econpapers || Download paper

20. Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility. (2005). .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:12:y:2005:i:3:p:199-226.

    Full description at Econpapers || Download paper

21. How is Macro News Transmitted to Exchange Rates? (December 2003). (2005). Lyons, Richard ; Evans, Martin ; Martin D. D. Evans, .
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~05-05-05.

    Full description at Econpapers || Download paper

22. The impact of macroeconomic surprises on spot and forward foreign exchange markets. (2005). Ramchander, Sanjay ; Chaudhry, Mukesh ; Simpson, Marc W..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:5:p:693-718.

    Full description at Econpapers || Download paper

23. Do currency markets absorb news quickly?. (2005). Lyons, Richard ; Evans, Martin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:2:p:197-217.

    Full description at Econpapers || Download paper

24. Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets. (2004). Kim, Suk-Joong ; faff, robert ; McKenzie, Michael D..
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:14:y:2004:i:3:p:217-232.

    Full description at Econpapers || Download paper

25. Time-Varying Volatility in the Foreign Exchange Market: New Evidence on its Persistence and on Currency Spillovers. (2004). .
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:31:y:2004-06:i:5-6:p:759-793.

    Full description at Econpapers || Download paper

26. The role of information in Hong Kong individual stock futures trading. (2003). Brooks, R. D. ; Mckenzie, M. D..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:2:p:123-131.

    Full description at Econpapers || Download paper

27. Do Markets Respond More to More Reliable Labor Market Data? A Test of Market Rationality. (2003). Forston, Kenneth N. ; Krueger, Alan B..
    In: Working Papers.
    RePEc:pri:cepsud:88krueger.

    Full description at Econpapers || Download paper

28. How is Macro News Transmitted to Exchange Rates?. (2003). Lyons, Richard ; Evans, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9433.

    Full description at Econpapers || Download paper

29. Public Information Arrival and the Fisher Effect in Emerging Markets: Evidence from Stock and Bond Markets in Turkey. (2003). Kutan, Ali ; Aksoy, Tansu .
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:23:y:2003:i:3:p:225-239.

    Full description at Econpapers || Download paper

30. 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

31. A test of the news model of exchange rates. (2002). Moosa, Imad.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:138:y:2002:i:4:p:694-710.

    Full description at Econpapers || Download paper

32. Macroeconomic Factors Do Influence Aggregate Stock Returns. (2002). Flannery, Mark ; Protopapadakis, Aris A..
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:15:y:2002:i:3:p:751-782.

    Full description at Econpapers || Download paper

33. The surprise element: jumps in interest rates. (2002). Das, Sanjiv.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:106:y:2002:i:1:p:27-65.

    Full description at Econpapers || Download paper

34. The impact of news on the exchange rate of the lira and long-term interest rates. (2002). Pericoli, Marcello ; Fornari, Fabio ; Tivegna, Massimo ; MONTICELLI, Carlo .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:19:y:2002:i:4:p:611-639.

    Full description at Econpapers || Download paper

35. Time-Varying Liquidity in Foreign Exchange. (2001). Evans, Martin ; Lyons, David .
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~01-01-11.

    Full description at Econpapers || Download paper

36. Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information. (2001). Sheen, Jeffrey ; Kim, Suk-Joong.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:11:y:2001:i:2:p:117-137.

    Full description at Econpapers || Download paper

37. Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market. (2000). Cheung, Yin-Wong ; Chinn, Menzie.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_251.

    Full description at Econpapers || Download paper

38. The Distribution of Exchange Rate Volatility. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-059.

    Full description at Econpapers || Download paper

39. The term structure of announcement effects. (1999). Remolona, Eli ; Fleming, Michael.
    In: Staff Reports.
    RePEc:fip:fednsr:76.

    Full description at Econpapers || Download paper

40. An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention. (1999). Neil, Beattie Fillion.
    In: Staff Working Papers.
    RePEc:bca:bocawp:99-4.

    Full description at Econpapers || Download paper

41. The Distributional Effects of Disinflationary Monetary Policy. (1998). Thorebeck, Willem.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9812002.

    Full description at Econpapers || Download paper

42. The impact of policy announcements and news on capital markets : crisis management in Argentina during the Tequila Effect. (1998). Schmukler, Sergio ; Eduardo J. J. Ganapolsky, .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1951.

    Full description at Econpapers || Download paper

43. What Moves Yields in Australia?. (1998). Campbell, Frank ; Lewis, Eleanor.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp9808.

    Full description at Econpapers || Download paper

44. On Primary Commodity Prices: The Impact of Macroeconomic/Monetary Shocks. (1998). Hua, Ping.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:20:y:1998:i:6:p:767-790.

    Full description at Econpapers || Download paper

45. Asymmetric impact of trade balance news on asset prices. (1998). Aggarwal, Raj ; Schirm, David C..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:8:y:1998:i:1:p:83-100.

    Full description at Econpapers || Download paper

46. On the relationship between stock returns and exchange rates: Tests of granger causality. (1998). Friedman, Joseph ; Mehdian, Seyed M. ; AJAYI, Richard A..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:9:y:1998:i:2:p:241-251.

    Full description at Econpapers || Download paper

47. Macroeconomic Announcements and Volatility of Treasury Futures. (1998). Engle, Robert.
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt7rd4g3bk.

    Full description at Econpapers || Download paper

48. Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts. (1997). Bollerslev, Tim ; Andersen, Torben.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6023.

    Full description at Econpapers || Download paper

49. What moves the bond market?. (1997). Remolona, Eli ; Fleming, Michael.
    In: Research Paper.
    RePEc:fip:fednrp:9706.

    Full description at Econpapers || Download paper

50. What moves the bond market?. (1997). Remolona, Eli ; Fleming, Michael.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:1997:i:dec:p:31-50:n:v.3no.4.

    Full description at Econpapers || Download paper

51. A note on economic news and intraday exchange rates. (1997). Tanner, Glenn.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:21:y:1997:i:4:p:573-585.

    Full description at Econpapers || Download paper

52. The credibility of monetary policy: a survey of the literature with some simple applications to Caanda. (1996). van Norden, Simon ; Amano, Robert ; Fenton, Paul ; Tessier, David.
    In: Meeting papers.
    RePEc:wpa:wuwpme:9610001.

    Full description at Econpapers || Download paper

53. Public Information Arrival, Exchange Rate Volatility, and Quote Frequency. (1996). Melvin, Michael ; Yin, Xixi.
    In: Working Papers.
    RePEc:wop:astewp:9601.

    Full description at Econpapers || Download paper

54. Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements. (1996). Remolona, Eli ; Fleming, Michael.
    In: Research Paper.
    RePEc:fip:fednrp:9633.

    Full description at Econpapers || Download paper

55. A note on the determinants of unexpected exchange rate movements. (1996). Wolff, Christian ; Wolff, Christian C. P., ; Cavaglia, Stefano M. F. G., .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:20:y:1996:i:1:p:179-188.

    Full description at Econpapers || Download paper

56. Economic news and equity market linkages between the U.S. and U.K.. (1995). Friedman, Joseph ; Becker, Kent G. ; Finnerty, Joseph E..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:19:y:1995:i:7:p:1191-1210.

    Full description at Econpapers || Download paper

57. Corporate financial structure under inflation and financial repression: A comparative study of North American and emerging markets firms. (1995). Cebenoyan, Sinan A. ; Papaioannou, George J..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:6:y:1995:i:1:p:25-45.

    Full description at Econpapers || Download paper

58. Monetary aggregates targeting in a low-inflation economy. (1994). Poole, William.
    In: Conference Series ; [Proceedings].
    RePEc:fip:fedbcp:y:1994:p:87-135:n:38.

    Full description at Econpapers || Download paper

59. The reaction of interest rates to the employment report: the role of policy anticipations. (1991). Cook, Timothy ; Korn, Steven .
    In: Economic Review.
    RePEc:fip:fedrer:y:1991:i:sep:p:3-12:n:v.77no.5.

    Full description at Econpapers || Download paper

60. Too much cocited documents. This list is not complete

Report date: 2025-10-05 17:42:53 || Missing content? Let us know