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2. The role of international currency spillovers in shaping exchange rate dynamics in Latin America. (2024). Corbet, Shaen ; Kyriazis, Nikolaos.
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1. Proxy-identification of a structural MGARCH model for asset returns. (2024). Polivka, Jeannine ; Fengler, Matthias.
   In: Economics Working Paper Series.
   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.
   In: Sciences Po publications.
   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.
   In: Discussion Papers of DIW Berlin.
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5. Oil Prices, Exchange Rates and Asset Prices. (2013). Van Robays, Ine ; Fratzscher, Marcel ; Schneider, Daniel.
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   RePEc:ces:ceswps:_4264.

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6. Price and trading response to public information. (2010). Malinowska, Magdalena.
   In: Working Paper Series.
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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.
    In: CEPR Discussion Papers.
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11. Anchoring bias in consensus forecasts and its effect on market prices. (2007). Sharpe, Steven ; Campbell, Sean D..
    In: Finance and Economics Discussion Series.
    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.
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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.
    In: Working Papers.
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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.
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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.
    In: International Finance Discussion Papers.
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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..
    In: International Finance Discussion Papers.
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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.
    In: The Institute for International Integration Studies Discussion Paper Series.
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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 .
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
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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.
    In: International Finance Discussion Papers.
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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.
    In: Econometric Society 2004 North American Winter Meetings.
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43. Exchange rates and fundamentals: new evidence from real-time data. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
    In: Working Paper Series.
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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.
    In: Working Paper Series.
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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.
    In: NBER Working Papers.
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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.
    RePEc:fip:fedgif:784.

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