Liquidity and the Impact of Information Shocks: A Macroeconomics Course Application
AbstractThis chapter explains how “information shocks” can affect the liquidity of financial markets and stock prices. The focus is on unexpected macroeconomic news as a key type of information shock. The final portion of the chapter discusses some realworld events that demonstrate the effects of these shocks on financial markets and how investors react to unexpected macroeconomic news items.
2006 ◽
Vol 7
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pp. 189-210
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1996 ◽
Vol 9
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pp. 41-50
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2020 ◽
Vol 17
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pp. 57-64
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2021 ◽
Vol ahead-of-print
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2019 ◽
Vol 11
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pp. 338-367
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