Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets

Macroeconomic News ◽

News Announcements ◽

World Scientific Studies in International Economics - Information Spillovers and Market Integration in International Finance ◽

Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets

10.1142/9789813223585_0005 ◽

2017 ◽

pp. 151-174

Author(s):

Suk-Joong Kim ◽

Michael D. McKenzie ◽

Robert W. Faff

Keyword(s):

Foreign Exchange ◽

Macroeconomic News ◽

News Announcements ◽

The Sign Switch Effect of Macroeconomic News in Foreign Exchange Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2202911 ◽

2013 ◽

Author(s):

Walid Ben Omrane ◽

Tanseli Savaser

Keyword(s):

Foreign Exchange ◽

Macroeconomic News ◽

The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited

Journal of Business and Economic Statistics ◽

10.1080/07350015.2018.1512865 ◽

2018 ◽

Vol 38 (2) ◽

pp. 410-427 ◽

Cited By ~ 3

Author(s):

Jérôme Lahaye ◽

Christopher Neely

Keyword(s):

Foreign Exchange ◽

Heat Waves ◽

Meteor Shower ◽

Volatility Spillovers ◽

Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements

International Review of Economics & Finance ◽

10.1016/j.iref.2013.10.004 ◽

2014 ◽

Vol 30 ◽

pp. 101-119 ◽

Cited By ~ 28

Author(s):

Walid Mensi ◽

Shawkat Hammoudeh ◽

Seong-Min Yoon

Keyword(s):

Foreign Exchange ◽

Long Memory ◽

Structural Breaks ◽

News Announcements ◽

Modeling And Forecasting ◽

Exchange Markets ◽

Forecasting Volatility

Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news

Computational Economics ◽

10.1007/bf01299458 ◽

1994 ◽

Vol 7 (4) ◽

pp. 309-329 ◽

Cited By ~ 19

Author(s):

Gordon Johnson ◽

Thomas Schneeweis

Keyword(s):

Foreign Exchange ◽

Diffusion Processes ◽

Jump Diffusion ◽

Macroeconomic News ◽

Jump Diffusion Processes ◽

Welfare Effects of Transparency in Foreign Exchange Markets: The Role of Hedging Opportunities

IMF Working Papers ◽

10.5089/9781451875188.001 ◽

2002 ◽

Vol 02 (219) ◽

pp. 1

Author(s):

Burkhard Drees ◽

Bernhard Eckwert ◽

◽

Keyword(s):

Foreign Exchange ◽

Welfare Effects ◽

Welfare Effects of Transparency in Foreign Exchange Markets: The Role of Hedging Opportunities

SSRN Electronic Journal ◽

10.2139/ssrn.880906 ◽

2002 ◽

Author(s):

Burkhard Drees ◽

Bernhard Eckwert

Keyword(s):

Foreign Exchange ◽

Welfare Effects ◽

Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty

The Quarterly Review of Economics and Finance ◽

10.1016/j.qref.2020.09.001 ◽

2020 ◽

Author(s):

Toan Luu Duc Huynh ◽

Muhammad Ali Nasir ◽

Duc Khuong Nguyen

Keyword(s):

Trade Policy ◽

Foreign Exchange ◽

Policy Uncertainty ◽

Exchange Markets ◽

Trade Policy Uncertainty

Macroeconomic News Surprises and Volatility Spillover in the Foreign Exchange Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2014345 ◽

2011 ◽

Author(s):

Walid Ben Omrane ◽

Christian Hafner

Keyword(s):

Foreign Exchange ◽

Volatility Spillover ◽

Macroeconomic News ◽

On the connection between oil and global foreign exchange markets: The role of economic policy uncertainty

Resources Policy ◽

10.1016/j.resourpol.2021.102110 ◽

2021 ◽

Vol 72 ◽

pp. 102110

Author(s):

Ismail O. Fasanya ◽

Oluwasegun B. Adekoya ◽

Abiodun M. Adetokunbo

Keyword(s):

Economic Policy ◽

Foreign Exchange ◽

Policy Uncertainty ◽

Economic Policy Uncertainty ◽