Do Australian and the US macroeconomic news announcements affect the USD/AUD exchange rate? Some evidence from E-GARCH estimations

Journal of Multinational Financial Management ◽

10.1016/s1042-444x(98)00029-2 ◽

1998 ◽

Vol 8 (2-3) ◽

pp. 233-248 ◽

Author(s):

Suk-Joong Kim

Keyword(s):

Exchange Rate ◽

Macroeconomic News ◽

News Announcements ◽

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Do the US Macroeconomic News Announcements Explain Turn-of-the-Month and Intramonth Anomalies on European Stock Markets?

SSRN Electronic Journal ◽

10.2139/ssrn.965643 ◽

2007 ◽

Author(s):

Jussi Nikkinen ◽

Petri Sahlström ◽

Janne Jaakko Äijö

Keyword(s):

Stock Markets ◽

Macroeconomic News ◽

News Announcements ◽

The Us ◽

European Stock Markets

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Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets

International Review of Finance ◽

10.1111/irfi.12190 ◽

2018 ◽

Vol 19 (3) ◽

pp. 575-612

Author(s):

Bart Frijns ◽

Ivan Indriawan ◽

Alireza Tourani‐Rad ◽

Yiuman Tse

Keyword(s):

Market Quality ◽

Macroeconomic News ◽

News Announcements ◽

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The US Macroeconomic News Announcements and the Within-Month Effects on the Bucharest Stock Exchange

SSRN Electronic Journal ◽

10.2139/ssrn.2006685 ◽

2011 ◽

Author(s):

Ramona Dumitriu ◽

Razvan Stefanescu ◽

Costel Nistor

Keyword(s):

Stock Exchange ◽

Macroeconomic News ◽

News Announcements ◽

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Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2867167 ◽

2016 ◽

Author(s):

Bart Frijns ◽

Yiuman Tse

Keyword(s):

Market Quality ◽

Macroeconomic News ◽

News Announcements ◽

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Supplementary Appendix to: The Response of Multinationalss Foreign Exchange Rate Exposure to Macroeconomic News

SSRN Electronic Journal ◽

10.2139/ssrn.3007716 ◽

2017 ◽

Author(s):

Kris Boudt ◽

Christopher J. Neely ◽

Piet Sercu ◽

Marjan Wauters

Keyword(s):

Exchange Rate ◽

Foreign Exchange ◽

Foreign Exchange Rate ◽

Supplementary Appendix ◽

Macroeconomic News ◽

Exchange Rate Exposure

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Can the SupLR Test Discriminate between Different Switching Regression Models: Application to the US GNP and the UK/US Exchange Rate

SSRN Electronic Journal ◽

10.2139/ssrn.897954 ◽

2005 ◽

Author(s):

Dominique Guegan ◽

Charfeddine Lanouar

Keyword(s):

Exchange Rate ◽

Regression Models ◽

Switching Regression ◽

The Us ◽

The Uk ◽

Switching Regression Models

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The Response of Individual Fx Dealers' Quoting Activity to Macroeconomic News Announcements'

SSRN Electronic Journal ◽

10.2139/ssrn.988669 ◽

2003 ◽

Author(s):

Walid Ben Omrane ◽

Andréas Heinen

Keyword(s):

Macroeconomic News ◽

News Announcements

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Impact of Asymmetric Exchange Rate and Relative Price Changes on Trade between the US and Korea : Evidence from a Nonlinear ARDL Approach

Journal of Industrial Economics and Business ◽

10.22558/jieb.2019.08.32.4.1543 ◽

2019 ◽

Vol 32 (4) ◽

pp. 1543-1564

Author(s):

Jong Ha Lee ◽

Byung Min Soon

Keyword(s):

Exchange Rate ◽

Relative Price ◽

Price Changes ◽

Nonlinear Ardl ◽

Ardl Approach ◽

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Macroeconomic News “Surprises” and the Rand/Dollar Exchange Rate

Studies in Economics and Econometrics ◽

10.1080/10800379.2005.12106391 ◽

2005 ◽

Vol 29 (3) ◽

pp. 1-16

Author(s):

J Fedderke ◽

P Flamand

Keyword(s):

Exchange Rate ◽

Macroeconomic News ◽

Dollar Exchange Rate

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Pricing to pass‐through under volatile exchange rate scenario in the US manufacturing

World Journal of Entrepreneurship Management and Sustainable Development ◽

10.1108/20425961201000005 ◽

2011 ◽

Vol 6 (1/2) ◽

pp. 53-60

Author(s):

Tantatape Brahmasrene ◽

Jui‐Chi Huang

Keyword(s):

Exchange Rate ◽

The Us ◽

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