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 ◽

Foreign Exchange Markets ◽

Macroeconomic News ◽

Exchange Markets

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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 ◽

Author(s):

Gordon Johnson ◽

Thomas Schneeweis

Keyword(s):

Foreign Exchange ◽

Diffusion Processes ◽

Jump Diffusion ◽

Foreign Exchange Markets ◽

Macroeconomic News ◽

Jump Diffusion Processes ◽

Exchange Markets

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

Journal of Multinational Financial Management ◽

10.1016/j.mulfin.2003.02.001 ◽

2004 ◽

Vol 14 (3) ◽

pp. 217-232 ◽

Author(s):

Suk-Joong Kim ◽

Michael D. McKenzie ◽

Robert W. Faff

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Macroeconomic News ◽

News Announcements ◽

Exchange Markets

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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 ◽

Foreign Exchange Markets ◽

Volatility Spillover ◽

Macroeconomic News ◽

Exchange Markets

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The sign switch effect of macroeconomic news in foreign exchange markets

Journal of International Financial Markets Institutions and Money ◽

10.1016/j.intfin.2016.07.002 ◽

2016 ◽

Vol 45 ◽

pp. 96-114 ◽

Author(s):

Walid Ben Omrane ◽

Tanseli Savaşer

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Macroeconomic News ◽

Exchange Markets

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Macroeconomic news surprises and volatility spillover in foreign exchange markets

Empirical Economics ◽

10.1007/s00181-013-0792-4 ◽

2014 ◽

Vol 48 (2) ◽

pp. 577-607 ◽

Author(s):

Walid Ben Omrane ◽

Christian Hafner

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Volatility Spillover ◽

Macroeconomic News ◽

Exchange Markets

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

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

10.1142/9789813223585_0005 ◽

2017 ◽

pp. 151-174

Author(s):

Suk-Joong Kim ◽

Michael D. McKenzie ◽

Robert W. Faff

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Macroeconomic News ◽

News Announcements ◽

Exchange Markets

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A Study on the Efficiency of the Foreign Exchange Markets: Evidence from Korea, Japan and China

The Institute of Management and Economy Research ◽

10.32599/apjb.11.1.202003.61 ◽

2020 ◽

Vol 11 (1) ◽

pp. 61-75

Author(s):

Il-Hyun Yoon ◽

Yong-Min Kim

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Exchange Markets ◽

Japan And China

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Volatility Transmission: A Global Tri-Variate Analysis of Public Real Estate and Foreign Exchange Markets

10.15396/eres2015_69 ◽

2015 ◽

Author(s):

Simon Stevenson

Keyword(s):

Real Estate ◽

Foreign Exchange ◽

Foreign Exchange Markets ◽

Volatility Transmission ◽

Variate Analysis ◽

Exchange Markets

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Government Intervention and Adverse Selection Costs in Foreign Exchange Markets

10.2469/dig.v30.n4.757 ◽

2000 ◽

Vol 30 (4) ◽

pp. 16-18

Author(s):

Rajiv Kalra

Keyword(s):

Adverse Selection ◽

Foreign Exchange ◽

Government Intervention ◽

Foreign Exchange Markets ◽

Adverse Selection Costs ◽

Exchange Markets

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The Simultaneous Effect of Macroeconomic Surprises on Stock and Foreign Exchange Markets: Using U.S. And U.K. Data

SSRN Electronic Journal ◽

10.2139/ssrn.1100700 ◽

2008 ◽

Author(s):

Andrew Mun

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Simultaneous Effect ◽

Exchange Markets

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