Is Anything Predictable in Market-Based Surprises?
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance
Link
https://link.springer.com/content/pdf/10.1007/s40797-020-00134-z.pdf
Reference34 articles.
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2. Altavilla C, Giannone D, Modugno M (2017) Low frequency effects of macroeconomic news on government bond yields. J Monet Econ 92:31–46
3. Altavilla C, Brugnolini L, Gürkaynak RS, Motto R, Ragusa G (2019) Measuring euro area monetary policy. J Monet Econ 108:162–179
4. Andersen TG, Bollerslev T, Diebold FX, Vega C (2003) Micro effects of macro announcements: real-time price discovery in foreign exchange. Am Econ Rev 93(1):38–62
5. Andersen TG, Bollerslev T, Diebold FX, Vega C (2007) Real-time price discovery in global stock, bond and foreign exchange markets. J Int Econ 73(2):251–277
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