The effect of macroeconomic announcements at a sectoral level in the US and European Union

Author:

Anderson Hamish D.,Balli Faruk,Godber Cara

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference22 articles.

1. Real-time price discovery in global stock bond and foreign exchange markets;Andersen;J. Int. Econ.,2007

2. Economic news and bond prices: evidence from the U.S. treasury market;Balduzzi;J. Financ. Quant. Anal.,2001

3. What explains the stock market’s reaction to federal reserve policy?;Bernanke;J. Finance,2005

4. Studies in stock price volatility changes. Proceedings of the 1976 meetings of the American Statistical Association, Business and Economics Statistics section;Black;J. Finance,1976

5. Generalised autoregressive conditional heteroskedasticity;Bollerslev;J. Econometrics,1986

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