US macroeconomic news effects around the US and European financial crises: Evidence from Brazilian and Mexican equity indices

Author:

Hussain Syed Mujahid,Ben Omrane Walid,Al-Yahyaee Khamis

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference15 articles.

1. Stock market integration between the UK and the US: Evidence over eight decades;Aladesanmia;Global Finance Journal,2019

2. Real-time price discovery in global stock, bond and foreign exchange markets;Andersen;Journal of International Economics,2007

3. Using intraday data to gauge financial market responses to Federal Reserve and ECB monetary policy decisions;Andersson;International Journal of Central Banking,2010

4. Economic news and bond prices: Evidence from the US treasury market;Balduzzi;Journal of Financial and Quantitative Analysis,2001

5. Foreign news and the structure of co-movement in European equity markets: An intraday analysis;Ben Omrane;Research in International Business and Finance,2016

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