Distilling the macroeconomic news flow

Author:

Beber Alessandro,Brandt Michael W.,Luisi Maurizio

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference16 articles.

1. How often to sample a continuous-time process in the presence of market microstructure noise;Ait-Sahalia;Review of Financial Studies,2005

2. Micro effects of macro announcements;Andersen;American Economic Review,2003

3. Real-time measurement of business conditions;Aruoba;Journal of Business and Economic Statistics,2009

4. Now-casting and the real-time data flow;Banbura,2013

5. What does equity sector orderflow tell us about the economy?;Beber;Review of Financial Studies,2011

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2. Future directions in nowcasting economic activity: A systematic literature review;Journal of Economic Surveys;2023-07-25

3. Dynamic asset allocation strategy: an economic regime approach;Journal of Asset Management;2022-11-14

4. Dynamic Factor Rotation Strategy: A Business Cycle Approach;International Journal of Financial Studies;2022-06-17

5. SVAR Identification with High-Frequency Macroeconomic Data;SSRN Electronic Journal;2022

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