Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates
Author:
Publisher
Elsevier BV
Subject
Political Science and International Relations,Economics and Econometrics,Finance
Reference29 articles.
1. The effects of macroeconomic news on high frequency exchange rate behavior;Almeida;J. Finan. Quant. Anal.,1998
2. Deutsche Mark-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer-Run Dependencies;Andersen;J. Finance,1998
3. Micro effects of macro announcements: real-time price discovery in foreign exchange;Andersen;Amer. Econ. Rev.,2003
4. Real-time price discovery in global stock, bond and foreign exchange markets;Andersen;J. Int. Econ.,2007
5. Statistics for Business and Economics;Anderson,2010
Cited by 36 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Determinants of Exchange Rates in the Asia-Pacific Region: A Comparison of Japan and Thailand;iBusiness;2024
2. Macro news effects on exchange rates: Difference between carry trade target and safe-haven currencies;Finance Research Letters;2023-05
3. Price discovery and liquidity recovery: Forex market reactions to macro announcements;Journal of International Money and Finance;2022-02
4. Macroeconomic News Announcements and Order Flow Effects on Foreign Exchange Rates: A Review of Theoretical Literature;SSRN Electronic Journal;2022
5. The interrelationship between order flow, exchange rate, and the role of American economic news;The North American Journal of Economics and Finance;2021-11
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3