Economic News and International Stock Market Co-movement*
Author:
Affiliation:
1. Boston University School of Management and CEPR
2. Board of Governors of the Federal Reserve System and William E. Simon School of Management
Publisher
Oxford University Press (OUP)
Subject
Finance,Economics and Econometrics,Accounting
Link
http://academic.oup.com/rof/article-pdf/13/3/401/26299289/rfn020.pdf
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5. Deutsche mark-dollar volatility: Intraday activity patterns, macroeconomic announcements, and longer run dependencies;Andersen;Journal of Finance,1998
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