Browsing by Keywords "Macroeconomic news"
Now showing items 1-2 of 2
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Exchange rate volatility response to macroeconomic news during the global financial crisis
(Elsevier Inc., 2017)We investigate the volatility reaction to macroeconomic news in major currency markets during the recent global financial crisis. We first present an alternative method for determining the changes in economic states by ... -
The sign switch effect of macroeconomic news in foreign exchange markets
(Elsevier Ltd, 2016)We examine an unusual episode in the behavior of the euro, pound and yen exchange rate markets when the dollar appreciated (depreciated) against the three major currencies, in response to unfavorable (favorable) US growth ...
