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      The sign switch effect of macroeconomic news in foreign exchange markets 

      Ben Omrane, Walid; Savaşer, Tanseli (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 ...

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      Author
      Ben Omrane, Walid (1)
      Savaşer, Tanseli (1)
      Keywords
      Exchange rates (1)
      Financial crisis (1)
      High-frequency data (1)Macroeconomic news (1)US dollar (1)... View MoreDate Issued
      2016 (1)
      TypeArticle (1)Has File(s)
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