Impact of economic data surprises on exchange rates in the inter-dealer market
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DOI: 10.1080/14697680701446195
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References listed on IDEAS
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Cited by:
- Marcello Pericoli & Giovanni Veronese, 2015. "Forecaster heterogeneity, surprises and financial markets," Temi di discussione (Economic working papers) 1020, Bank of Italy, Economic Research and International Relations Area.
- Sun, Edward W. & Rezania, Omid & Rachev, Svetlozar T. & Fabozzi, Frank J., 2011.
"Analysis of the intraday effects of economic releases on the currency market,"
Journal of International Money and Finance, Elsevier, vol. 30(4), pages 692-707, June.
- Rezania, Omid & Rachev, Svetlozar T. & Sun, Edward & Fabozzi, Frank J., 2010. "Analysis of the intraday effects of economic releases on the currency market," Working Paper Series in Economics 3, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Sean P. Grover & Kevin L. Kliesen & Michael W. McCracken, 2016. "A Macroeconomic News Index for Constructing Nowcasts of U.S. Real Gross Domestic Product Growth," Review, Federal Reserve Bank of St. Louis, vol. 98(4), pages 277-296.
- Linda S. Goldberg & Christian Grisse, 2013.
"Time variation in asset price responses to macro announcements,"
Staff Reports
626, Federal Reserve Bank of New York.
- Linda S. Goldberg & Dr. Christian Grisse, 2013. "Time variation in asset price responses to macro announcements," Working Papers 2013-11, Swiss National Bank.
- Linda S. Goldberg & Christian Grisse, 2013. "Time Variation in Asset Price Responses to Macro Announcements," NBER Working Papers 19523, National Bureau of Economic Research, Inc.
- Bowman, David & Londono, Juan M. & Sapriza, Horacio, 2015.
"U.S. unconventional monetary policy and transmission to emerging market economies,"
Journal of International Money and Finance, Elsevier, vol. 55(C), pages 27-59.
- David Bowman & Juan M. Londono & Horacio Sapriza, 2014. "U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies," International Finance Discussion Papers 1109, Board of Governors of the Federal Reserve System (U.S.).
- Jorge Carvalho & Gualter Couto & Pedro Pimentel, 2022. "EUR/USD Exchange Rate Characterization: Study of Events," Economies, MDPI, vol. 10(12), pages 1-14, November.
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