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How is Macro News Transmitted to Exchange Rates?

In: Studies in Foreign Exchange Economics

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  • Martin D. D. Evans
  • Richard K. Lyons

Abstract

The following sections are included:IntroductionData and Descriptive StatisticsIntraday AnalysisDaily AnalysisConclusionAcknowledgementsReferences

Suggested Citation

  • Martin D. D. Evans & Richard K. Lyons, 2017. "How is Macro News Transmitted to Exchange Rates?," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 14, pages 547-596, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789813148543_0014
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    More about this item

    Keywords

    Exchange Rates; Foreign Currency; Microstructure;
    All these keywords.

    JEL classification:

    • F31 - International Economics - - International Finance - - - Foreign Exchange

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