The Impact of Macroeconomic News on the Euro-Dollar Exchange Rate
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Cited by:
- Teona Shugliashvili, 2023. "The words have power: the impact of news on exchange rates," FFA Working Papers 5.006, Prague University of Economics and Business, revised 31 Jul 2023.
- Jolanta Pasionek, 2021. "Response of the USD/MXN Exchange Rate to Macroeconomic Data," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 3), pages 914-927.
- Vania Stavrakeva & Jenny Tang, 2020.
"A Fundamental Connection: Exchange Rates and Macroeconomic Expectations,"
Working Papers
20-20, Federal Reserve Bank of Boston.
- Stavrakeva, Vania & Tang, Jenny, 2023. "A Fundamental Connection: Exchange Rates and Macroeconomic Expectations," CEPR Discussion Papers 18119, C.E.P.R. Discussion Papers.
- Caruso, Alberto, 2019.
"Macroeconomic news and market reaction: Surprise indexes meet nowcasting,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1725-1734.
- Alberto Caruso, 2018. "Macroeconomic News and Market Reaction: Surprise Indexes meet Nowcasting," Working Papers ECARES 2018-06, ULB -- Universite Libre de Bruxelles.
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More about this item
Keywords
macroeconomic news; exchange rate; event studies; real-time data;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2016-09-18 (Central Banking)
- NEP-EEC-2016-09-18 (European Economics)
- NEP-MAC-2016-09-18 (Macroeconomics)
- NEP-MON-2016-09-18 (Monetary Economics)
- NEP-SOG-2016-09-18 (Sociology of Economics)
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