How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 48 (2013)
Issue (Month): 02 (April)
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- Stefan Mittnik & Nikolay Robinzonov & Klaus Wohlrabe, 2013. "Was bewegt den DAX?," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 66(23), pages 32-36, December.
- David O. Lucca & Emanuel Moench, 2011. "The pre-FOMC announcement drift," Staff Reports 512, Federal Reserve Bank of New York.
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