Analysis of Macroeconomic Events Impact Using the Event Study Methodology
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More about this item
Keywords
event study; macroeconomic events; high frequency data;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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