Relative importance of scheduled macroeconomic news for stock market investors
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Volume (Year): 27 (2003)
Issue (Month): 2 (June)
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- Hull, John C & White, Alan D, 1987. " The Pricing of Options on Assets with Stochastic Volatilities," Journal of Finance, American Finance Association, vol. 42(2), pages 281-300, June.
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"Exchange rates, interest rates and current account news: some evidence from Australia,"
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- Karfakis, C. & Kim, Suk-Joong, 1993. "Exchange Rates, Interest Rates and Current Account News: Some Evidence from Australia," Working Papers 189, University of Sydney, School of Economics.
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- Heynen, Ronald & Kemna, Angelien & Vorst, Ton, 1994. "Analysis of the Term Structure of Implied Volatilities," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 29(01), pages 31-56, March.
- Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
- Thornton, Daniel L., 1989. "The effect of unanticipated money on the money and foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 8(4), pages 573-587, December.
- Douglas K. Pearce & V. Vance Roley, 1984.
"Stock Prices and Economic News,"
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1296, National Bureau of Economic Research, Inc.
- Kim, Suk-Joong & Sheen, Jeffrey, 1998.
"International Linkages and Macroeconomic News Effects on Interest Rate Volatility - Australia and the US',"
11, University of Sydney, School of Economics.
- Kim, Suk-Joong & Sheen, Jeffrey, 2000. "International linkages and macroeconomic news effects on interest rate volatility -- Australia and the US," Pacific-Basin Finance Journal, Elsevier, vol. 8(1), pages 85-113, March.
- Christie-David, Rohan & Chaudhry, Mukesh & Koch, Timothy W., 2000. "Do macroeconomics news releases affect gold and silver prices?," Journal of Economics and Business, Elsevier, vol. 52(5), pages 405-421.
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