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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;

    JEL classification:

    • D9 - Microeconomics - - Micro-Based Behavioral Economics
    • E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
    • E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates

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