Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets
In: Information Spillovers and Market Integration in International Finance Empirical Analyses
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- Kim, Suk-Joong & McKenzie, Michael D. & Faff, Robert W., 2004. "Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets," Journal of Multinational Financial Management, Elsevier, vol. 14(3), pages 217-232, July.
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More about this item
KeywordsCurrency Intervention; Macroeconomic News; International Capital Flows; Sovereign Credit Rating;
- F30 - International Economics - - International Finance - - - General
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