Macroeconomic News and Market Reaction: Surprise Indexes meet Nowcasting
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- Caruso, Alberto, 2019. "Macroeconomic news and market reaction: Surprise indexes meet nowcasting," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1725-1734.
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This paper has been announced in the following NEP Reports:- NEP-MAC-2018-03-19 (Macroeconomics)
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