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What do Chinese Macro Announcements Tell Us About the World Economy?

Citations

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Cited by:

  1. Smales, L.A., 2017. "Commodity market volatility in the presence of U.S. and Chinese macroeconomic news," Journal of Commodity Markets, Elsevier, vol. 7(C), pages 15-27.
  2. Kurov, Alexander & Sancetta, Alessio & Strasser, Georg & Wolfe, Marketa Halova, 2019. "Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(1), pages 449-479, February.
  3. Konstantinos Gkillas & Dimitrios Vortelinos & Christos Floros & Athanasios Tsagkanos, 2019. "Economic News Releases and Financial Markets in South Africa," Economies, MDPI, vol. 7(4), pages 1-13, November.
  4. Chan, Kam Fong & Chhagan, Mahesh & Marsden, Alastair, 2017. "Cross-border scheduled macroeconomic news impacts: Evidence from high-frequency Asia Pacific currencies," Pacific-Basin Finance Journal, Elsevier, vol. 43(C), pages 37-54.
  5. Hung, Ying-Shu & Lee, Chingnun & Chen, Pei-Fen, 2022. "China’s monetary policy and global stock markets: A new cointegration approach with smoothing structural changes," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 643-666.
  6. Robert N McCauley & Chang Shu, 2018. "Recent RMB policy and currency co-movements," BIS Working Papers 727, Bank for International Settlements.
  7. Camila Gutierrez & Javier Turen & Alejandro Vicondoa, 2025. "Global Financial Spillovers of Chinese Macroeconomic Surprises," IMF Working Papers 2025/133, International Monetary Fund.
  8. Ma, Xiuying & Yang, Zhihua & Xu, Xiangyun & Wang, Chengqi, 2018. "The impact of Chinese financial markets on commodity currency exchange rates," Global Finance Journal, Elsevier, vol. 37(C), pages 186-198.
  9. Frankel, Jeffrey & Saiki, Ayako, 2016. "Does It Matter If Statistical Agencies Frame the Month's CPI Report on a 1-Month or 12-Month Basis?," Working Paper Series 16-011, Harvard University, John F. Kennedy School of Government.
  10. Jiang, Junhua & Piljak, Vanja & Tiwari, Aviral Kumar & Äijö, Janne, 2020. "Frequency volatility connectedness across different industries in China," Finance Research Letters, Elsevier, vol. 37(C).
  11. Kumar, Utkarsh & Ahmad, Wasim, 2024. "Navigating the “twin titans” of global manufacturing: The impact of US and China on industrial production forecasting in G20 nations," Pacific-Basin Finance Journal, Elsevier, vol. 87(C).
  12. Yu Wei & Lan Bai & Kun Yang & Guiwu Wei, 2021. "Are industry‐level indicators more helpful to forecast industrial stock volatility? Evidence from Chinese manufacturing purchasing managers index," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(1), pages 17-39, January.
  13. Walid Bahloul & Rangan Gupta, 2018. "Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures," International Economics, CEPII research center, issue 156, pages 247-253.
  14. Muhammad Ishfaq & Zhang Bi Qiong & Syed Mehmood Raza Shah, 2017. "Global Macroeconomic Announcements and Foreign Exchange Implied Volatility," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, vol. 7(5), pages 119-127.
  15. Liao, Jia & Qian, Qi & Xu, Xiangyun, 2018. "Whether the fluctuation of China’s financial markets have impact on global commodity prices?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 1030-1040.
  16. Huang, Xiaoyong & Yu, Cong & Chen, Yunping & Jia, Fei & Xu, Xiangyun, 2022. "Rigid payment breaking, default spread and yields of Chinese treasury bonds," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
  17. Shu, Chang & He, Dong & Dong, Jinyue & Wang, Honglin, 2018. "Regional pull vs global push factors: China and US influence on Asian financial markets," Journal of International Money and Finance, Elsevier, vol. 87(C), pages 112-132.
  18. Mukherjee, Abhiroop & Panayotov, George & Shon, Janghoon, 2021. "Eye in the sky: Private satellites and government macro data," Journal of Financial Economics, Elsevier, vol. 141(1), pages 234-254.
  19. Narayan Parab & Ramashanti Naik & Y. V. Reddy, 2020. "The Impact of Economic Events on Stock Market Returns: Evidence from India," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(11), pages 1232-1247, November.
  20. Thomas Mathews, 2016. "The Effect of Chinese Macroeconomic News on Australian Financial Markets," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 53-61, December.
  21. McKenzie, Andrew M. & Ke, Yangmin, 2022. "How do USDA announcements affect international commodity prices?," Journal of Commodity Markets, Elsevier, vol. 28(C).
  22. Pei-Fen, Chen & Mei-Ping, Chen & Min-Syu, Lin & Chingnun, Lee, 2025. "Cross-border transmission effect of China's monetary policy on the exchange rate of Asia-Pacific economies," International Review of Financial Analysis, Elsevier, vol. 97(C).
  23. Chang Shu & Dong He & Jinyue Dong & Honglin Wang, 2016. "Regional pull vs global push factors: China and US influence on Asia-Pacific financial markets," BIS Working Papers 579, Bank for International Settlements.
  24. Johannes, Michael & Seeger, Norman J. & Stroud, Jonathan R., 2026. "Time-varying macroeconomic announcement risk," Journal of Econometrics, Elsevier, vol. 254(PB).
  25. Fan, John Hua & Mo, Di & Zhang, Tingxi, 2022. "The “necessary evil” in Chinese commodity markets," Journal of Commodity Markets, Elsevier, vol. 25(C).
  26. Shekhar Hari Kumar & Vimal Balasubramaniam & Ila Patnaik & Ajay Shah, 2020. "Who cares about the Renminbi?," 2020 Papers pha1373, Job Market Papers.
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