Travail de recherche/Working paper
Titre:
  • The Impact of Macroeconomic News on the Euro-Dollar Exchange Rate
Auteur:Caruso, Alberto
Statut de publication:Publié, 2016-09
series:ECARES Working Papers, ECARES 2016-32
Sujet CREF:Macroéconomie et économie monétaire
Sujet JEL:Financial Markets and the Macroeconomy
Money and Interest Rates: Forecasting and Simulation
Foreign Exchange
Information and Market Efficiency; Event Studies
Volumes/pages:41 p.
Mots-clés:macroeconomic news
exchange rate
event studies
real-time data
Langue:Anglais
Identificateurs:RePEc:eca:wpaper:2013/235612