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Changes in the impact of US macroeconomic news on financial markets the example of the Warsaw Stock Exchange

Henryk Gurgul, Jessica Hastenteufel () and Tomasz Wójtowicz ()
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Jessica Hastenteufel: Department of Business and Management, IU International University of Applied sciences, Bad Honnef, Germany
Tomasz Wójtowicz: Department of Applications of Mathematics in Economics, Faculty of Management, AGH University of Science and Technology, Al. Mickiewicza 30, 30-059 Cracow, Poland

Statistics in Transition New Series, 2021, vol. 22, issue 4, 41-58

Abstract: Due to the high importance of the American economy, in the past, announcements of US macroeconomic data were shown to...

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:exl:29stat:v:22:y:2021:i:4:p:41-58

DOI: 10.21307/stattrans-2021-037

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