EconPapers    
Economics at your fingertips  
 

THE EFFECTS OF LABOR MARKET NEWS ON INTERNATIONAL FINANCIAL MARKETS

Adrian Cantemir Calin and Radu Lupu ()

Romanian Economic Business Review, 2016, vol. 11, issue 2, 207-215

Abstract: The dynamics of financial markets tends to be influenced by the launch of news. This new information generates a series of effects that ripple through the markets on all kinds of levels. In this paper we consider a series of announcements specific to the labor market and aim to test their potential impact on a basket of financial assets. We employ three volatility models and observe the fact that labor market announcements induce solid reverberations on a large set of financial assets.

Keywords: labour market; volatility; event study (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://www.rebe.rau.ro/RePEc/rau/journl/SU16/REBE-SU16-A20.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:rau:journl:v:11:y:2016:i:2:p:207-215

Access Statistics for this article

More articles in Romanian Economic Business Review from Romanian-American University Contact information at EDIRC.
Bibliographic data for series maintained by Alex Tabusca ().

 
Page updated 2019-06-22
Handle: RePEc:rau:journl:v:11:y:2016:i:2:p:207-215