How is Macro News Transmitted to Exchange Rates?
Martin Evans () and
Richard K. Lyons
Chapter 14 in Studies in Foreign Exchange Economics, 2017, pp 547-596 from World Scientific Publishing Co. Pte. Ltd.
The following sections are included:IntroductionData and Descriptive StatisticsIntraday AnalysisDaily AnalysisConclusionAcknowledgementsReferences
Keywords: Exchange Rates; Foreign Currency; Microstructure (search for similar items in EconPapers)
JEL-codes: D9 E3 E4 (search for similar items in EconPapers)
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Journal Article: How is macro news transmitted to exchange rates? (2008)
Working Paper: How is Macro News Transmitted to Exchange Rates? (2003)
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