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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.

Abstract: 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)
Date: 2017
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Related works:
Journal Article: How is macro news transmitted to exchange rates? (2008) Downloads
Working Paper: How is Macro News Transmitted to Exchange Rates? (2003) Downloads
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