Macroeconomic News and the Euro/Dollar Exchange Rate
This paper investigates to what extent daily movements in the euro/dollar rate were driven by news about the macroeconomic situation in the USA and the euro area during the first two years of EMU. We examine whether market participants reacted to news in different ways depending on whether the news...
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| Veröffentlicht in: | Economic notes - Monte Paschi Siena 2003-11, Vol.32 (3), p.371-398 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | eng |
| Online-Zugang: | Volltext |
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