Does the Currency Board Matter? U.S. News and Argentine Financial Market Reaction
Using a GARCH model, we study the effects of U.S. monetary policy and macroeconomic announcements on Argentine money, stock, and foreign exchange markets over the period January 1998 to July 2007. We show, first, that both types of news have a significant impact on all markets. Second, there are...
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Veröffentlicht in: | MAGKS - Joint Discussion Paper Series in Economics (Band 23-2008) |
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Autoren: | , |
Format: | Arbeit |
Sprache: | Englisch |
Veröffentlicht: |
Philipps-Universität Marburg
2008
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Online-Zugang: | PDF-Volltext |
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