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EMU-related News and Financial Markets in the Czech Republic, Hungary and Poland
We analyse the impact of news on five financial markets in the Czech Republic, Hungary and Poland using a newly constructed data set in a GARCH framework. Macroeconomic shocks (on GDP, inflation rate, current account and trade balance) are constructed as deviations from expected values. EMU-relat...
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| Veröffentlicht in: | MAGKS - Joint Discussion Paper Series in Economics (Band 15-2008) |
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| Autoren: | , |
| Format: | Arbeit |
| Sprache: | Englisch |
| Veröffentlicht: |
Philipps-Universität Marburg
2008
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| Schlagworte: | |
| Online-Zugang: | PDF-Volltext |
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MAGKS - Joint Discussion Paper Series in Economics