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The Impact of Foreign Macroeconomic News on Financial Markets in the Czech Republic, Hungary, and Poland
In this paper, we investigate the effects of euro area and US macroeconomic news on financial markets in the Czech Republic, Hungary, and Poland (CEEC-3) from 1999 to 2006. Using a GARCH model, we examine the impact of news on daily returns of three-month interest rates, stock market indices, exc...
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| Veröffentlicht in: | MAGKS - Joint Discussion Paper Series in Economics (Band 03-2009) |
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| Autoren: | , , |
| Format: | Arbeit |
| Sprache: | Englisch |
| Veröffentlicht: |
Philipps-Universität Marburg
2009
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| Schlagworte: | |
| Online-Zugang: | PDF-Volltext |
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MAGKS - Joint Discussion Paper Series in Economics