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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Bibliographic Details
Published in:MAGKS - Joint Discussion Paper Series in Economics (Band 03-2009)
Main Authors: Büttner, David, Hayo, Bernd, Neuenkirch, Matthias
Format: Work
Language:English
Published: Philipps-Universität Marburg 2009
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Call Number: urn:nbn:de:hebis:04-es2023-02177
Publication Date: 2023-12-21
Downloads: 25 (2024), 1 (2023)
License: https://creativecommons.org/publicdomain/mark/1.0
Access URL: https://archiv.ub.uni-marburg.de/es/2023/0217
https://doi.org/10.17192/es2023.0217