Intraday analysis of macroeconomic news surprises, and asymmetries in Indian benchmark bond
Sign Up to like & getrecommendations! Published in 2021 at "Finance Research Letters"
DOI: 10.1016/j.frl.2021.102135
Abstract: Abstract We study the response of macroeconomic news on the intraday prices of the Indian benchmark Government bond. Contrary to the common understanding that the emerging bond markets are informationally less efficient, we found both… read more here.
Keywords: indian benchmark; analysis macroeconomic; news; macroeconomic news ... See more keywords
The response of multinationals’ foreign exchange rate exposure to macroeconomic news
Sign Up to like & getrecommendations! Published in 2019 at "Journal of International Money and Finance"
DOI: 10.1016/j.jimonfin.2019.01.009
Abstract: We use intraday data to estimate the daily foreign exchange exposure of U.S. multinationals and show that macroeconomic news affects these firms’ foreign exchange exposure. News creates a substantial shift in the joint distribution of… read more here.
Keywords: exchange; foreign exchange; macroeconomic news; exchange rate ... See more keywords
The response of different investor types to macroeconomic news
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Multinational Financial Management"
DOI: 10.1016/j.mulfin.2019.02.005
Abstract: We provide the first investigation of foreign, local institutional and local individual investors’ trading responses to global, regional and local macroeconomic surprises using daily buy-sell volumes for Korea, taking account of endogeneity. Investor types respond… read more here.
Keywords: different investor; response different; investor; macroeconomic news ... See more keywords