What Defines ‘News’ in Foreign Exchange Markets

Abstract

This paper examines whether the traditional sets of macro surprises, that most of the literature considers, are the only sorts of news that can explain exchange-rate movements. We examine the intra-daily influence of a broad set of news reports, including variables which are not typically considered ‘‘fundamentals’’ in the context of standard models of… (More)

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Cite this paper

@inproceedings{Dominguez2005WhatD, title={What Defines ‘News’ in Foreign Exchange Markets}, author={Kathryn M. E. Dominguez and Freyan Panthaki and Gerald R. Ford}, year={2005} }