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You searched for subject:(Macroeconomic Announcements). Showing records 1 – 15 of 15 total matches.

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Duke University

1. Rosoiu, Alexandru George. Essays in Macro Finance .

Degree: 2016, Duke University

  I study the link between capital markets and sources of macroeconomic risk. In chapter 1 I show that expected inflation risk is priced in… (more)

Subjects/Keywords: Finance; inflation; macroeconomic announcements; macrofinance

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APA (6th Edition):

Rosoiu, A. G. (2016). Essays in Macro Finance . (Thesis). Duke University. Retrieved from http://hdl.handle.net/10161/12251

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Rosoiu, Alexandru George. “Essays in Macro Finance .” 2016. Thesis, Duke University. Accessed October 19, 2020. http://hdl.handle.net/10161/12251.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Rosoiu, Alexandru George. “Essays in Macro Finance .” 2016. Web. 19 Oct 2020.

Vancouver:

Rosoiu AG. Essays in Macro Finance . [Internet] [Thesis]. Duke University; 2016. [cited 2020 Oct 19]. Available from: http://hdl.handle.net/10161/12251.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rosoiu AG. Essays in Macro Finance . [Thesis]. Duke University; 2016. Available from: http://hdl.handle.net/10161/12251

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

2. Yadipur, Mahdi. Essays in Risk Management.

Degree: 2020, Victoria U of Wellington : Dissertations

 This thesis consists of five chapters that examines risk and uncertainty within two frameworks: foreign exchange market and real options. The first chapter is a… (more)

Subjects/Keywords: Macroeconomic Announcements; Real Options; Stochastic Process

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APA (6th Edition):

Yadipur, M. (2020). Essays in Risk Management. (Doctoral Dissertation). Victoria U of Wellington : Dissertations. Retrieved from http://hdl.handle.net/10063/9253

Chicago Manual of Style (16th Edition):

Yadipur, Mahdi. “Essays in Risk Management.” 2020. Doctoral Dissertation, Victoria U of Wellington : Dissertations. Accessed October 19, 2020. http://hdl.handle.net/10063/9253.

MLA Handbook (7th Edition):

Yadipur, Mahdi. “Essays in Risk Management.” 2020. Web. 19 Oct 2020.

Vancouver:

Yadipur M. Essays in Risk Management. [Internet] [Doctoral dissertation]. Victoria U of Wellington : Dissertations; 2020. [cited 2020 Oct 19]. Available from: http://hdl.handle.net/10063/9253.

Council of Science Editors:

Yadipur M. Essays in Risk Management. [Doctoral Dissertation]. Victoria U of Wellington : Dissertations; 2020. Available from: http://hdl.handle.net/10063/9253

3. Pereira, João José Vicente Barata Rios. Revelance of macroeconomic announcements for European bonds.

Degree: 2016, RCAAP

 This dissertation uses a recent methodology based on the variation of the 10 years bond bid yields of several Eurozone countries, in a small interval… (more)

Subjects/Keywords: Macroeconomic announcements; Eurozone; Government bonds; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

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APA (6th Edition):

Pereira, J. J. V. B. R. (2016). Revelance of macroeconomic announcements for European bonds. (Thesis). RCAAP. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/21774

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Pereira, João José Vicente Barata Rios. “Revelance of macroeconomic announcements for European bonds.” 2016. Thesis, RCAAP. Accessed October 19, 2020. http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/21774.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Pereira, João José Vicente Barata Rios. “Revelance of macroeconomic announcements for European bonds.” 2016. Web. 19 Oct 2020.

Vancouver:

Pereira JJVBR. Revelance of macroeconomic announcements for European bonds. [Internet] [Thesis]. RCAAP; 2016. [cited 2020 Oct 19]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/21774.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pereira JJVBR. Revelance of macroeconomic announcements for European bonds. [Thesis]. RCAAP; 2016. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/21774

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade Nova

4. Schlögl, Hubertus. Macroeconomic indicators and systematic risk.

Degree: 2018, Universidade Nova

 This explorative study is about the influencing effects of US macroeconomic announcements on changes in systematic risk with the focus on the difference between emerging… (more)

Subjects/Keywords: Beta; Macroeconomic announcements; Sharpe ratio; Systematic risk; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

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APA (6th Edition):

Schlögl, H. (2018). Macroeconomic indicators and systematic risk. (Thesis). Universidade Nova. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/36554

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Schlögl, Hubertus. “Macroeconomic indicators and systematic risk.” 2018. Thesis, Universidade Nova. Accessed October 19, 2020. https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/36554.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Schlögl, Hubertus. “Macroeconomic indicators and systematic risk.” 2018. Web. 19 Oct 2020.

Vancouver:

Schlögl H. Macroeconomic indicators and systematic risk. [Internet] [Thesis]. Universidade Nova; 2018. [cited 2020 Oct 19]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/36554.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Schlögl H. Macroeconomic indicators and systematic risk. [Thesis]. Universidade Nova; 2018. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/36554

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of New South Wales

5. Smales, Lee. Dynamics of the Australian interest rate futures market.

Degree: Banking & Finance, 2013, University of New South Wales

 This thesis forms a comprehensive empirical study of the dynamics of the Australian interest rate futures market, focusing on market efficiency and trading activity in… (more)

Subjects/Keywords: Trading Behaviour; Financial markets; Market Efficiency; Macroeconomic Announcements; Monetary Policy; Trading Activity

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APA (6th Edition):

Smales, L. (2013). Dynamics of the Australian interest rate futures market. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/52865 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11538/SOURCE01?view=true

Chicago Manual of Style (16th Edition):

Smales, Lee. “Dynamics of the Australian interest rate futures market.” 2013. Doctoral Dissertation, University of New South Wales. Accessed October 19, 2020. http://handle.unsw.edu.au/1959.4/52865 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11538/SOURCE01?view=true.

MLA Handbook (7th Edition):

Smales, Lee. “Dynamics of the Australian interest rate futures market.” 2013. Web. 19 Oct 2020.

Vancouver:

Smales L. Dynamics of the Australian interest rate futures market. [Internet] [Doctoral dissertation]. University of New South Wales; 2013. [cited 2020 Oct 19]. Available from: http://handle.unsw.edu.au/1959.4/52865 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11538/SOURCE01?view=true.

Council of Science Editors:

Smales L. Dynamics of the Australian interest rate futures market. [Doctoral Dissertation]. University of New South Wales; 2013. Available from: http://handle.unsw.edu.au/1959.4/52865 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11538/SOURCE01?view=true


University of Sydney

6. Jahromi, Maria. Essays on Islamic Assets .

Degree: 2014, University of Sydney

 This thesis consists of three quantitative studies of Islamic and conventional assets in Islamic and non-Islamic countries. The studies explore the performance characteristics as well… (more)

Subjects/Keywords: asset pricing; stock indices; bond indices; mean-variance efficiency; macroeconomic announcements; global financial crisis; Islamic finance

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APA (6th Edition):

Jahromi, M. (2014). Essays on Islamic Assets . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/13104

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Jahromi, Maria. “Essays on Islamic Assets .” 2014. Thesis, University of Sydney. Accessed October 19, 2020. http://hdl.handle.net/2123/13104.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Jahromi, Maria. “Essays on Islamic Assets .” 2014. Web. 19 Oct 2020.

Vancouver:

Jahromi M. Essays on Islamic Assets . [Internet] [Thesis]. University of Sydney; 2014. [cited 2020 Oct 19]. Available from: http://hdl.handle.net/2123/13104.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Jahromi M. Essays on Islamic Assets . [Thesis]. University of Sydney; 2014. Available from: http://hdl.handle.net/2123/13104

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

7. Lafarguette, Romain. Comment la Technologie Façonne les Marchés Financiers : l’Exemple du Marché des Changes : How Technology Shapes Financial Markets : the Perspective of the Foreign Exchange Market.

Degree: Docteur es, Analyse et politique économiques, 2017, Paris, EHESS

Cette thèse de doctorat est composée de trois chapitres traitant de l’impact des innovations technologiques sur les marchés financiers, prenant comme cas d’étude le marché… (more)

Subjects/Keywords: Câbles Sous-Marins à Fibre Optique; Annonces Macroéconomiques; Marché des Changes; Cotation à Haute Fréquence; Entropie; Submarine Fiber-Optic Cables; Macroeconomic Announcements; Foreign Exchange Market; High-Frequency Quoting; Entropy

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APA (6th Edition):

Lafarguette, R. (2017). Comment la Technologie Façonne les Marchés Financiers : l’Exemple du Marché des Changes : How Technology Shapes Financial Markets : the Perspective of the Foreign Exchange Market. (Doctoral Dissertation). Paris, EHESS. Retrieved from http://www.theses.fr/2017EHES0042

Chicago Manual of Style (16th Edition):

Lafarguette, Romain. “Comment la Technologie Façonne les Marchés Financiers : l’Exemple du Marché des Changes : How Technology Shapes Financial Markets : the Perspective of the Foreign Exchange Market.” 2017. Doctoral Dissertation, Paris, EHESS. Accessed October 19, 2020. http://www.theses.fr/2017EHES0042.

MLA Handbook (7th Edition):

Lafarguette, Romain. “Comment la Technologie Façonne les Marchés Financiers : l’Exemple du Marché des Changes : How Technology Shapes Financial Markets : the Perspective of the Foreign Exchange Market.” 2017. Web. 19 Oct 2020.

Vancouver:

Lafarguette R. Comment la Technologie Façonne les Marchés Financiers : l’Exemple du Marché des Changes : How Technology Shapes Financial Markets : the Perspective of the Foreign Exchange Market. [Internet] [Doctoral dissertation]. Paris, EHESS; 2017. [cited 2020 Oct 19]. Available from: http://www.theses.fr/2017EHES0042.

Council of Science Editors:

Lafarguette R. Comment la Technologie Façonne les Marchés Financiers : l’Exemple du Marché des Changes : How Technology Shapes Financial Markets : the Perspective of the Foreign Exchange Market. [Doctoral Dissertation]. Paris, EHESS; 2017. Available from: http://www.theses.fr/2017EHES0042


University of Adelaide

8. Mak, Nixon. The impact of macroeconomic announcements on the Australian fixed income market.

Degree: 2007, University of Adelaide

 New information has an important role in asset price movement. This paper investigates the role of scheduled domestic news releases on the Australian government bond… (more)

Subjects/Keywords: impact; macroeconomic; announcements; Australian fixed income; Fixed-income securities – Australia.; Australia – Economic policy.

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APA (6th Edition):

Mak, N. (2007). The impact of macroeconomic announcements on the Australian fixed income market. (Thesis). University of Adelaide. Retrieved from http://hdl.handle.net/2440/40126

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mak, Nixon. “The impact of macroeconomic announcements on the Australian fixed income market.” 2007. Thesis, University of Adelaide. Accessed October 19, 2020. http://hdl.handle.net/2440/40126.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mak, Nixon. “The impact of macroeconomic announcements on the Australian fixed income market.” 2007. Web. 19 Oct 2020.

Vancouver:

Mak N. The impact of macroeconomic announcements on the Australian fixed income market. [Internet] [Thesis]. University of Adelaide; 2007. [cited 2020 Oct 19]. Available from: http://hdl.handle.net/2440/40126.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mak N. The impact of macroeconomic announcements on the Australian fixed income market. [Thesis]. University of Adelaide; 2007. Available from: http://hdl.handle.net/2440/40126

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Duke University

9. Huang, Xin. Financial Market Volatility and Jumps .

Degree: 2007, Duke University

 This dissertation consists of three related chapters that study financial market volatility, jumps and the economic factors behind them. Each of the chapters analyzes a… (more)

Subjects/Keywords: Stochastic Volatility; Jump; Realized Variance; Bipower Variation; Macroeconomic News Announcements; Economic Derivatives

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APA (6th Edition):

Huang, X. (2007). Financial Market Volatility and Jumps . (Thesis). Duke University. Retrieved from http://hdl.handle.net/10161/194

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Huang, Xin. “Financial Market Volatility and Jumps .” 2007. Thesis, Duke University. Accessed October 19, 2020. http://hdl.handle.net/10161/194.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Huang, Xin. “Financial Market Volatility and Jumps .” 2007. Web. 19 Oct 2020.

Vancouver:

Huang X. Financial Market Volatility and Jumps . [Internet] [Thesis]. Duke University; 2007. [cited 2020 Oct 19]. Available from: http://hdl.handle.net/10161/194.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Huang X. Financial Market Volatility and Jumps . [Thesis]. Duke University; 2007. Available from: http://hdl.handle.net/10161/194

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brock University

10. Yan, Xusheng. OPEC PRODUCTION DECISIONS, MACROECONOMIC NEWS AND VOLATILITY IN THE CANADIAN AND ENERGY MARKETS .

Degree: Faculty of Business Programs, Brock University

 This study investigates the determinants of oil and Canadian dollar volatilities. We use the multivariate volatility model to examine the simultaneous impacts of OPEC press… (more)

Subjects/Keywords: WTI oil; CAD exchange rate; OPEC decisions; inventory announcements; macroeconomic news; Financial Crisis

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APA (6th Edition):

Yan, X. (n.d.). OPEC PRODUCTION DECISIONS, MACROECONOMIC NEWS AND VOLATILITY IN THE CANADIAN AND ENERGY MARKETS . (Thesis). Brock University. Retrieved from http://hdl.handle.net/10464/13773

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yan, Xusheng. “OPEC PRODUCTION DECISIONS, MACROECONOMIC NEWS AND VOLATILITY IN THE CANADIAN AND ENERGY MARKETS .” Thesis, Brock University. Accessed October 19, 2020. http://hdl.handle.net/10464/13773.

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yan, Xusheng. “OPEC PRODUCTION DECISIONS, MACROECONOMIC NEWS AND VOLATILITY IN THE CANADIAN AND ENERGY MARKETS .” Web. 19 Oct 2020.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Yan X. OPEC PRODUCTION DECISIONS, MACROECONOMIC NEWS AND VOLATILITY IN THE CANADIAN AND ENERGY MARKETS . [Internet] [Thesis]. Brock University; [cited 2020 Oct 19]. Available from: http://hdl.handle.net/10464/13773.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

Council of Science Editors:

Yan X. OPEC PRODUCTION DECISIONS, MACROECONOMIC NEWS AND VOLATILITY IN THE CANADIAN AND ENERGY MARKETS . [Thesis]. Brock University; Available from: http://hdl.handle.net/10464/13773

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.


Brock University

11. Das, Deepan Kumar. MACROECONOMIC NEWS ANNOUNCEMENTS, US PUBLIC COMMUNICATIONS AND EMERGING CURRENCY MARKETS DURING THE POST-GLOBAL FINANCIAL CRISIS .

Degree: Faculty of Business Programs, Brock University

 In this study, we examine the relationship of foreign and domestic macroeconomic news announcements and US public communication from senior officials in the Federal Reserve… (more)

Subjects/Keywords: emerging currencies; exchange rates; return; volatility; jumps; cojumps; macroeconomic announcements; public communication

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APA (6th Edition):

Das, D. K. (n.d.). MACROECONOMIC NEWS ANNOUNCEMENTS, US PUBLIC COMMUNICATIONS AND EMERGING CURRENCY MARKETS DURING THE POST-GLOBAL FINANCIAL CRISIS . (Thesis). Brock University. Retrieved from http://hdl.handle.net/10464/14569

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Das, Deepan Kumar. “MACROECONOMIC NEWS ANNOUNCEMENTS, US PUBLIC COMMUNICATIONS AND EMERGING CURRENCY MARKETS DURING THE POST-GLOBAL FINANCIAL CRISIS .” Thesis, Brock University. Accessed October 19, 2020. http://hdl.handle.net/10464/14569.

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Das, Deepan Kumar. “MACROECONOMIC NEWS ANNOUNCEMENTS, US PUBLIC COMMUNICATIONS AND EMERGING CURRENCY MARKETS DURING THE POST-GLOBAL FINANCIAL CRISIS .” Web. 19 Oct 2020.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Das DK. MACROECONOMIC NEWS ANNOUNCEMENTS, US PUBLIC COMMUNICATIONS AND EMERGING CURRENCY MARKETS DURING THE POST-GLOBAL FINANCIAL CRISIS . [Internet] [Thesis]. Brock University; [cited 2020 Oct 19]. Available from: http://hdl.handle.net/10464/14569.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

Council of Science Editors:

Das DK. MACROECONOMIC NEWS ANNOUNCEMENTS, US PUBLIC COMMUNICATIONS AND EMERGING CURRENCY MARKETS DURING THE POST-GLOBAL FINANCIAL CRISIS . [Thesis]. Brock University; Available from: http://hdl.handle.net/10464/14569

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

12. Stan, Raluca. Two Essays on the Role of Uncertainty in Financial Markets.

Degree: PhD, Finance, 2018, West Virginia University

Subjects/Keywords: Monetary Policy; Macroeconomic Announcements; Financial Markets; Intraday Data; Ambiguity; Knightian Uncertainty; Earnings Announcements; Stock Returns; Market Efficiency; Systematic Risk.

…as well as medium-term interest rates, to U.S macroeconomic announcements. Economic news… …have an impact on the markets’ response to macroeconomic announcements. By using intra-day… …monetary policy, macroeconomic announcements impact the financial and crude oil markets to a… …U.S. macroeconomic announcements and find that monetary policy uncertainty can significantly… …the reaction of a variety of asset classes to macroeconomic announcements. Since our entire… 

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APA (6th Edition):

Stan, R. (2018). Two Essays on the Role of Uncertainty in Financial Markets. (Doctoral Dissertation). West Virginia University. Retrieved from https://doi.org/10.33915/etd.7261 ; https://researchrepository.wvu.edu/etd/7261

Chicago Manual of Style (16th Edition):

Stan, Raluca. “Two Essays on the Role of Uncertainty in Financial Markets.” 2018. Doctoral Dissertation, West Virginia University. Accessed October 19, 2020. https://doi.org/10.33915/etd.7261 ; https://researchrepository.wvu.edu/etd/7261.

MLA Handbook (7th Edition):

Stan, Raluca. “Two Essays on the Role of Uncertainty in Financial Markets.” 2018. Web. 19 Oct 2020.

Vancouver:

Stan R. Two Essays on the Role of Uncertainty in Financial Markets. [Internet] [Doctoral dissertation]. West Virginia University; 2018. [cited 2020 Oct 19]. Available from: https://doi.org/10.33915/etd.7261 ; https://researchrepository.wvu.edu/etd/7261.

Council of Science Editors:

Stan R. Two Essays on the Role of Uncertainty in Financial Markets. [Doctoral Dissertation]. West Virginia University; 2018. Available from: https://doi.org/10.33915/etd.7261 ; https://researchrepository.wvu.edu/etd/7261

13. Li, Ziyu. European Stock Market Contagion during Sovereign Debt Crisis and the Effects of Macroeconomic Announcements on the Correlations of Gold,Dollar and Stock Returns.

Degree: PhD, Economics and Finance, 2013, University of New Orleans

  The first part of this dissertation examines the presence of the financial contagion across European stock markets with respect to the Greece sovereign debt… (more)

Subjects/Keywords: Financial Contagion; Sovereign Debt Crisis; Macroeconomic Announcements; Conditional Correlation; Portfolio and Security Analysis

…affected by the macroeconomic announcements (Flannery and Protopapadakis 2002, Roache and… …2004). But the research on how macroeconomic announcements affect the correlations of… …Second, I examine the effect of macroeconomic announcements on the correlations of gold-stock… …rating announcements do not only affect bond market, but also spill over to stock markets. And… …to news announcements in recessions and expansions (Boyd et al. 2005, Andersen et al… 

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APA (6th Edition):

Li, Z. (2013). European Stock Market Contagion during Sovereign Debt Crisis and the Effects of Macroeconomic Announcements on the Correlations of Gold,Dollar and Stock Returns. (Doctoral Dissertation). University of New Orleans. Retrieved from https://scholarworks.uno.edu/td/1645

Chicago Manual of Style (16th Edition):

Li, Ziyu. “European Stock Market Contagion during Sovereign Debt Crisis and the Effects of Macroeconomic Announcements on the Correlations of Gold,Dollar and Stock Returns.” 2013. Doctoral Dissertation, University of New Orleans. Accessed October 19, 2020. https://scholarworks.uno.edu/td/1645.

MLA Handbook (7th Edition):

Li, Ziyu. “European Stock Market Contagion during Sovereign Debt Crisis and the Effects of Macroeconomic Announcements on the Correlations of Gold,Dollar and Stock Returns.” 2013. Web. 19 Oct 2020.

Vancouver:

Li Z. European Stock Market Contagion during Sovereign Debt Crisis and the Effects of Macroeconomic Announcements on the Correlations of Gold,Dollar and Stock Returns. [Internet] [Doctoral dissertation]. University of New Orleans; 2013. [cited 2020 Oct 19]. Available from: https://scholarworks.uno.edu/td/1645.

Council of Science Editors:

Li Z. European Stock Market Contagion during Sovereign Debt Crisis and the Effects of Macroeconomic Announcements on the Correlations of Gold,Dollar and Stock Returns. [Doctoral Dissertation]. University of New Orleans; 2013. Available from: https://scholarworks.uno.edu/td/1645

14. El Ouadghiri, Imane. Analyse du processus de diffusion des informations sur les marchés financiers : anticipation, publication et impact : Heterogeneity in Macroeconomic News Expectations : a disaggregate level analysis.

Degree: Docteur es, Sciences économiques, 2015, Université Paris X – Nanterre

Les marchés financiers sont sujets quotidiennement à la diffusion de statistiques économiques ainsi que leurs prévisions par des institutions publiques et privées. Ces annonces sont… (more)

Subjects/Keywords: Hétérogénéité; Données de prévision; Données de prévision; Formation des anticipations; Marché obligataire; Annonces macroéconomiques; Marché des changes; Test de détection des sauts; Données haute fréquence; Bruit de microstructure; GARCH asymétrique; Announcements; Heterogeneity; Survey data; Expectation formation; Bond market; Event study; Macroeconomic news; Forex market; Jump detection test; High frequency data; Microstructure noise; Asymmetric GARCH; 330

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

El Ouadghiri, I. (2015). Analyse du processus de diffusion des informations sur les marchés financiers : anticipation, publication et impact : Heterogeneity in Macroeconomic News Expectations : a disaggregate level analysis. (Doctoral Dissertation). Université Paris X – Nanterre. Retrieved from http://www.theses.fr/2015PA100096

Chicago Manual of Style (16th Edition):

El Ouadghiri, Imane. “Analyse du processus de diffusion des informations sur les marchés financiers : anticipation, publication et impact : Heterogeneity in Macroeconomic News Expectations : a disaggregate level analysis.” 2015. Doctoral Dissertation, Université Paris X – Nanterre. Accessed October 19, 2020. http://www.theses.fr/2015PA100096.

MLA Handbook (7th Edition):

El Ouadghiri, Imane. “Analyse du processus de diffusion des informations sur les marchés financiers : anticipation, publication et impact : Heterogeneity in Macroeconomic News Expectations : a disaggregate level analysis.” 2015. Web. 19 Oct 2020.

Vancouver:

El Ouadghiri I. Analyse du processus de diffusion des informations sur les marchés financiers : anticipation, publication et impact : Heterogeneity in Macroeconomic News Expectations : a disaggregate level analysis. [Internet] [Doctoral dissertation]. Université Paris X – Nanterre; 2015. [cited 2020 Oct 19]. Available from: http://www.theses.fr/2015PA100096.

Council of Science Editors:

El Ouadghiri I. Analyse du processus de diffusion des informations sur les marchés financiers : anticipation, publication et impact : Heterogeneity in Macroeconomic News Expectations : a disaggregate level analysis. [Doctoral Dissertation]. Université Paris X – Nanterre; 2015. Available from: http://www.theses.fr/2015PA100096

15. VITOR GABRIEL RIVAS MARTELLO. [en] PRE-FOMC ANNOUNCEMENT RELIEF.

Degree: 2018, Pontifical Catholic University of Rio de Janeiro

[pt] Mostramos que o movimento do retorno de ações horas antes do anúncio do FOMC ocorre principalmente em períodos de alta incerteza de mercado. Especificamente,… (more)

Subjects/Keywords: [pt] ANUNCIOS MACROECONOMICOS; [en] MACROECONOMIC ANNOUNCEMENTS; [pt] PREMIO DE RISCO EM ACOES; [en] EQUITY RISK PREMIUM; [pt] INCERTEZA DE MERCADO; [en] MARKET UNCERTAINTY; [pt] RESOLUCAO DE INCERTEZA; [en] UNCERTAINTY RESOLUTION; [pt] ALIVIO DO INVESTIDOR; [en] INVESTOR RELIEF

…affect how investors discount future market cash flows. Hence, macroeconomic announcements are… …returns appear to be concentrated on days with macroeconomic announcements. Interestingly… …as well as their patterns in the days and weeks around macroeconomic announcements… …Non-Stressed Periods Figure 3.4 Market Uncertainty Pattern: 1-Month-Ahead Announcements… …Nº 1612167/CA Table 3.1 Descriptive Statistics - FOMC Announcements vs. Usual Days Table… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

MARTELLO, V. G. R. (2018). [en] PRE-FOMC ANNOUNCEMENT RELIEF. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=35928

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

MARTELLO, VITOR GABRIEL RIVAS. “[en] PRE-FOMC ANNOUNCEMENT RELIEF.” 2018. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 19, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=35928.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

MARTELLO, VITOR GABRIEL RIVAS. “[en] PRE-FOMC ANNOUNCEMENT RELIEF.” 2018. Web. 19 Oct 2020.

Vancouver:

MARTELLO VGR. [en] PRE-FOMC ANNOUNCEMENT RELIEF. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. [cited 2020 Oct 19]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=35928.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

MARTELLO VGR. [en] PRE-FOMC ANNOUNCEMENT RELIEF. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=35928

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.