1. Do REITs Hedge against Inflation? Evidence from an African Emerging Market. (2021). Chiwuzie, Augustina ; Oyedokun, Tunbosun Biodun ; Amidu, Abdul-Rasheed ; Gbadegesin, Job Taiwo ; Dabara, Daniel Ibrahim.
   In: AfRES.
   RePEc:afr:wpaper:2021-033.

   Full description at Econpapers || Download paper

2. Revisiting the Anomalous Relationship between Inflation and Real Estate Investment Trust Returns in Presence of Structural Breaks: Empirical Evidence from the USA and the UK. (2020). Sarkar, Nityananda ; Das, Mahamitra.
   In: International Journal of Economics and Financial Issues.
   RePEc:eco:journ1:2020-01-31.

   Full description at Econpapers || Download paper

3. The Effect of Economic and Fundamental Factors on the Australian Property Performance. (2019). Hasan, Mohammad Zahid ; Tarazi, Ramzi.
   In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
   RePEc:usm:journl:aamjaf01502_155-184.

   Full description at Econpapers || Download paper

4. On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Risse, Marian.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:30:y:2019:i:c:p:160-169.

   Full description at Econpapers || Download paper

5. Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?. (2018). Guidolin, Massimo ; Bianchi, Daniele ; Ravazzolo, Francesco.
   In: Journal of Financial Econometrics.
   RePEc:oup:jfinec:v:16:y:2018:i:1:p:34-62..

   Full description at Econpapers || Download paper

6. Do house prices hedge inflation in the US? A quantile cointegration approach. (2018). Wohar, Mark ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:54:y:2018:i:c:p:15-26.

   Full description at Econpapers || Download paper

7. Low‐frequency volatility of real estate securities and macroeconomic risk. (2018). Lee, Chyi Lin ; Stevenson, Simon.
   In: Accounting and Finance.
   RePEc:bla:acctfi:v:58:y:2018:i:s1:p:311-342.

   Full description at Econpapers || Download paper

8. Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach. (2017). Wohar, Mark ; GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy.
   In: Working Papers.
   RePEc:pre:wpaper:201707.

   Full description at Econpapers || Download paper

9. The Role of Macroeconomic Variables in the Islamic Real Estate Investment Trusts (I-REIT) Market in Malaysia. (2017). Mohd, Mohd Yahya ; Gan, Pei-Tha ; Razak, Azila Abdul ; Muhammad, Fidlizan.
   In: International Journal of Academic Research in Business and Social Sciences.
   RePEc:hur:ijarbs:v:7:y:2017:i:4:p:911-926.

   Full description at Econpapers || Download paper

10. Does REIT index hedge inflation risk? New evidence from the tail quantile dependences of the Markov-switching GRG copula. (2017). Chang, Kuang-Liang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:39:y:2017:i:c:p:56-67.

    Full description at Econpapers || Download paper

11. Unexpected Inflation, Capital Structure, and Real Risk-adjusted Firm Performance. (2017). Alcock, Jamie ; Steiner, Eva.
    In: Abacus.
    RePEc:bla:abacus:v:53:y:2017:i:2:p:273-298.

    Full description at Econpapers || Download paper

12. On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees. (2016). Risse, Marian ; Pierdzioch, Christian ; GUPTA, RANGAN ; Nyakabawo, Wendy.
    In: Working Papers.
    RePEc:pre:wpaper:201677.

    Full description at Econpapers || Download paper

13. Dissecting the 2007-2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?. (2016). Ravazzolo, Francesco ; Guidolin, Massimo ; Bianchi, Daniele.
    In: Working Papers.
    RePEc:igi:igierp:567.

    Full description at Econpapers || Download paper

14. Facts or fates of investors losses during crises? Evidence from REIT-stock volatility and tail dependence structures. (2016). Huang, Meichi ; Wu, Chang-Che ; Liu, Shih-Min .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:42:y:2016:i:c:p:54-71.

    Full description at Econpapers || Download paper

15. What do scientists know about inflation hedging?. (2015). Arnold, Stephan ; Auer, Benjamin R.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:34:y:2015:i:c:p:187-214.

    Full description at Econpapers || Download paper

16. Threshold Effects in the Relationships of REITs and Other Financial Securities in Developed Countries. (2015). Lin, Hui-Na ; Lee, Wo-Chiang.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2015:p:426-438.

    Full description at Econpapers || Download paper

17. Does Inflation Illusion Explain the Relation between REITs and Inflation?. (2013). Hong, Gwangheon ; Lee, Bong .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:47:y:2013:i:1:p:123-151.

    Full description at Econpapers || Download paper

18. Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?. (2013). Ravazzolo, Francesco ; Guidolin, Massimo ; Bianchi, Daniele.
    In: Working Paper.
    RePEc:bno:worpap:2013_22.

    Full description at Econpapers || Download paper

19. Public Information, REIT Responses, Size, Leverage, and Focus. (2012). Chatrath, Arjun ; Ramchander, Sanjay ; Christie-David, Rohan A..
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:34:n:4:2012:p:463-514.

    Full description at Econpapers || Download paper

20. Do European real estate stocks hedge inflation? Evidence from developed and emerging markets. (2012). Lee, Chyi Lin.
    In: ERES.
    RePEc:arz:wpaper:eres2012_155.

    Full description at Econpapers || Download paper

21. U.S. Monetary Policy Surprises and International Securitized Real Estate Markets. (2011). Yang, Jian ; Xu, Pisun .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:43:y:2011:i:4:p:459-490.

    Full description at Econpapers || Download paper

22. Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock. (2011). Leung, Charles ; Chen, Nan-Kuang ; Chang, Kuang-Liang.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:43:y:2011:i:1:p:221-257.

    Full description at Econpapers || Download paper

23. The links between property and the economy -- evidence from the British and German markets. (2009). Sebastian, Steffen.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:26:y:2009:i:2:p:171-191.

    Full description at Econpapers || Download paper

24. Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock. (2009). Leung, Charles ; Chen, Nan-Kuang ; Chang, Kuang-Liang ; Leung, Charles Ka Yui, .
    In: MPRA Paper.
    RePEc:pra:mprapa:23514.

    Full description at Econpapers || Download paper

25. Investor Sentiment and REIT Returns. (2009). Yung, Kenneth ; Rahman, Hamid ; Lin, Crystal .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:39:y:2009:i:4:p:450-471.

    Full description at Econpapers || Download paper

26. Inflation-hedging Behavior of a Securitized Real Estate Market. (2009). Liu, Wei-han ; Zhou, Zhefang .
    In: International Real Estate Review.
    RePEc:ire:issued:v:12:n:03:2009:p:221-251.

    Full description at Econpapers || Download paper

1. Almeida, A., Goodhart, C., & Payne, R. (1998). The effects of macroeconomic news on high-frequency exchange rate behavior. Journal of Financial and Quantitative Analysis, 33, 383–408.

2. Andersen, T., Bollerslev, T., Diebold, F., & Vega, C. (2003). Real-time price discovery in stock, bond and foreign exchange markets. Working Paper, Penn Institute for Economic Research, University of Pennsylvania.

3. Balduzzi, P., Elton, E., & Green, T. (2001). Economic news and bond prices: Evidence from the U.S. Treasury Market. Journal of Financial and Quantitative Analysis, 16, 131–145.

4. Baltagi, B. (1995). Econometric analysis of panel data. New York: Wiley.

5. Batten, D., & Thornton, D. (1984). Discount rate change and the foreign exchange market. Journal of International Money and Finance, 67, 22–30.

6. Brueggeman, W., Chen, A., & Thibodeau, T. (1984). Real estate investment funds: Performance and portfolio considerations. Journal of American Real Estate and Urban Economics Association, 13, 333–354.

7. Chan, K. C., Hendershott, P., & Sanders, A. B. (1990). Risk and return on real estate: Evidence from equity REITs. Journal of American Real Estate and Urban Economics Association, 18, 431–452.

8. Chatrath, A., & Liang, Y. (1998). REITs and inflation: A long-run perspective. Journal of Real Estate Research, 16, 311–325.

9. Chen, K., & Tzang, D. (1988). Interest-rate sensitivity of real estate investment trusts. Journal of Real Estate Research, 3, 13–22.

10. Cook, T., & Hahn, T. (1988). The information content of discount rate announcements and their effect on market interest rates. Journal of Money, Credit and Banking, 20, 167–180.

11. Ewing, B., & Payne, J. (2005). The response of real estate investment trust returns to macroeconomic shocks. Journal of Business Research, 58(3), 293–300.

12. Fama, E. (1975). Short-term interest rates as predictors of inflation. American Economic Review, 65, 269–282.

13. Fama, E., & Schwert, W. (1977). Asset returns and inflation. Journal of Financial Economics, 5, 115–146.

14. Glascock, J., Lu, C., & So, R. (2002). REIT returns and inflation: Perverse or reverse causality effects? Journal of Real Estate Finance and Economics, 24, 301–317.

15. Goodfriend, M. (1991). Interest rates and the conduct of monetary policy. Carnegie-Rochester Conference Series on Public Policy.

16. Gyourko, J., & Linneman, P. (1988). Owner-occupied homes, income-producing real property, and REITs as inflation hedges. Journal of Real Estate Finance and Economics, 1, 347–372.
    Paper not yet in RePEc: Add citation now
    

17. Hakkio, C., & Pearce, D. (1992). Discount rate policy under alternative operating procedures: An empirical investigation. International Review of Economics and Finance, 1, 55–72.

18. Hartzell, D., Heckman, J., & Miles, M. (1987). Real estate returns and inflation. Journal of American Real Estate and Urban Economics Association, 15, 617–637.

19. Ibbotson, R., & Siegel, L. (1984). Real estate returns: A comparison with other investments. Journal of American Real Estate and Urban Economics Association, 12, 219–242.

20. Jensen, G., Mercer, J., & Johnson, R. (1996). Business conditions, monetary policy and expected security returns. Journal of Financial Economics, 40, 213–327.

21. Johnston, J. (1972). Econometric methods. New York: McGraw-Hill.
    Paper not yet in RePEc: Add citation now
    

22. Laurent, R. (1988). An interest rate based indicator of monetary policy: Economic perspectives. Federal Reserve Bank of Chicago, 12, 3–14.

23. Madura, J., & Schnusenberg, O. (2000). Effect of federal reserve policies on bank equity returns. Journal of Financial Research, 23, 421–447.

24. McQueen, G., & Roley, V. (1993). Stock prices, news, and business conditions. Review of Financial Studies, 6, 683–707.

25. Miles, M., & Mahoney, J. (1997). Is commercial real estate an inflation hedge. Real Estate Finance, 13, 31–45.
    Paper not yet in RePEc: Add citation now
    

26. Moulton, B. R. (1986). Random group effects and the precision of regression estimates. Journal of Econometrics, 32, 385–397.

27. Moulton, B. R. (1987). Diagnostics for group effects in regression analysis. Journal of Business and Economic Statistics, 5, 275–282.

28. Murphy, J., & Kleiman, R. (1989). The inflation-hedging characteristics of equity rEITs: An empirical study. Quarterly Review of Economics and Business, 29, 95–101.
    Paper not yet in RePEc: Add citation now
    
29. Park, J. Y., Mullineaux, D., & Chew, I. (1990). Are REITs inflation hedges? Journal of Real Estate Finance and Economics, 3, 91–103.
    Paper not yet in RePEc: Add citation now
    

30. Rubens, J., Bond, M., & Webb, J. (1989). The inflation-hedging effectiveness of real estate. Journal of Real Estate Research, 4, 45–56.

31. Simpson, M., & Ramchander, S. (2004). An examination of the impact of macroeconomic news on the spot and futures treasuries markets. Journal of Futures Markets, 24, 453–478.
    Paper not yet in RePEc: Add citation now
    

32. White, H. (1980). A heteroskedasticity-consistent covariance matrix and a direct test for heteroskedasticity. Econometrica, 48, 817–838.

33. Yobaccio, E., Rubens, J., & Ketcham, D. (1995). The inflation-hedging properties of risk assets: The case of REITs. Journal of Real Estate Research, 10, 279–296.

1. Unconventional monetary policy had large international effects. (2015). Neely, Christopher.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:52:y:2015:i:c:p:101-111.

   Full description at Econpapers || Download paper

2. Irrationality or efficiency of macroeconomic survey forecasts? Implications from the anchoring bias test. (2011). Hess, Dieter ; Orbe, Sebastian .
   In: CFR Working Papers.
   RePEc:zbw:cfrwps:1113.

   Full description at Econpapers || Download paper

3. Does FOMC news increase global FX trading?. (2011). Ranaldo, Angelo ; Fischer, Andreas.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:35:y:2011:i:11:p:2965-2973.

   Full description at Econpapers || Download paper

4. The large scale asset purchases had large international effects. (2010). Neely, Christopher.
   In: Working Papers.
   RePEc:fip:fedlwp:2010-018.

   Full description at Econpapers || Download paper

5. Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates. (2010). Wu, Thomas ; Hutchison, Michael ; Fatum, Rasmus.
   In: Globalization Institute Working Papers.
   RePEc:fip:feddgw:49.

   Full description at Econpapers || Download paper

6. Does foreign exchange reserve decumulation lead to currency appreciation?. (2010). Fatum, Rasmus ; Dominguez, Kathryn ; Kathryn M. E. Dominguez, ; VACEK, PAVEL .
   In: Globalization Institute Working Papers.
   RePEc:fip:feddgw:48.

   Full description at Econpapers || Download paper

7. The electronic trading systems and bid-ask spreads in the foreign exchange market. (2010). Ding, Liang ; Hiltrop, Jonas .
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:20:y:2010:i:4:p:323-345.

   Full description at Econpapers || Download paper

8. Monthly pass-through ratios. (2010). Fischer, Andreas ; Amstad, Marlene.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:34:y:2010:i:7:p:1202-1213.

   Full description at Econpapers || Download paper

9. Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market. (2009). Pinter, Klara ; Frömmel, Michael ; Norbert Kiss M., ; Frommel, Michael.
   In: MNB Working Papers.
   RePEc:mnb:wpaper:2009/3.

   Full description at Econpapers || Download paper

10. Real-time effects of central bank intervention in the euro market. (2009). Fatum, Rasmus ; Pedersen, Jesper .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:78:y:2009:i:1:p:11-20.

    Full description at Econpapers || Download paper

11. Bank of England Interest Rate Announcements and the Foreign Exchange Market. (2009). Taylor, Mark ; Saborowski, Christian ; Sager, Michael ; Melvin, Michael.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2613.

    Full description at Econpapers || Download paper

12. Does FOMC News Increase Global FX Trading?. (2008). Ranaldo, Angelo ; Fischer, Andreas.
    In: Working Papers.
    RePEc:snb:snbwpa:2008-09.

    Full description at Econpapers || Download paper

13. How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data. (2008). Tsutsui, Yoshiro ; Hirayama, Kenjiro.
    In: Discussion Papers in Economics and Business.
    RePEc:osk:wpaper:0832.

    Full description at Econpapers || Download paper

14. Macroeconomic News, Business Cycles and Australian Financial Markets. (2008). .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:15:y:2008:i:3:p:185-207.

    Full description at Econpapers || Download paper

15. Price Adjustment to News with Uncertain Precision. (2008). Hautsch, Nikolaus ; Muller, Christoph ; Hess, Dieter .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2008-025.

    Full description at Econpapers || Download paper

16. Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies. (2008). Wu, Liuren ; Bakshi, Gurdip ; Carr, Peter.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:87:y:2008:i:1:p:132-156.

    Full description at Econpapers || Download paper

17. Forecasting foreign exchange rates using idiosyncratic volatility. (2008). Guo, Hui ; Savickas, Robert .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:7:p:1322-1332.

    Full description at Econpapers || Download paper

18. Intraday effects of macroeconomic shocks on the US Dollar-Euro exchange rates. (2008). Han, YoungWook .
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:20:y:2008:i:4:p:585-600.

    Full description at Econpapers || Download paper

19. Does FOMC News Increase Global FX Trading?. (2008). Ranaldo, Angelo ; Fischer, Andreas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6753.

    Full description at Econpapers || Download paper

20. The Influence of Actual and Unrequited Interventions. (2007). Dominguez, Kathryn ; Panthaki, Freyan ; Kathryn M. E. Dominguez, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12953.

    Full description at Econpapers || Download paper

21. The Influence of Actual and Unrequited Interventions. (2007). Dominguez, Kathryn ; Panthaki, Freyan ; Kathryn M. E. Dominguez, .
    In: Working Papers.
    RePEc:mie:wpaper:561.

    Full description at Econpapers || Download paper

22. Deregulation, news releases, and price discovery. (2007). Moore, William ; Christie-David, Rohan ; Chen, Manfen .
    In: Journal of Regulatory Economics.
    RePEc:kap:regeco:v:31:y:2007:i:3:p:289-312.

    Full description at Econpapers || Download paper

23. The Asymmetric Response of Equity REIT Returns to Inflation. (2007). Ramchander, Sanjay ; Simpson, Marc ; Webb, James.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:34:y:2007:i:4:p:513-529.

    Full description at Econpapers || Download paper

24. The Ties that Bind; Measuring International Bond Spillovers Using Inflation-Indexed Bond Yields. (2007). Bayoumi, Tamim ; Swiston, Andrew J.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2007/128.

    Full description at Econpapers || Download paper

25. The influence of actual and unrequited interventions. (2007). Dominguez, Kathryn ; Panthaki, Freyan ; Kathryn M. E. Dominguez, .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:12:y:2007:i:2:p:171-200.

    Full description at Econpapers || Download paper

26. The Impact of Macroeconomic News on Exchange Rate Volatility. (2007). Laakkonen, Helinä.
    In: Finnish Economic Papers.
    RePEc:fep:journl:v:20:y:2007:i:1:p:23-40.

    Full description at Econpapers || Download paper

27. Macroeconomic news and exchange rates. (2007). Pearce, Douglas ; Solakoglu, Nihat M..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:17:y:2007:i:4:p:307-325.

    Full description at Econpapers || Download paper

28. International capital asset pricing: Evidence from options. (2007). Wu, Liuren ; Mo, Henry.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:14:y:2007:i:4:p:465-498.

    Full description at Econpapers || Download paper

29. Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets. (2006). Kräussl, Roman ; Canto, Bea ; Kraussl, Roman.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200625.

    Full description at Econpapers || Download paper

30. Idiosyncratic volatility, economic fundamentals, and foreign exchange rates. (2006). Guo, Hui.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-025.

    Full description at Econpapers || Download paper

31. The tick/volatility ratio as a determinant of the compass rose pattern. (2005). Lee, Chun ; Gleason, Kimberly ; Mathur, Ike.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:11:y:2005:i:2:p:93-109.

    Full description at Econpapers || Download paper

32. Shock Identification of Macroeconomic Forecasts based on Daily Panels. (2005). Fischer, Andreas ; Amstad, Marlene.
    In: Working Papers.
    RePEc:szg:worpap:0502.

    Full description at Econpapers || Download paper

33. What Defines News in Foreign Exchange Markets?. (2005). Dominguez, Kathryn ; Panthaki, Freyan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11769.

    Full description at Econpapers || Download paper

34. What Defines News in Foreign Exchange Markets. (2005). Dominguez, Kathryn ; Panthaki, Freyan.
    In: Working Papers.
    RePEc:mie:wpaper:547.

    Full description at Econpapers || Download paper

35. Shock identification of macroeconomic forecasts based on daily panels. (2005). Fischer, Andreas ; Amstad, Marlene.
    In: Staff Reports.
    RePEc:fip:fednsr:206.

    Full description at Econpapers || Download paper

36. Shock Identification of Macroeconomic Forecasts Based on Daily Panels. (2005). Fischer, Andreas ; Amstad, Marlene.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5008.

    Full description at Econpapers || Download paper

37. The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market. (2004). Wright, Jonathan ; Chaboud, Alain P. ; Chernenko, Sergey ; Raj S. Krishnasami Iyer, ; Howorka, Edward ; Liu, David .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:823.

    Full description at Econpapers || Download paper

38. Exchange rates and fundamentals: new evidence from real-time data. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004365.

    Full description at Econpapers || Download paper

39. Determinants of the relative price impact of unanticipated information in US macroeconomic releases. (2003). Hess, Dieter .
    In: Frankfurt School - Working Paper Series.
    RePEc:zbw:fsfmwp:46.

    Full description at Econpapers || Download paper

40. News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media. (2003). Schuster, Thomas.
    In: Finance.
    RePEc:wpa:wuwpfi:0305009.

    Full description at Econpapers || Download paper

41. The Italian Overnight Market: Microstructure Effects, the Martingale Hypothesis and the Payment System. (2003). Renò, Roberto ; Impenna, Claudio ; Barucci, Emilio.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:24.

    Full description at Econpapers || Download paper

42. When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?. (2003). Dominguez, Kathryn ; Kathryn M. E. Dominguez, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9875.

    Full description at Econpapers || Download paper

43. When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?. (2003). Dominguez, Kathryn ; Kathryn M. E. Dominguez, .
    In: Working Papers.
    RePEc:mie:wpaper:506.

    Full description at Econpapers || Download paper

44. The high-frequency response of exchange rates and interest rates to macroeconomic announcements. (2003). Wright, Jonathan ; Wang, Shing-Yi ; Rogers, John ; Faust, Jon.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:784.

    Full description at Econpapers || Download paper

45. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2003). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
    In: American Economic Review.
    RePEc:aea:aecrev:v:93:y:2003:i:1:p:38-62.

    Full description at Econpapers || Download paper

46. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange?. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:02-23.

    Full description at Econpapers || Download paper

47. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Anderson, Torben G..
    In: Working Papers.
    RePEc:ecl:upafin:02-1.

    Full description at Econpapers || Download paper

48. Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases. (2001). Podpiera, Richard.
    In: Finance.
    RePEc:wpa:wuwpfi:0012005.

    Full description at Econpapers || Download paper

49. Do macroeconomics news releases affect gold and silver prices?. (2000). Chaudhry, Mukesh ; Koch, Timothy W. ; Christie-David, Rohan .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:52:y:2000:i:5:p:405-421.

    Full description at Econpapers || Download paper

50. Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases. (2000). Podpiera, Richard.
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp156.

    Full description at Econpapers || Download paper

Report date: 2025-02-22 23:57:22 || Missing content? Let us know