1. The Relevance of the Market and News Direction When Analyzing the Inflation News Impact on the US Stock Market. (2018). Jareño, Francisco ; del Camino, M ; Tolentino, Marta ; Jareo, Francisco.
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2. Econophysics and Capital Asset Pricing. (2017). Chen, James Ming.
   In: Quantitative Perspectives on Behavioral Economics and Finance.
   RePEc:pal:qpobef:978-3-319-63465-4.

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3. THE EFFECTS OF LABOR MARKET NEWS ON INTERNATIONAL FINANCIAL MARKETS. (2016). Lupu, Radu ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir.
   In: Romanian Economic Business Review.
   RePEc:rau:journl:v:11:y:2016:i:2:p:207-215.

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4. Exchange rates and monetary policy. (2015). Tang, Jenny ; Stavrakeva, Vania .
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5. Transmission of sovereign risk in the Euro crisis. (2015). Sauré, Philip ; Brutti, Filippo ; Saure, Philip.
   In: Journal of International Economics.
   RePEc:eee:inecon:v:97:y:2015:i:2:p:231-248.

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6. On the impact of macroeconomic news surprises on Treasury-bond yields. (2014). Mignon, Valérie ; El Ouadghiri, Imane ; Boitout, Nicolas.
   In: EconomiX Working Papers.
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7. Exchange rate determination and dynamics in China: A market microstructure analysis. (2013). Zhang, Zhichao ; Chau, Frankie .
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:29:y:2013:i:c:p:303-316.

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8. Vliv zveřejněných informací na výnosovou křivku. (2007). Pikora, Vladimir .
   In: Politická ekonomie.
   RePEc:prg:jnlpol:v:2007:y:2007:i:6:id:625:p:809-828.

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9. The Impact Of Economic News On Financial Markets. (2007). Parker, John .
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10. Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System. (2006). Ito, Takatoshi ; Hashimoto, Yuko .
    In: NBER Working Papers.
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11. Resolving Macroeconomic Uncertainty in Stock and Bond Markets. (2006). Beber, Alessandro ; Brandt, Michael W..
    In: NBER Working Papers.
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12. The effect of the MNB’s communication on financial markets. (2006). Pinter, Klara ; Gábriel, Péter.
    In: MNB Working Papers.
    RePEc:mnb:wpaper:2006/9.

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13. Intraday Linkages Across International Equity Markets. (2006). Harju, Kari ; Hussain, Syed Mujahid.
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14. Intraday Seasonalities and Macroeconomic News Announcements. (2006). Harju, Kari ; Hussain, Mujahid.
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15. Idiosyncratic volatility, economic fundamentals, and foreign exchange rates. (2006). Guo, Hui.
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    RePEc:fip:fedlwp:2005-025.

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16. Global asset prices and FOMC announcements. (2006). Wongswan, Jon ; Hausman, Joshua.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:886.

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17. What drives volatility persistence in the foreign exchange market?. (2006). Hjalmarsson, Erik ; Berger, David ; Chaboud, Alain ; Howorka, Edward.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:862.

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18. Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data. (2006). Wright, Jonathan ; Chaboud, Alain P. ; Chernenko, Sergey V. ; Iyer, Raj S. ; Howorka, Edward ; Berger, David W. ; Liu, David .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:830.

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19. Realized jumps on financial markets and predicting credit spreads. (2006). Zhou, Hao ; Tauchen, George.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2006-35.

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20. Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden. (2006). Swanson, Eric ; Levin, Andrew ; Gürkaynak, Refet.
    In: Working Paper Series.
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21. Which news moves the euro area bond market?. (2006). Sebestyén, Szabolcs ; Sebestyen, Szabolcs ; Hansen, Lars Jul ; Andersson, Magnus.
    In: Working Paper Series.
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22. Study of the dollar-euro exchange rate. (2006). Ario, Miguel A. ; Canela, Miguel A..
    In: IESE Research Papers.
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23. Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden. (2006). Swanson, Eric ; Levin, Andrew ; Gürkaynak, Refet ; Gurkaynak, Refet S..
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24. Asymmetric Information in the Stock Market: Economic News and Co-movement. (2006). Vega, Clara ; Albuquerque, Rui.
    In: CEPR Discussion Papers.
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25. A Market Microstructure Analysis of Foreign Exchange Intervention. (2006). Vitale, Paolo.
    In: CEPR Discussion Papers.
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26. Shock Identification of Macroeconomic Forecasts based on Daily Panels. (2005). Fischer, Andreas ; Amstad, Marlene.
    In: Working Papers.
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27. Fundamental and Nonfundamental Factors in the Euro/U.S. Dollar Market in 2002 and 2003. (2005). Moser, Gabriel ; Unger, Renate ; Haushofer, Hannes.
    In: Monetary Policy & the Economy.
    RePEc:onb:oenbmp:y:2005:i:1:b:4.

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28. Variation, jumps, market frictions and high frequency data in financial econometrics. (2005). Shephard, Neil ; Barndorff-Nielsen, Ole.
    In: Economics Papers.
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29. Establishing Credibility: Evolving Perceptions of the European Central Bank. (2005). Klein, Michael ; Goldberg, Linda.
    In: NBER Working Papers.
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30. What Defines News in Foreign Exchange Markets?. (2005). Dominguez, Kathryn ; Panthaki, Freyan.
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31. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission. (2005). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
    In: NBER Working Papers.
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32. Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting. (2005). Lyons, Richard ; Evans, Martin.
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33. Do Currency Markets Absorb News Quickly?. (2005). Lyons, Richard ; Evans, Martin.
    In: NBER Working Papers.
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34. Establishing Credibility: Evolving Perceptions of the European Central Bank. (2005). Klein, Michael ; Goldberg, Linda.
    In: The Institute for International Integration Studies Discussion Paper Series.
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35. Realized Bond-Stock Correlation: Macroeconomic Announcement Effects. (2005). Ranaldo, Angelo ; Christiansen, Charlotte.
    In: Finance Research Group Working Papers.
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36. Establishing credibility: evolving perceptions of the European Central Bank. (2005). Klein, Michael ; Goldberg, Linda.
    In: Staff Reports.
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37. Shock identification of macroeconomic forecasts based on daily panels. (2005). Fischer, Andreas ; Amstad, Marlene.
    In: Staff Reports.
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38. The response of global equity indexes to U.S. monetary policy announcements. (2005). Wongswan, Jon.
    In: International Finance Discussion Papers.
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39. Were Verbal Efforts to Support the Euro Effective? A High-Frequency Analysis of ECB Statements. (2005). Jansen, David-Jan ; de Haan, Jakob.
    In: DNB Working Papers.
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40. Learning the rules of the new game? Comparing the reactions in financial markets to announcements before and after the Bank of Englands operational independence. (2005). Lasaosa, Ana.
    In: Bank of England working papers.
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41. Exchange rate changes and net positions of speculators in the futures market. (2004). Klitgaard, Thomas ; Weir, Laura.
    In: Economic Policy Review.
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42. 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 .
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43. The consequences of in-work benefit reform in Britain: new evidence from panel data. (2004). van der Klaauw, Wilbert ; Francesconi, Marco.
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44. Exchange rates and fundamentals: new evidence from real-time data. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
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45. Communication and exchange rate policy. (2004). Fratzscher, Marcel.
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46. Taking stock: monetary policy transmission to equity markets. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
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47. Equal size, equal role? Interdependence between the euro area and the United States. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
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48. Volatility regimes and the provisions of liquidity in order book markets. (2004). Giot, Pierre ; Durré, Alain ; Helena, BELTRAN.
    In: Discussion Papers (ECON - Département des Sciences Economiques).
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49. FOREX DEALERS‘ PERSPECTIVES ON EXCHANGE RATE DETERMINATION IN KOREA. (2004). Suh, And Euy-Hoon ; Fane, George ; Ahn, Changmo ; Chang Mo Ahn, .
    In: Economic Papers.
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50. 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.

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51. Econometrics of testing for jumps in financial economics using bipower variation. (2003). Shephard, Neil ; Barndorff-Nielsen, Ole.
    In: Economics Papers.
    RePEc:nuf:econwp:0321.

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52. 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.
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53. How is Macro News Transmitted to Exchange Rates?. (2003). Lyons, Richard ; Evans, Martin.
    In: NBER Working Papers.
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54. What moves sovereign bond markets? The effects of economic news on U.S. and German yields. (2003). Goldberg, Linda ; Leonard, Deborah.
    In: Current Issues in Economics and Finance.
    RePEc:fip:fednci:y:2003:i:sep:n:v.9no.9.

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55. 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.

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56. Transmission of information across international equity markets. (2003). Wongswan, Jon.
    In: International Finance Discussion Papers.
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57. News announcements, market activity and volatility in the Euro/Dollar foreign exchange market. (2003). Bauwens, Luc ; ben Omrane, Walid.
    In: CORE Discussion Papers.
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58. Statements of ECB Officials and their Effect on the Level and Volatility of the Euro-Dollar Exchange Rate. (2003). Jansen, David-Jan ; de Haan, Jakob.
    In: CESifo Working Paper Series.
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59. Parametric and Nonparametric Volatility Measurement. (2002). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
    In: Center for Financial Institutions Working Papers.
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60. Interdependence between the euro area and the US: what role for EMU?. (2002). Fratzscher, Marcel ; Ehrmann, Michael.
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    RePEc:ecb:ecbwps:2002200.

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61. Macro Surprises And Short-Term Behaviour In Bond Futures. (2002). Durenard, Eugene.
    In: CIRANO Working Papers.
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2. Irrationality or efficiency of macroeconomic survey forecasts? Implications from the anchoring bias test. (2011). Hess, Dieter ; Orbe, Sebastian .
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3. Does FOMC news increase global FX trading?. (2011). Ranaldo, Angelo ; Fischer, Andreas.
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4. The large scale asset purchases had large international effects. (2010). Neely, Christopher.
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5. Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates. (2010). Wu, Thomas ; Hutchison, Michael ; Fatum, Rasmus.
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6. Does foreign exchange reserve decumulation lead to currency appreciation?. (2010). Fatum, Rasmus ; Dominguez, Kathryn ; Kathryn M. E. Dominguez, ; VACEK, PAVEL .
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7. The electronic trading systems and bid-ask spreads in the foreign exchange market. (2010). Ding, Liang ; Hiltrop, Jonas .
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8. Monthly pass-through ratios. (2010). Fischer, Andreas ; Amstad, Marlene.
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9. Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market. (2009). Pinter, Klara ; Frömmel, Michael ; Norbert Kiss M., ; Frommel, Michael.
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10. Real-time effects of central bank intervention in the euro market. (2009). Fatum, Rasmus ; Pedersen, Jesper .
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11. Bank of England Interest Rate Announcements and the Foreign Exchange Market. (2009). Taylor, Mark ; Saborowski, Christian ; Sager, Michael ; Melvin, Michael.
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12. Does FOMC News Increase Global FX Trading?. (2008). Ranaldo, Angelo ; Fischer, Andreas.
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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.
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14. Macroeconomic News, Business Cycles and Australian Financial Markets. (2008). .
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15. Price Adjustment to News with Uncertain Precision. (2008). Hautsch, Nikolaus ; Muller, Christoph ; Hess, Dieter .
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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.
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17. Forecasting foreign exchange rates using idiosyncratic volatility. (2008). Guo, Hui ; Savickas, Robert .
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18. Intraday effects of macroeconomic shocks on the US Dollar-Euro exchange rates. (2008). Han, YoungWook .
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19. Does FOMC News Increase Global FX Trading?. (2008). Ranaldo, Angelo ; Fischer, Andreas.
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20. The Influence of Actual and Unrequited Interventions. (2007). Dominguez, Kathryn ; Panthaki, Freyan ; Kathryn M. E. Dominguez, .
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21. The Influence of Actual and Unrequited Interventions. (2007). Dominguez, Kathryn ; Panthaki, Freyan ; Kathryn M. E. Dominguez, .
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22. Deregulation, news releases, and price discovery. (2007). Moore, William ; Christie-David, Rohan ; Chen, Manfen .
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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.
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24. The Ties that Bind; Measuring International Bond Spillovers Using Inflation-Indexed Bond Yields. (2007). Bayoumi, Tamim ; Swiston, Andrew J.
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25. The influence of actual and unrequited interventions. (2007). Dominguez, Kathryn ; Panthaki, Freyan ; Kathryn M. E. Dominguez, .
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26. The Impact of Macroeconomic News on Exchange Rate Volatility. (2007). Laakkonen, Helinä.
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27. Macroeconomic news and exchange rates. (2007). Pearce, Douglas ; Solakoglu, Nihat M..
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28. International capital asset pricing: Evidence from options. (2007). Wu, Liuren ; Mo, Henry.
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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.
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30. Idiosyncratic volatility, economic fundamentals, and foreign exchange rates. (2006). Guo, Hui.
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31. The tick/volatility ratio as a determinant of the compass rose pattern. (2005). Lee, Chun ; Gleason, Kimberly ; Mathur, Ike.
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32. Shock Identification of Macroeconomic Forecasts based on Daily Panels. (2005). Fischer, Andreas ; Amstad, Marlene.
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33. What Defines News in Foreign Exchange Markets?. (2005). Dominguez, Kathryn ; Panthaki, Freyan.
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34. What Defines News in Foreign Exchange Markets. (2005). Dominguez, Kathryn ; Panthaki, Freyan.
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35. Shock identification of macroeconomic forecasts based on daily panels. (2005). Fischer, Andreas ; Amstad, Marlene.
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36. Shock Identification of Macroeconomic Forecasts Based on Daily Panels. (2005). Fischer, Andreas ; Amstad, Marlene.
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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 .
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38. Exchange rates and fundamentals: new evidence from real-time data. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
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39. Determinants of the relative price impact of unanticipated information in US macroeconomic releases. (2003). Hess, Dieter .
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40. News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media. (2003). Schuster, Thomas.
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41. The Italian Overnight Market: Microstructure Effects, the Martingale Hypothesis and the Payment System. (2003). Renò, Roberto ; Impenna, Claudio ; Barucci, Emilio.
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42. When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?. (2003). Dominguez, Kathryn ; Kathryn M. E. Dominguez, .
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43. When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?. (2003). Dominguez, Kathryn ; Kathryn M. E. Dominguez, .
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44. The high-frequency response of exchange rates and interest rates to macroeconomic announcements. (2003). Wright, Jonathan ; Wang, Shing-Yi ; Rogers, John ; Faust, Jon.
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45. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2003). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
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46. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange?. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
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47. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Anderson, Torben G..
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48. Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases. (2001). Podpiera, Richard.
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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.
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50. Efficiency of Financial Markets in Transition: The Case of Macroeconomic Releases. (2000). Podpiera, Richard.
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