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The impact of news on the exchange rate of the lira and long-term interest rates
15 references·16 citing·44 second hop
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this work references cited by second hop

References

  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
  • 1993How Markets Process Information: News Releases and Volatility970 cited
  • 1994Chapter 49 Arch models880 cited
  • 1993Stock Prices, News, and Business Conditions675 cited
  • 1994The Impact of Public Information on the Stock Market549 cited
  • 1998The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior302 cited
  • 1996Political Risk in Emerging and Developed Markets300 cited
  • 1996The Creation and Resolution of Market Uncertainty: The Impact of Information Releases on Implied Volatility268 cited
  • 1996Capital Flows and Macroeconomic Management: Tequila Lessons238 cited
  • 1988Economic news, exchange rates and interest rates212 cited
  • 1998Financial Market Contagion in the Asian Crisis202 cited
  • 1999Financial Market Contagion in the Asian Crisis184 cited
  • 1993Stock prices, news, and business conditions153 cited
  • 1998Permanent, Temporary, and Non-Fundamental Components of Stock Prices122 cited

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Cited by

  • 2007Measurement of Income Distribution in Supranational Entities: The Case of the European Union197 cited
  • 2006Skill Dispersion and Firm Productivity: An Analysis with Employer-Employee Matched Data137 cited
  • 2006Determinants of Long-Run Regional Productivity: The Role of R&D, Human Capital and Public Infrastructure120 cited
  • 2007Employment, Innovation, and Productivity: Evidence from Italian Microdata119 cited
  • 2006Bank Profitability and the Business Cycle98 cited
  • 2004Il pilastro privato del sistema previdenziale. Il caso del Regno Unito93 cited
  • 2008Macroeconomic uncertainty and banks’ lending decisions: the case of Italy89 cited
  • 2006The Private and Social Return to Schooling in Italy87 cited
  • 2003Cost efficiency in the retail payment networks: first evidence from the Italian credit card system83 cited
  • 2006Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premiums72 cited
  • 2011Does Market Transparency Matter? A Case Study69 cited
  • 2015On quantitative easing and high frequency exchange rate dynamics57 cited
  • 2006Macroeconomic news and exchange rates54 cited
  • 2003Gaussian inference on certain long-range dependent volatility models50 cited
  • 2006Do Market-Based Indicators Anticipate Rating Agencies? Evidence for International Banks41 cited
  • 2021Economic Modelling at thirty-five: A retrospective bibliometric survey39 cited