The book proposes an innovative taxonomy of news affecting exchange rates. It establishes a metrics for the impact on exchange rate movements. In doing so it provides the first results of an ongoing research activity on the economic, financial and non-financial determinants of infra-daily fluctuations of exchange rates, whose ultimate goal is to explain the formation of market sentiment on one particular currency and the way it changes over time in response to the accumulation of new information. The authors provide a detailed description of the selection criteria of the news and how it impacts exchange rates. [...]
News and Exchange rate Dynamics
TIVEGNA, Massimo;
2004-01-01
Abstract
The book proposes an innovative taxonomy of news affecting exchange rates. It establishes a metrics for the impact on exchange rate movements. In doing so it provides the first results of an ongoing research activity on the economic, financial and non-financial determinants of infra-daily fluctuations of exchange rates, whose ultimate goal is to explain the formation of market sentiment on one particular currency and the way it changes over time in response to the accumulation of new information. The authors provide a detailed description of the selection criteria of the news and how it impacts exchange rates. [...]File in questo prodotto:
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