Macroeconomic news announcement effects in financial markets
The interdependence between financial markets and economic fundamentals has formed an important part of financial economics research for many years including the asset pricing, market microstructure and financial econometrics literatures. This thesis contributes to these areas by investigating the i...
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Swansea University
2007
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.752060 |