Macroeconomic news effects in commodity futures and German stock and bond futures markets - Livres de poche
2001, ISBN: 9783899368925
[ED: Taschenbuch], [PU: Josef Eul Verlag GmbH], Neuware - A well-known concept in modern capital market theory is that only systematic risk factors affect security prices. Macroeconomic a… Plus…
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ISBN: 9783899368925
A well-known concept in modern capital market theory is that only systematic risk factors affect security prices. Macroeconomic announcements are among the most important news for financi… Plus…
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Macroeconomic news effects in commodity futures and German stock and bond futures markets - Livres de poche
ISBN: 9783899368925
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Macroeconomic news effects in commodity futures and German stock and bond futures markets - Livres de poche
2010, ISBN: 9783899368925
[ED: Kartoniert / Broschiert], [PU: Eul, Josef, Verlag GmbH], Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Über den AutorHe Huang s… Plus…
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Macroeconomic news effects in commodity futures and German stock and bond futures markets - Livres de poche
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Macroeconomic news effects in commodity futures and German stock and bond futures markets - Livres de poche
2001, ISBN: 9783899368925
[ED: Taschenbuch], [PU: Josef Eul Verlag GmbH], Neuware - A well-known concept in modern capital market theory is that only systematic risk factors affect security prices. Macroeconomic a… Plus…
ISBN: 9783899368925
A well-known concept in modern capital market theory is that only systematic risk factors affect security prices. Macroeconomic announcements are among the most important news for financi… Plus…
Macroeconomic news effects in commodity futures and German stock and bond futures markets - Livres de poche
ISBN: 9783899368925
Paperback, [PU: Josef Eul Verlag Gmbh], A well-known concept in modern capital market theory is that only systematic risk factors affect security prices. Macroeconomic announcements are a… Plus…
Macroeconomic news effects in commodity futures and German stock and bond futures markets - Livres de poche
2010, ISBN: 9783899368925
[ED: Kartoniert / Broschiert], [PU: Eul, Josef, Verlag GmbH], Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Über den AutorHe Huang s… Plus…
Macroeconomic news effects in commodity futures and German stock and bond futures markets - Livres de poche
ISBN: 3899368924
Macroeconomic news effects in commodity futures and German stock and bond futures markets ab 55 € als Taschenbuch: . Aus dem Bereich: Bücher, Wissenschaft, Wirtschaftswissenschaft, Medien… Plus…
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Informations détaillées sur le livre - Macroeconomic news effects in commodity futures and German stock and bond futures markets He Huang Author
EAN (ISBN-13): 9783899368925
ISBN (ISBN-10): 3899368924
Livre de poche
Date de parution: 2010
Editeur: Josef Eul Verlag GmbH Core >1
220 Pages
Poids: 0,319 kg
Langue: eng/Englisch
Livre dans la base de données depuis 2010-03-18T11:06:46+01:00 (Zurich)
Page de détail modifiée en dernier sur 2022-10-11T21:21:00+02:00 (Zurich)
ISBN/EAN: 3899368924
ISBN - Autres types d'écriture:
3-89936-892-4, 978-3-89936-892-5
Autres types d'écriture et termes associés:
Auteur du livre: huang, price
Titre du livre: news, german, bond, effects
Données de l'éditeur
Auteur: He Huang
Titre: Finanzierung, Kapitalmarkt und Banken; Macroeconomic news effects in commodity futures and German stock and bond futures markets
Editeur: Josef Eul Verlag
200 Pages
Date de parution: 2010-03-16
Langue: Anglais
55,00 € (DE)
56,60 € (AT)
91,00 CHF (CH)
Not available, publisher indicates OP
BC; PB; Hardcover, Softcover / Wirtschaft/Betriebswirtschaft; Betriebswirtschaft und Management; Futures markets; cross-border information flow; Deutscher Aktienmarkt; Makroökonomie; Macroeconomic news effects; German stock market
A well-known concept in modern capital market theory is that only systematic risk factors affect security prices. Macroeconomic announcements are among the most important news for financial markets because the state of the economy is a prime candidate for such a source of non-diversifiable risk. This book investigates the effects of US macroeconomic news on three financial markets that have received less attention in the literature so far. The markets of interest are the commodity futures market, the German stock index futures market, and the German bond futures market. I investigate not only price effects, but also liquidity effects as well as the channels of cross-border information flow. I find that commodity markets as well as international stock and bond markets are likewise affected by the release of US macroeconomic news. The strength of the commodity price response depends on the state of the economy and news about the US economy is more important for German stock markets than domestic economic news. For an investor in any of these markets, this book provides valuable information on how to adjust his trading strategies around the release of macroeconomic news. Moreover, my findings contribute to the understanding of cross-border information flow. First, I find that both domestic and foreign economic news induce significant price and liquidity effects. Second, I find that there are two important channels of information transmission for foreign news: the direct response to the news and the indirect response to the foreign response to the news.< pour archiver...