๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Macroeconomic News and Stock Returns in the United States and Germany

โœ Scribed by Norbert Funke; Akimi Matsuda


Book ID
111062258
Publisher
John Wiley and Sons
Year
2006
Tongue
English
Weight
135 KB
Volume
7
Category
Article
ISSN
1465-6485

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โœ Bradley T. Ewing ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 114 KB

## Abstract This research is concerned with the response of the NASDAQ Financial 100 index to macroeconomic news. The paper employs the newly developed technique of **__generalized__** impulse response analysis to examine how macroeconomic shocks affect the performance of the financial sector. The