Linear and nonlinear intraday causalities in response to U.S. macroeconomic news announcements: Evidence from Central Europe
The main goal of this paper is to analyze the information flow on and between the three stock markets in Frankfurt, Vienna, and Warsaw. These markets are rather different, since the capitalization of the Frankfurt Stock Exchange (FSE) is about ten times greater than that of the Warsaw Stock Exchange...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
AGH UNIVERSITY PRESS
2016-12-01
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| Series: | Managerial Economics |
| Online Access: | https://www.exeley.com/exeley/journals/managerial_economics/17/2/pdf/10.7494_manage.2016.17.2.217.pdf |
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