Have a personal or library account? Click to login
Reaction of the USD/PLN currency pair exchange rate to the published macroeconomic data Cover

Reaction of the USD/PLN currency pair exchange rate to the published macroeconomic data

Open Access
|Mar 2023

References

  1. Almeida, A., Goodhart, C. & Payne, R. (1998). The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior. Journal of Financial and Quantitative Analysis, 33(2), 383-408.
  2. Andersen, T.G., Bollerslev, T., Diebold, F.X. & Vega C. (2007). Real-time Price Discovery in Global Stock, Bond and Foreign Exchange Markets. Journal of International Economics, 73(3), 258-270.
  3. Andersen, T.G., Bollerslev, T., Diebold, FX. & Vegad, C. (2003). Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. American Economic Review, 93(1), 38-62.
  4. Bieliński, T. (2013). Kurs walutowy i międzynarodowy rynek walutowy. In: Oziewicz E., Michałowski, T. (Ed.). Międzynarodowe stosunki gospodarcze. Warszawa: PWE.
  5. Caruso, A. (2016). The Impact of Macroeconomic news on the Euro-Dollar Exchange Rate. ECARES Working Paper, 32 (1), 28-40.
  6. Devereux, M. & Lane, P. (2003). Understanding Bilateral Exchange Rate Volatility. Journal of International Economics, 60(1), 109-132.
  7. Edison, H.J. (1997). The Reaction of Exchange Rates and Interest Rates to News Releases. International Journal of Finance and Economics, 2(2), 87-100.
  8. Egert, B. & Kocenda, E. (2014). The Impact of Macro News and Central Bank Communication on Emerging European Forex Markets. Economic Systems, 38(1), 73-88.
  9. Harris, E.S. & Zabka, N.M. (1995). The Employment Report and the Dollar. Current Issues in Economics and Finance, 1(8), 1-6.
  10. Insah, B. (2013). Modelling Real Exchange Rate Volatility in a Developing Country. Journal of Economics and Sustainable Development, 4(6), 61-69.
  11. Mirchandani, A. (2013). Analysis of Macroeconomic Determinants of Exchange Rate Volatility in India. International Journal of Economics and Financial Issues, 3(1), 172-179.
  12. Morana, C. (2009). On the Macroeconomic Causes of Exchange Rate Volatility. International Journal of Forecasting, 25(2), 328-350.
  13. Neely, C.J. (2011). A Survey of Announcement Effects on Foreign Exchange Volatility and Jumps. Federal Reserve Bank of St. Louis Review, 93(5), 361-407.
  14. Omrane, W.B. & Savaşer, T. (2016). The Sign Switch Effect of Macroeconomic News in Foreign Exchange Markets. Journal of International Financial Markets. Institutions and Money, 45(2), 96-114.
  15. Oziewicz, E. (2006). Przemiany we współczesnej gospodarce światowej. Warszawa: PWE.
  16. Palley, T. (2013). Financialization: The Economics of Finance Capital Domination. New York: Palgrave Macmillan.
  17. Rubaszek, M. & Serwa, D. (2009). Rynek walutowy i kursy walutowe. In: Marcinkowska-Lewandowska, W. (Ed.). Analiza kursu walutowego. Warszawa: Wydawnictwo C. H. Beck.
  18. Simpson, M.W., Ramchander, S. & Chaudhry, M. (2005). The Impact of Macroeconomic Surprises on spot and Forward Foreign Exchange Markets. Journal of International Money and Finance, 24 (5), 693-718.
  19. Świerkocki, J. (2011). Zarys ekonomii międzynarodowej. Warszawa: PWE.
  20. Zembura, W. (2011). Dane makroekonomiczne kształtujące popyt i podaż na rynku Forex. In: Zagóra-Jonszta, U. (Ed.), Problemy państwa socjalnego i teoretyczne zagadnienia ekonomii. Katowice: Wydawnictwo Uniwersytetu Ekonomicznego w Katowicach.
  21. Zembura, W. (2011). Zagadnienie specjalizacji w obrębie rynków finansowych. In: Musiał, G. (Ed.), Rozwój ekonomii jako dziedziny nauki ze szczególnym uwzględnieniem tendencji do specjalizacji. Katowice: Wydawnictwo Uniwersytetu Ekonomicznego w Katowicach.
Language: English
Page range: 1 - 7
Submitted on: Nov 22, 2022
|
Accepted on: Jan 22, 2023
|
Published on: Mar 29, 2023
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year

© 2023 Jolanta Pasionek, published by University of Information Technology and Management in Rzeszow
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.