Macroeconomic news, business cycles and Australian financial markets

DOI10.1007/S10690-009-9078-4zbMath1170.91379OpenAlexW2058537110MaRDI QIDQ842825

Chien-Ting Lin, Victor Fang, Kunaal M. Parbhoo

Publication date: 25 September 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-009-9078-4

zbMATH Keywords

financial marketsasymmetric effectmacroeconomic news surprisesstate of economy

Mathematics Subject Classification ID

Cites Work

• ARCH modeling in finance. A review of the theory and empirical evidence
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances

This page was built for publication: Macroeconomic news, business cycles and Australian financial markets