The Short-time Effects of US News on the GBP/USD
This paper examines the relationship between 23 kinds of macroeconomic news and the return of foreign exchange rate in a short time, by using the high frequency transaction data on the spot exchange rate, GBP/USD. Among the 23 kinds of macroeconomic news, all kinds of macroeconomic news are signific...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2013
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| Online Access: | https://eprints.nottingham.ac.uk/26561/ |