The Short-time Effects of US News on the GBP/USD

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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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Bibliographic Details
Main Author:	Xu, Yaofei
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2013
Subjects:	foreign exchange rate; GBP/USD; USA macroeconomic news; high frequency data; economic condition; price reaction.
Online Access:	https://eprints.nottingham.ac.uk/26561/

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