Title of article :
The impact of macroeconomic surprises on spot and forward foreign exchange markets
Author/Authors :
Marc W. Simpson، نويسنده , , Sanjay Ramchander، نويسنده , , Mukesh Chaudhry، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
Forward premium , Foreign exchange , Macroeconomic news , Macroeconomic announcements , Error Correction Model , Panel data
Journal title :
Journal of International Money and Finance
Journal title :
Journal of International Money and Finance