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Macroeconomic news effects in commodity futures and German stock and bond futures markets - He Huang
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Macroeconomic news effects in commodity futures and German stock and bond futures markets He Huang Author
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A well-known concept in modern capital market theory is that only systematic risk factors affect security prices. Macroeconomic announcements are among the most important news for financi… mais…

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Macroeconomic news effects in commodity futures and German stock and bond futures markets - Livro de bolso

ISBN: 9783899368925

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Macroeconomic news effects in commodity futures and German stock and bond futures markets - Huang, He
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Macroeconomic news effects in commodity futures and German stock and bond futures markets - Livro de bolso

2010, ISBN: 9783899368925

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Macroeconomic news effects in commodity futures and German stock and bond futures markets - Livro de bolso

ISBN: 3899368924

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Macroeconomic news effects in commodity futures and German stock and bond futures markets He Huang Author

A well-known concept in modern capital market theory is that only systematic risk factors affect security prices. Macroeconomic announcements are among the most important news for financial markets because the state of the economy is a prime candidate for such a source of non-diversifiable risk. This book investigates the effects of US macroeconomic news on three financial markets that have received less attention in the literature so far. The markets of interest are the commodity futures market, the German stock index futures market, and the German bond futures market. I investigate not only price effects, but also liquidity effects as well as the channels of cross-border information flow.I find that commodity markets as well as international stock and bond markets are likewise affected by the release of US macroeconomic news. The strength of the commodity price response depends on the state of the economy and news about the US economy is more important for German stock markets than domestic economic news. For an investor in any of these markets, this book provides valuable information on how to adjust his trading strategies around the release of macroeconomic news. Moreover, my findings contribute to the understanding of cross-border information flow. First, I find that both domestic and foreign economic news induce significant price and liquidity effects. Second, I find that there are two important channels of information transmission for foreign news: the direct response to the news and the indirect response to the foreign response to the news.

Dados detalhados do livro - Macroeconomic news effects in commodity futures and German stock and bond futures markets He Huang Author


EAN (ISBN-13): 9783899368925
ISBN (ISBN-10): 3899368924
Livro de bolso
Ano de publicação: 2010
Editor/Editora: Josef Eul Verlag GmbH Core >1
220 Páginas
Peso: 0,319 kg
Língua: eng/Englisch

Livro na base de dados desde 2010-03-18T10:06:46+00:00 (Lisbon)
Página de detalhes modificada pela última vez em 2022-10-11T20:21:00+01:00 (Lisbon)
Número ISBN/EAN: 9783899368925

Número ISBN - Ortografia alternativa:
3-89936-892-4, 978-3-89936-892-5
Ortografia alternativa e termos de pesquisa relacionados:
Autor do livro: huang, price
Título do livro: news, german, bond, effects


Dados da editora

Autor: He Huang
Título: Finanzierung, Kapitalmarkt und Banken; Macroeconomic news effects in commodity futures and German stock and bond futures markets
Editora: Josef Eul Verlag
200 Páginas
Ano de publicação: 2010-03-16
Língua: Inglês
55,00 € (DE)
56,60 € (AT)
91,00 CHF (CH)
Not available, publisher indicates OP

BC; PB; Hardcover, Softcover / Wirtschaft/Betriebswirtschaft; Betriebswirtschaft und Management; Futures markets; cross-border information flow; Deutscher Aktienmarkt; Makroökonomie; Macroeconomic news effects; German stock market

A well-known concept in modern capital market theory is that only systematic risk factors affect security prices. Macroeconomic announcements are among the most important news for financial markets because the state of the economy is a prime candidate for such a source of non-diversifiable risk. This book investigates the effects of US macroeconomic news on three financial markets that have received less attention in the literature so far. The markets of interest are the commodity futures market, the German stock index futures market, and the German bond futures market. I investigate not only price effects, but also liquidity effects as well as the channels of cross-border information flow. I find that commodity markets as well as international stock and bond markets are likewise affected by the release of US macroeconomic news. The strength of the commodity price response depends on the state of the economy and news about the US economy is more important for German stock markets than domestic economic news. For an investor in any of these markets, this book provides valuable information on how to adjust his trading strategies around the release of macroeconomic news. Moreover, my findings contribute to the understanding of cross-border information flow. First, I find that both domestic and foreign economic news induce significant price and liquidity effects. Second, I find that there are two important channels of information transmission for foreign news: the direct response to the news and the indirect response to the foreign response to the news.

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