Reaction of Zagreb Stock Exchange CROBEX Index to macroeconomic announcements within a high frequency time interval

The purpose of this study is to analyse Zagreb Stock Exchange CROBEX Index reactions to selected macroeconomic announcements within ultra-short time intervals. We utilize 5-minute rates of returns from September 2017 to March 2018 and 25 macroeconomic announcements. After carefully arranging...

Полное описание

Библиографические подробности

Главные авторы:	Tomasz Schabek, Bojana Olgić Draženović, Davor Mance
Формат:	Artigo
Язык:	Inglês
Опубликовано:	Faculty of Economics University of Rijeka 2019-12-01
Серии:	Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
Предметы:	emerging markets croatian financial market macroeconomic announcements intraday returns crobex
Online-ссылка:	https://www.efri.uniri.hr/upload/ZBORNIK%202_2019/10-Schabek%20et%20al-2019-2.pdf
Метки:	Добавить метку Нет меток, Требуется 1-ая метка записи!