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...

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Detalhes bibliográficos

Principais autores:	Tomasz Schabek, Bojana Olgić Draženović, Davor Mance
Formato:	Artigo
Idioma:	Inglês
Publicado em:	Faculty of Economics University of Rijeka 2019-12-01
coleção:	Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
Assuntos:	emerging markets croatian financial market macroeconomic announcements intraday returns crobex
Acesso em linha:	https://www.efri.uniri.hr/upload/ZBORNIK%202_2019/10-Schabek%20et%20al-2019-2.pdf
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