Using a unique high-frequency futures dataset, we characterize the response of US, German
and British stock, bond and foreign exchange markets to real-time US macroeconomic news …

This study investigates how global stock markets are integrated with respect to the US
macroeconomic news announcements. Although both investors on US and non-US stock …

The stock markets in developing countries are highly responsive to breaking news and
events. Our research explores the impact of economic conditions, financial policies, and …

This paper investigates whether investors on European stock markets regard news
announcements about domestic and US macroeconomic variables as an important source …

Using a data set consisting of more than five years of 5‐minute intraday stock index returns
for major European stock indices and US macroeconomic surprises, conditional means and …

The aim of this paper is to examine the impact of US macroeconomic conditions—namely,
exchange rate and short-term interest rate—on the stock markets of seven Asian countries …

This paper examines the relative information shares of the Bund, ie the 10-year Euro bond
future contract on German sovereign debt, versus two futures with shorter maturity. We find …

We investigate the impact of monetary policy announcements on stock market volatility in the
US, Canada, Japan, the UK, Germany, France and Italy during the 2006–2016 period. More …

The paper analyzes whether, and to what extent, emerging market economies (EMEs) have
systemic importance for global financial markets, above and beyond their influence during …

Evidence from the US stock market as well as from major European stock markets has lately
suggested that the turn-of-the-month (hereafter TOM) and intramonth anomalies occur …