The impact of news on the exchange rate of the lira and long-term interest rates

Economic Modelling

Volumn 19, Issue 4, 2002, Pages 611-639

  Fornari, Fabio ^a   Monticelli, Carlo ^b   Pericoli, Marcello ^a   Tivegna, Massimo ^c,d  

^a BANK OF ITALY   (Italy)

^b DEUTSCHE BANK AG   (Germany)

^c UNIVERSITY OF TERAMO   (Italy)

^d LUISS UNIVERSITY   (Italy)

Author keywords

Asset pricing; Conditional volatility; News

Indexed keywords

EID: 0036094134     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0264-9993(00)00073-0     Document Type: Article

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