News and Exchange Rate Dynamics  book cover
1st Edition

News and Exchange Rate Dynamics

ISBN 9780815390701
Published October 14, 2017 by Routledge
206 Pages

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Book Description

'News and Exchange Rate Dynamics' proposes an innovative taxonomy of news affecting exchange rates. It establishes a metrics for the impact on exchange rates movements. In doing so it provides the first results of an ongoing research activity on the economic, financial and non-financial determinants of infra daily fluctuations of exchange rates, whose ultimate goal is to explain the formation of market sentiment on one particular currency and the way it changes over time in response to the accumulation of new information. The authors provide a detailed description of the selection criteria of the news and how it impacts exchange rates.

Table of Contents

Contents: Introduction to the Italian Edition, Mario Sarcinelli; 'Newsmetrics': measurement of news impact in the foreign exchange market; The foreign exchange market in 1994-97: events, trends and economic policies; The Italian news; Economic and political news for Germany and the United States; The events of the European Monetary Union; Statements by monetary and governmental authorities in the United States, Germany and Japan; The impact of news on exchange rates; Events and foreign exchange markets; Bibliography; Index.

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