Browsing Vol. 04, Issue 01 by Subject "Macroeconomic news"
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U.S. News Spillover Effects: Sectoral Evidence
(Pontificia Universidad Católica del Perú. CENTRUMPE, 2011)This paper is a study of the spillover effects of U.S. macroeconomic news on different sectors of the Australian stock market. We find that an indication of economic contraction from the United States raises the conditional ...