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

By F. Fornari, C. Monticelli, Marcello Pericoli, Massimo Tivegna. 2002

140 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/5089b50b713539265332e8ba8a822ab3d771a98c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Walid Mensi
2. Makram Beljid
3. Adel Boubaker
4. Stavros Degiannakis *
5. Evdokia Xekalaki
6. Shunsuke Managi
7. George Filis
8. Sang Hoon Kang

In Finance

1. Makram Beljid
2. Adel Boubaker
3. Walid Mensi
4. Stavros Degiannakis *
5. Evdokia Xekalaki
6. Shunsuke Managi
7. R. Brooks
8. George Filis

Citations in the corpus

• Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013, methodology): “However, a Multivariate Generalized Autoregressive Conditional Heteroskedasticity (MGARCH) model was employed to analyze the relationship between political and economic news on the conditional volatility of financial variables (Fornari et al., 2002) and the effect of macroeconomic shocks on financia”