This research investigates the impact of oil prices, gold prices and exchange rate on
Shanghai stock exchange returns. In this study, we used monthly time series data from …

We examine the effects of US, German, and Japanese macroeconomic news surprises and
monetary policy decisions on the intraday cyclical volatility of Bitcoin and Ethereum markets …

We compare the effects of the US macro news on the exchange rates of carry trade target
currencies and safe-haven currencies in the post-GFC period. Relying on the data of 5-min …

This article explores the effects of macroeconomic news on Pak rupee's exchange rates. For
this purpose, it employs GARCH models by using real‐time data on macroeconomic news …

The gains from international supply chains are highly affected by the exchange rate
fluctuations in the foreign exchange market. Traditional forecasting methods have not been …

The disconnect between the exchange rate and its macroeconomic fundamentals has been
extensively discussed in the literature. It nonetheless continues to pose theoretical and …

Accurate forecasting of the EUR/USD exchange rate is crucial for investors, businesses, and
policymakers. This paper proposes a novel framework, IUS, that integrates unstructured …

The intention of this article is to develop an instrument to overcome the limitations caused by
traditional analyses and present a combined STR—Smooth Transition Regression model …

Exchange rate literature contains fundamentals-based and news-based models but lacks
hybrid news-fundamentals-based models that analyze the impact of media news on …

This article studies the effects of macroeconomic news announcements and order flow on
exchange rates in Pakistan by considering both direct and indirect information channels …