Macroeconomic news announcements and the CDN/USD intraday exchange rate

The paper empirically examines the effects of macroeconomic news announcements on the CDN/USD exchange rate. Our process started by dividing our sample observations into four groups: (1) Major US announcement days, (2) minor US announcement days, (3) Canadian news announcement, and (4) Non-announcem...

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Bibliographic Details
Main Author: Mazigi, Alexandre
Format: Others
Published: 2002
Online Access:http://spectrum.library.concordia.ca/2106/1/MQ77671.pdf
Mazigi, Alexandre <http://spectrum.library.concordia.ca/view/creators/Mazigi=3AAlexandre=3A=3A.html> (2002) Macroeconomic news announcements and the CDN/USD intraday exchange rate. Masters thesis, Concordia University.