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Disambiguation of "McKenzie, Michael D."

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Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets

, , and . Journal of Multinational Financial Management, 14 (3): 217--232 (July 2004)

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Edwin McKenzie

Craig McKenzie

Tom McKenzie

Michael D Segeritz

Michael D Swartz

 

Other publications of authors with the same name

Power transformation and forecasting the magnitude of exchange rate changes. International Journal of Forecasting, 15 (1): 49--55 (Feb 1, 1999)A multi-country study of power ARCH models and national stock market returns, , , and . Journal of International Money and Finance, 19 (3): 377--397 (June 2000)A note on the Wang and Wang measure of the quality of the compass rose, and . Journal of Banking & Finance, 30 (12): 3519--3524 (December 2006)Modeling conditional return autocorrelation, and . International Review of Financial Analysis, 14 (1): 23--42 (2005)Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets, , and . Journal of Multinational Financial Management, 14 (3): 217--232 (July 2004)GARCH model selection criteria, and . Quantitative Finance, 3 (4): 262--284 (2003)The Impact of Exchange Rate Volatility on International Trade Flows. Journal of Economic Surveys, 13 (1): 71--106 (32 02 1999)doi: 10.1111/1467-6419.00075.The use of domestic and world market indexes in the estimation of time-varying betas, , and . Journal of Multinational Financial Management, 10 (1): 91--106 (January 2000)Evidence of an asymmetry in the relationship between volatility and autocorrelation, and . International Review of Financial Analysis, 16 (1): 22--40 (2007)The impact of exchange rate volatility on Australian trade flows. Journal of International Financial Markets, Institutions and Money, 8 (1): 21--38 (January 1998)