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How is macro news transmitted to exchange rates?

, and . Journal of Financial Economics, 88 (1): 26--50 (April 2008)

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How is macro news transmitted to exchange rates?, and . Journal of Financial Economics, 88 (1): 26--50 (April 2008)Informational integration and FX trading, and . Journal of International Money and Finance, 21 (6): 807--831 (November 2002)The response of exchange rates to permanent and transitory shocks under floating exchange rates, and . Journal of International Money and Finance, 12 (6): 563--586 (December 1993)Trends in excess returns in currency and bond markets, and . European Economic Review, 37 (5): 1005--1019 (June 1993)Do currency markets absorb news quickly?, and . Journal of International Money and Finance, 24 (2): 197--217 (March 2005)Time-varying liquidity in foreign exchange, and . Journal of Monetary Economics, 49 (5): 1025--1051 (July 2002)Do stationary risk premia explain it all?: Evidence from the term structure, and . Journal of Monetary Economics, 33 (2): 285--318 (April 1994)Order Flow and Exchange Rate Dynamics, and . Journal of Political Economy, 110 (1): 170--180 (32 02 2002)doi: 10.1086/324391.