Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market - Latest

• December 23, 2004

  Monetary Policy, Private Information, and International Stock Markets

  Financial System Review - December 2004 Gregory Bauer, Clara Vega

  Content Type(s): Publications, Financial System Review articles

• The Monetary Origins of Asymmetric Information in International Equity Markets

  Staff Working Paper 2004-47 Gregory Bauer, Clara Vega

  Existing studies using low-frequency data show that macroeconomic shocks contribute little to international stock market covariation.

  Content Type(s): Staff research, Staff working papers Topic(s): Financial markets, International topics, Market structure and pricing JEL Code(s): F, F3, F30, G, G1, G12, G14, G15