27 resultados para Foreign Car Manufacturers


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This thesis investigates how macroeconomic news announcements affect jumps and cojumps in foreign exchange markets, especially under different business cycles. We use 5-min interval from high frequency data on Euro/Dollar, Pound/Dollar and Yen/Dollar from Nov. 1, 2004 to Feb. 28, 2015. The jump detection method was proposed by Andersen et al. (2007c), Lee & Mykland (2008) and then modified by Boudt et al. (2011a) for robustness. Then we apply the two-regime smooth transition regression model of Teräsvirta (1994) to explore news effects under different business cycles. We find that scheduled news related to employment, real activity, forward expectations, monetary policy, current account, price and consumption influences forex jumps, but only FOMC Rate Decisions has consistent effects on cojumps. Speeches given by major central bank officials near a crisis also significantly affect jumps and cojumps. However, the impacts of some macroeconomic news are not the same under different economic states.

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We investigate the macroeconomic news effect on the dynamics of the limit order books (LOB) for euro-dollar ECN market in different economic states between Jan. 2006 to Dec. 2009. Using a VAR-STR model on the news surprise, pure news, aggregated good and bad news, we show that news effects on the LOB dynamics vary in different states of economy. The LOB dynamics are measured by depth, spread, slope and volatility. In contract to slope and volatility, depth and spread strongly respond to news surprise and pure news during recession and expansion. These characteristics are more affected by aggregated good and bad news during expansion. News effects are robust to alternative characteristic measures, the different sides of the LOB and the different levels in the LOB.

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A photograph of four women all in hats standing next to a car.

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A photograph of a car with the door open on a gravel drive.

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A photograph of four women standing next to a car.

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A photograph of Percy Band posing next to a car.

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A man on the sideboard of his car reaching over the side of the vehicle. The top is down on the vehicle and it is in a field.

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Certificate for 6 shares of common capital stock in Gove Motor Car Company, Detroit, Michigan to Hamilton K. Woodruff, June 13, 1921.

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Certificate for 2 shares of preferred capital stock in Gove Motor Car Company, Detroit, Michigan to Hamilton K. Woodruff, June 13, 1921.

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Printed blank sent to Mr. B. Allen from the Clough Stone Co. of North Amherst, Ohio, Miners and Manufacturers of Grindstones and Building Stone regarding shipping. This is signed by Mr. Davis, July 19, 1876.

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Receipt from John Henderson and Co., Manufacturers of Hats, Caps and Furs and dealers in Indian Curiosities, Montreal for furs and buttons, Oct. 13, 1887.

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Receipt from Alex Cruickshank and Sons, Manufacturers of Hosiery, Edinburgh, Scotland for socks and gloves, July 1847.