Wednesday, January 24, 2007

Vote for your favourite FX rate!

It is not news that news moves financial markets. This blog will publish research on how, when, why, and which news moves what financial markets.

Here is your chance to direct my research. Vote for your favourite FX rate!

Based on the preliminary research I have done, I am about to embark on a comprehensive research exercise to document the best models for the impact on financial markets of the following announcements:

  1. U.S. Nonfarm Payroll
  2. U.S. Initial Jobless Claims
  3. U.S. Retail Sales (excludes autos)
  4. U.S. Core CPI (excludes food and energy)

I will be, in time, covering all major financial markets. I am starting with exchange rates. This is your chance to vote for your favourite exchange rate. The most votes gets the most coverage in my blog.

Send an email to me at john.parker@yahoo.ca with your favourite currency pair in the title. So the U.S. Dollar to Euro exchange rate will be identified as “EURUSD”.

It will help in my compilation if you use the ISO 4217 currency codes with the base currency being the first currency in a currency pair. The second currency is the quote currency, counter currency or terms currency.

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