A wavelet transform analysis of the relationship between unexpected macroeconomic news and foreign exchange rates

Show-Lin Chen Department of Economics, Fu-Jen Catholic University, #510, Chung-Cheng Road, Hsin-Chuang District, New Taipei City, 24205, Taiwan

Ching-Chin Chou Department of Economics, National Taipei University, #151, University Road, San Shia District, New Taipei City, 23741, Taiwan

Nen-Jing Chen Department of Economics, Fu-Jen Catholic University, #510, Chung-Cheng Road, Hsin-Chuang District, New Taipei City, 24205, TaiwanCorrespondence[email protected]

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