@misc{CantoKraeussl2006, author = {Bea Canto and Roman Kr{\"a}ussl}, title = {Stock market interactions and the impact of macroeconomic news - evidence from high frequency data of European futures markets}, booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2006,25}, number = {Preliminary Version, June 2006}, institution = {Center for Financial Studies (CFS)}, series = {CFS working paper series}, number = {2006, 25}, type = {workingpaper}, pages = {30}, year = {2006}, }