A hybrid approach to exchange rates : how do macro news and order flow affect exchange rate volatility?
Guangfeng Zhang, Ian Marsh, Ronald MacDonald
| Year of publication: |
2016
|
|---|---|
| Authors: | Zhang, Guangfeng ; Marsh, Ian ; MacDonald, Ronald |
| Published in: |
Studies in economics and finance. - Bradford : Emerald, ISSN 1086-7376, ZDB-ID 2364532-5. - Vol. 33.2016, 1, p. 50-68
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| Subject: | Microstructure | Private information | Exchange rate volatility | Information interaction | Macro news | Order flow | Wechselkurs | Exchange rate | Volatilität | Volatility | Devisenmarkt | Foreign exchange market | Marktmikrostruktur | Market microstructure | Ankündigungseffekt | Announcement effect | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/SEF-10-2014-0185 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011718725