A survey of announcement effects on foreign exchange volatility and jumps
Year of publication: |
2011
|
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Authors: | Neely, Christopher J. |
Published in: |
Review / Federal Reserve Bank of St. Louis. - St. Louis, Mo. : [Verlag nicht ermittelbar], ISSN 0014-9187, ZDB-ID 281571-0. - Vol. 93.2011, 5, p. 361-407
|
Subject: | Wechselkurs | Exchange rate | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Wirkungsanalyse | Impact assessment | USA | United States | 2001-2010 |
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