Cross-border scheduled macroeconomic news impacts : evidence from high-frequency Asia Pacific currencies
Kam Fong Chan, Mahesh Chhagan, Alastair Marsden
| Year of publication: |
June 2017
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|---|---|
| Authors: | Kam Fong Chan ; Chhagan, Mahesh ; Marsden, Alastair |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 43.2017, p. 37-54
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| Subject: | Scheduled macroeconomic announcements | Foreign exchange rates | Speed of news impact | Persistence of news impact | Ankündigungseffekt | Announcement effect | Wechselkurs | Exchange rate | Wirkungsanalyse | Impact assessment | Volatilität | Volatility | Asiatisch-pazifischer Raum | Asia-Pacific region | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2017.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011800614