Currency jumps, cojumps and the role of macro news
Year of publication: |
2014
|
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Authors: | Chatrath, Arjun ; Miao, Hong ; Ramchander, Sanjay ; Villupuram, Sriram |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 40.2014, p. 42-62
|
Subject: | Currency jumps | Cojumps | Macroeconomic news | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Wechselkurs | Exchange rate | US-Dollar | US dollar | Wirkungsanalyse | Impact assessment |
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