Currency jumps, cojumps and the role of macro news
Year of publication: |
2014
|
---|---|
Authors: | Chatrath, Arjun ; Miao, Hong ; Ramchander, Sanjay ; Villupuram, Sriram |
Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 40.2014, C, p. 42-62
|
Publisher: |
Elsevier |
Subject: | Currency jumps | Cojumps | Macroeconomic news |
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