Do Trading Hours Affect Volatility Links in the Foreign Exchange Market?
Year of publication: |
2012
|
---|---|
Authors: | Treepongkaruna, Sirimon |
Other Persons: | Brooks, Robert D. (contributor) ; Gray, Stephen (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Devisenmarkt | Foreign exchange market | Spillover-Effekt | Spillover effect | Öffnungszeit | Opening hours | Momentenmethode | Method of moments |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Australian Journal of Management, Vol. 37, No. 1, 2012 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 4, 2012 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Do trading hours affect volatility links in the foreign exchange market?
Sirimon Treepongkaruna, (2012)
-
Trading belief : moments of exchange
Lightfoot, Geoff, (2012)
-
An Empirical Analysis of the Swaption Cube
Trolle, Anders B., (2010)
- More ...
-
Asset market linkages : evidence from financial, commodity and real estate assets
Kam Fong Chan, (2011)
-
Do trading hours affect volatility links in the foreign exchange market?
Sirimon Treepongkaruna, (2012)
-
Asset Market Linkages : Evidence from Financial, Commodity and Real Estate Assets
Chan, Kam Fong, (2011)
- More ...