Exchange rate volatility response to macroeconomic news during the global financial crisis
Year of publication: |
July 2017
|
---|---|
Authors: | Ben Omrane, Walid ; Savaşer, Tanseli |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 52.2017, p. 130-143
|
Subject: | Global financial crisis | Exchange rates | Volatility | Macroeconomic news | High-frequency data | Volatilität | Finanzkrise | Financial crisis | Wechselkurs | Exchange rate | Wirkungsanalyse | Impact assessment | Ankündigungseffekt | Announcement effect | Welt | World | Internationaler Finanzmarkt | International financial market |
-
The sign switch effect of macroeconomic news in foreign exchange markets
Ben Omrane, Walid, (2016)
-
Time-varying effects of macroeconomic news on euro-dollar returns
Ben Omrane, Walid, (2019)
-
The exchange rate effects of macro news after the global financial crisis
Cheung, Yin-Wong, (2019)
- More ...
-
The sign switch effect of macroeconomic news in foreign exchange markets
Ben Omrane, Walid, (2016)
-
CEO incentives and bank risk over the business cycle
Ongena, Steven, (2022)
-
Ayadi, Mohamed A., (2020)
- More ...