Exchange rates and macro news in emerging markets
Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Spagnolo, Fabio ; Spagnolo, Nicola |
| Publisher: |
[Uxbridge] : Brunel University London, Department of Economics and Finance |
| Subject: | Emerging markets | Exchange Rates | GARCH model | Macro news | Schwellenländer | Emerging economies | Wechselkurs | Exchange rate | Ankündigungseffekt | Announcement effect | ARCH-Modell | ARCH model | Volatilität | Volatility |
| Extent: | 1 Online-Ressource (circa 21 Seiten) Illustrationen |
|---|---|
| Series: | Economics and finance working paper series. - Uxbridge : [Verlag nicht ermittelbar], ZDB-ID 2257340-9. - Vol. no. 16-07 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011448305